Settings8H · net · $10k
Funding arb · Price arb /

LLY

RWAall LLY markets
SwapBacktest
Alert: funding
Alert: spread
Funding you earn now, next payment 08:00 UTC0.0000%/8h= 0.0% APRnext payment +$0.00 per $10,000 · paid last 24h +0.068%
Price spread now: Binance against OKX+0.046%7-day average +0.028% · you sell dearer than you buy
Net, funding: paid 7d − costs−$49as in the Funding arb table
Net, price: spread back to 7d avg − costs−$68as in the Price arb table
costs, in and out, $10k−$700.695% of the position
What this pair did over the last
the charts below follow
Funding, last 7 days+0.208%+$21 on $10k
Price spread, last 4 days (all we have)−0.121%−$12 · spread now +0.046%, 7d avg +0.028%
Together, before fees+0.088%+$9 on $10k · with fees, hour by hour
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongOKX LLY-USDT-SWAP1,165.30get 0.0000% / 8h3h 06m$790K$604K20x
ShortBinance LLYUSDT1,165.80get 0.0000% / 8h3h 06m$2.0M$3.1M20x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

Binance against OKX. 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

Funding earned
$0
Price spread: +0.046% → +0.028%
$1.86
Slippage, 4 orders
−$49.52
Fee OKX: 5 bp × 2 orders
−$10
Fee Binance: 5 bp × 2 orders
−$10
Net
−$67.66
Costs to cover
0.695%
Break-even
never at this rate
Slippage from OKX: live order book, 45 min ago; Binance: live order book, 14 min ago.

Cost to enter

taker fee + slippage from the mid, one side; closing costs about the same again
LegHalf-spread$10k$100k$1M$5M
Buy OKX live order book, 45 min ago2.58 bp19.5 bp −$20390.6 bp −$3,906doesn't fitdoesn't fit
Sell Binance live order book, 14 min ago1.72 bp6.9 bp −$731.4 bp −$314doesn't fitdoesn't fit

LLY on 19 venues

lowest funding first. Swap a leg: a good short leg pays more funding and is priced higher.
ExchangeFunding /8hEveryPricePrice vs long legOIVol 24hMax lev
BloFin LLY-USDT−0.0024%8h1,165.6+0.025%$83K$85K20xas long as short
Aster LLYUSDT0.0000%8h1,165.5+0.019%$24K$3K20xas long as short
Binance LLYUSDTshort0.0000%8h1,165.8+0.046%$2.0M$3.1M20x
Bybit LLYUSDT0.0000%8h1,165.5+0.016%$1.3M$523K25xas long as short
OKX LLY-USDT-SWAPlong0.0000%8h1,165.3long leg$790K$604K20x
Gate LLY_USDT0.0000%8h1,165.4+0.008%$1.3M$854K25xas long as short
Bitget LLYUSDT0.0000%8h1,166.2+0.073%$2.3M$169K20xas long as short
Variational Omni LLY0.0000%8h1,165.6+0.028%$193K$16Kas long as short
GRVT LLY_USDT_Perp0.0000%8h1,165.7+0.034%$221$182K10xas long as short
SunX LLY-USDT0.0000%8h1,165.8+0.043%$2K$5.8M10xas long as short
Show all 19 venues
ExchangeFunding /8hEveryPricePrice vs long legOIVol 24hMax lev
HTX LLY-USDT0.0000%8h1,164−0.108%$5K$41K20xas long as short
Aftermath Perps LLYUSD+0.0015%1h1,165.3+0.002%$47K$40K5xas long as short
QFEX LLY-USD+0.0042%1h1,165.6+0.027%$1.2M$3.9M10xas long as short
Vest LLY-USD-PERP+0.0046%1h1,165.5+0.014%25xas long as short
tradeXYZ xyz:LLY+0.0050%1h1,165.2−0.009%$8.7M$1.2M10xas long as short
KuCoin LLYUSDTM+0.0100%8h1,165.5+0.017%$137K$72K20xas long as short
Nado LLY-PERP+0.0177%1h1,165.4+0.008%$39K$25110xas long as short
Injective LLY/USDC PERP+0.0220%1h1,176.8+0.987%$7K$24K12xas long as short
Phoenix LLY+0.0344%1h1,165.6+0.026%$1K$7K10xas long as short