data as of
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Price arb /

QQQ

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Checked every minute; it has to hold two checks in a row. Delivery to Telegram comes later, so for now alerts appear on the alerts page.

After costs, if the gap returns to its 7d average, $10k−$7
spread now+0.069%7d average+0.033%fees + slippage, in and out−$10spread needed0.105%
Long on DeribitShort on Lighter RH
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongDeribit QQQ_USDC-PERPETUAL736.780get 0.0000% / 1h23m 21s$421K$298K20x
ShortLighter RH QQQ737.290.0040get 0.0005% / 1h23m 21s$40.6M$74.3M50x

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
$6.92
Funding while held
$1.2
Slippage, 4 orders
−$3.46
Fee Deribit: 3.5 bp × 2 orders
−$7
Fee Lighter RH: 0 bp × 2 orders
$0
Net
−$2.34
Spread needed to break even
0.105%
Slippage from Deribit: live order book, 27 min ago; Lighter RH: live order book, 2 min ago.

Cost of waiting

funding view
Funding /8h
+0.0040%
Per $10,000 a day
+$1.20
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 Deribit live order book, 27 min ago0.07 bp6.5 bp −$76.9 bp −$69doesn't fitdoesn't fit
Sell Lighter RH live order book, 2 min ago0.14 bp0.2 bp $01.6 bp −$166.2 bp −$620doesn't fit

QQQ price on every exchange

against the cheapest. Click to use as the short leg.
Ondo Perps735.43cheapestPhemex735.45+0.003%Coinbase International736.34+0.124%Aevo736.48+0.143%Arcus736.58+0.156%Gate736.58+0.156%ApeX Omni736.62+0.162%Nado736.64+0.165%KuCoin736.73+0.177%Phoenix736.75+0.179%
Deribit736.78+0.184%
OKX736.82+0.189%BloFin736.82+0.189%Orderly736.95+0.207%Aster736.97+0.209%RISEx737.16+0.235%GMX737.21+0.241%Binance737.21+0.242%Bitget737.21+0.242%edgeX737.24+0.246%Lighter737.25+0.247%Bybit737.27+0.250%Variational Omni737.27+0.251%
Lighter RH737.29+0.253%
HTX737.58+0.292%SunX737.66+0.303%Vest737.75+0.315%

QQQ on 27 venues

cheapest first. Swap a leg.
Exchangevs long legFunding /8hEveryOIVol 24hMax lev
Ondo Perps QQQ-USD.P−0.183%−0.0230%1h$4.3M$1.9M20xas long as short
Phemex QQQUSDT−0.181%0.0000%8h$360K$1.3M10xas long as short
Coinbase International QQQ-PERP-INTX−0.060%−0.0032%1h$1.2M$788K20xas long as short
Aevo QQQ-PERP−0.041%+0.0104%1h$92K$1K10xas long as short
Arcus QQQ-USD−0.027%+0.0040%1h$796K$1.4M25xas long as short
Gate QQQ_USDT−0.027%0.0000%8h$2.7M$32.4M50xas long as short
ApeX Omni QQQUSDT−0.022%+0.0100%1h$16K$2.1M50xas long as short
Nado QQQ-PERP−0.018%+0.0162%1h$1.5M$1.4M20xas long as short
KuCoin QQQUSDTM−0.007%+0.0100%8h$3.4M$412K20xas long as short
Phoenix QQQ−0.004%−0.0087%1h$38K$74K20xas long as short
Show all 27 venues
Exchangevs long legFunding /8hEveryOIVol 24hMax lev
Deribit QQQ_USDC-PERPETUALlong0.000%0.0000%1h$421K$298K20x
OKX QQQ-USDT-SWAP+0.005%0.0000%8h$20.2M$19.4M50xas long as short
BloFin QQQ-USDT+0.005%+0.0120%8h$1.0M$463K20xas long as short
Orderly PERP_QQQ_USDC_mythos+0.023%+0.0100%8h$7K—20xas long as short
Aster QQQUSDT+0.026%+0.0004%8h$549K$202K20xas long as short
RISEx QQQ/USDC+0.051%+0.0065%1h$5.5M$8.9M25xas long as short
GMX QQQ/USD [ETH-USDC]+0.058%L +0.0020% / S +0.0041%1h$13K—53xas long as short
Binance QQQUSDT+0.058%+0.0063%8h$62.0M$115.5M25xas long as short
Bitget QQQUSDT+0.058%+0.0223%8h$16.5M$6.7M20xas long as short
edgeX QQQUSDC+0.062%−0.0469%4h$753K$332K20xas long as short
Lighter QQQ+0.064%+0.0264%1h$8.3M$18.0M30xas long as short
Bybit QQQUSDT+0.067%+0.0028%8h$10.7M$4.7M50xas long as short
Variational Omni QQQ+0.067%+0.0039%8h$17.6M$8.9M—as long as short
Lighter RH QQQshort+0.069%+0.0040%1h$40.6M$74.3M50x
HTX QQQ-USDT+0.109%0.0000%8h$258K$26K30xas long as short
SunX QQQ-USDT+0.119%0.0000%8h$2K$2.2M10xas long as short
Vest QQQ-USD-PERP+0.132%+0.0046%1h—$490K50xas long as short