Funding arb · Price arb /

LLY

RWAall LLY markets

Swap Backtest

Alert: funding

Alert: spread

Funding you earn now, next payment 02:00 UTC+0.0124%/8h= +13.6% APRpaid last 24h +0.053%

Price spread now: BloFin against Aftermath Perps+0.011%529s7-day average — · you sell dearer than you buy

to open and closeno order booka leg has no order-book sample

Long on Aftermath Perps Short on BloFin

What this pair did over the last

the charts below follow

Funding, last 3 days (all we have)—no history yet

Price spread, last 7 days—no price history on both exchanges yet

Together, before fees—needs both histories

The price spread sits at zero (this spread has no 7-day history yet), so right now this pair is about funding alone: +$4 a day on $10k at the current rate. The two prices were read 529 seconds apart, so part of this spread may be the market moving, not a spread.

Leg	Exchange	Price	Funding /8h	Each payment	Next in	OI	Vol 24h	Max lev
Long	Aftermath Perps LLYUSD	1,162.6	0.0005	pay 0.0001% / 1h	39m 27s	$47K	$41K	5x
Short	BloFin LLY-USDT	1,162.8	0.0129	get 0.0129% / 8h	6h 39m	$84K	$85K	20x

Funding history

latest

Range statsloading…

Price spread between the two exchanges

BloFin against Aftermath Perps. Falling: the short leg gains. Rising: it loses.

latest

Price spreadloading…

Funding on every exchange

click an exchange to add or hide it

latest

How often the price spread is this wide · share of time at each level, last 7D show

Profit calculator

Position, each leg$Hold fordaysFee Aftermath PerpsbpFee BloFinbpOrdersPrice spread, now +0.011%Rate

Funding earned: $26.06
Price spread: +0.011% → 0.000%: $1.11
Slippage, 4 orders: no order book: not counted
Fee Aftermath Perps: 4.5 bp × 2 orders: −$9
Fee BloFin: 6 bp × 2 orders: −$12
Net: $6.16
Costs to cover: 0.210%
Break-even: 5.3 days

Slippage unknown: Aftermath Perps: no order-book sample; BloFin: no order-book sample. Net counts fees only.

Cost to enter

taker fee + slippage from the mid, one side; closing costs about the same again

Leg	Half-spread	$10k	$100k	$1M	$5M
Buy Aftermath Perps no order-book sample	—	—	—	—	—
Sell BloFin no order-book sample	—	—	—	—	—

Aftermath Perps and BloFin: no order-book sample. Either the market is below $100k of open interest and volume (not sampled), or the venue executes at an oracle price and its slippage is not modeled here: see the venue's docs.

LLY on 19 venues

lowest funding first. Swap a leg: a good short leg pays more funding and is priced higher.

Exchange	Funding /8h	Every	Price	Price vs long leg	OI	Vol 24h	Max lev
Bybit LLYUSDT	0.0000%	8h	1,163.3	+0.059%	$1.3M	$581K	25x	as long as short
OKX LLY-USDT-SWAP	0.0000%	8h	1,164	+0.117%	$793K	$641K	20x	as long as short
Gate LLY_USDT	0.0000%	8h	1,163.4	+0.068%	$1.3M	$900K	25x	as long as short
Bitget LLYUSDT	0.0000%	8h	1,164	+0.113%	$2.3M	$173K	20x	as long as short
GRVT LLY_USDT_Perp	0.0000%	8h	1,163	+0.030%	$221	$193K	10x	as long as short
SunX LLY-USDT	0.0000%	8h	1,164.1	+0.125%	$2K	$6.1M	10x	as long as short
HTX LLY-USDT	0.0000%	8h	1,163.6	+0.080%	$5K	$40K	20x	as long as short
Aftermath Perps LLYUSDlong	+0.0005%	1h	1,162.6	long leg	$47K	$41K	5x
Aster LLYUSDT	+0.0015%	8h	1,163.5	+0.076%	$24K	$3K	20x	as long as short
Variational Omni LLY	+0.0024%	8h	1,162.8	+0.018%	$191K	$17K	—	as long as short

Show all 19 venues

Exchange	Funding /8h	Every	Price	Price vs long leg	OI	Vol 24h	Max lev
QFEX LLY-USD	+0.0026%	1h	1,163.7	+0.088%	$1.2M	$4.8M	10x	as long as short
Vest LLY-USD-PERP	+0.0046%	1h	1,162.7	+0.003%	—	—	25x	as long as short
tradeXYZ xyz:LLY	+0.0050%	1h	1,163.3	+0.057%	$8.6M	$1.2M	10x	as long as short
KuCoin LLYUSDTM	+0.0100%	8h	1,163.5	+0.074%	$137K	$75K	20x	as long as short
BloFin LLY-USDTshort	+0.0129%	8h	1,162.8	+0.011%	$84K	$85K	20x
Binance LLYUSDT	+0.0136%	8h	1,164.1	+0.129%	$2.0M	$3.1M	20x	as long as short
Injective LLY/USDC PERP	+0.0220%	1h	1,174.8	+1.046%	$7K	$24K	12x	as long as short
Nado LLY-PERP	+0.0274%	1h	1,163	+0.028%	$39K	$251	10x	as long as short
Phoenix LLY	+0.0275%	1h	1,163.3	+0.057%	$1K	$7K	10x	as long as short