data as of
Settings8H · net · $10k
Price arb /

LLY

RWAall LLY markets
SwapFunding view
Alert
Spread before costs (cost unknown: a leg has no order-book sample)+0.063%
7d average−0.001%if it closes, per $10,000$6funding while held, a day−$3.00
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongKuCoin LLYUSDTM1,167.40.0100pay 0.0100% / 8h5h 18m$139K$58K20x
ShortVariational Omni LLY1,168.10get 0.0000% / 8h5h 18m$192K$18K

Price spread history

latest
Range statsloading…

How often the spread is this wide

share of time at each level, last 7D

Backtest

opened in the past, held until now, after costs
Backtest 7 daysBacktest 30 daysBacktest 90 daysopens the backtester with this pair and $10,000 a leg

Profit calculator

Spread captured
$6.26
Funding while held
−$3
Slippage, 4 orders
no order book: not counted
Fee KuCoin: 6 bp × 2 orders
−$12
Fee Variational Omni: 0 bp × 2 orders
$0
Net
−$8.74
Spread needed to break even
0.120%
Slippage unknown: KuCoin: live order book, 8 min ago; Variational Omni: RFQ quote, 17 min ago. Net counts fees only.

Cost of waiting

funding view
Funding /8h
−0.0100%
Per $10,000 a day
$3.00
Average in range /8h

Cost to enter

taker fee + slippage from the mid, one side; closing costs about the same again
LegHalf-spread$10k$100k$1M$5M
Buy KuCoin live order book, 8 min ago16.27 bp243.0 bp −$243doesn't fitdoesn't fitdoesn't fit
Sell Variational Omni RFQ quote, 17 min ago4.53 bpdoesn't fit54.9 bp −$549doesn't fitdoesn't fit

LLY price on every exchange

against the cheapest. Click to use as the short leg.

LLY on 18 venues

cheapest first. Swap a leg.
Exchangevs long legFunding /8hEveryOIVol 24hMax lev
Gate LLY_USDT−0.030%0.0000%8h$1.3M$871K25xas long as short
Nado LLY-PERP−0.014%+0.0222%1h$39K$25110xas long as short
KuCoin LLYUSDTMlong0.000%+0.0100%8h$139K$58K20x
Aster LLYUSDT+0.009%0.0000%8h$24K$3K20xas long as short
HTX LLY-USDT+0.016%0.0000%8h$5K$40K20xas long as short
Vest LLY-USD-PERP+0.017%+0.0046%1h25xas long as short
QFEX LLY-USD+0.027%+0.0029%1h$1.2M$4.4M10xas long as short
Binance LLYUSDT+0.028%0.0000%8h$2.0M$3.0M20xas long as short
Bybit LLYUSDT+0.028%0.0000%8h$1.3M$939K25xas long as short
BloFin LLY-USDT+0.028%+0.0006%8h$86K$83K20xas long as short
Show all 18 venues
Exchangevs long legFunding /8hEveryOIVol 24hMax lev
tradeXYZ xyz:LLY+0.034%+0.0056%1h$8.7M$1.0M10xas long as short
SunX LLY-USDT+0.043%0.0000%8h$2K$6.8M10xas long as short
Aftermath Perps LLYUSD+0.051%+0.0109%1h$47K$40K5xas long as short
Variational Omni LLYshort+0.063%0.0000%8h$192K$18K
Bitget LLYUSDT+0.063%0.0000%8h$2.3M$176K20xas long as short
OKX LLY-USDT-SWAP+0.077%0.0000%8h$819K$556K20xas long as short
Phoenix LLY+0.137%+0.0274%1h$1K$7K10xas long as short
Injective LLY/USDC PERP+1.148%+0.0220%1h$10K$21K12xas long as short