data as of
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Price arb /

SPY

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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−$53
spread now+0.030%7d average+0.057%fees + slippage, in and out−$50spread needed0.499%
Long on ArcusShort on ApeX Omni
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongArcus SPY-USD773.560.0040pay 0.0005% / 1h21m 50s$943K$1.3M50x
ShortApeX Omni SPYUSDT773.790.0100get 0.0013% / 1h21m 50s$154K$32K50x

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
$2.97
Funding while held
$1.79
Slippage, 4 orders
−$35.43
Fee Arcus: 2.25 bp × 2 orders
−$4.5
Fee ApeX Omni: 5 bp × 2 orders
−$10
Net
−$45.17
Spread needed to break even
0.499%
Slippage from Arcus: live order book, 3 min ago; ApeX Omni: live order book, 10 min ago.

Cost of waiting

funding view
Funding /8h
+0.0060%
Per $10,000 a day
+$1.79
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 Arcus live order book, 3 min ago0.06 bp3.4 bp −$35.6 bp −$5610.0 bp −$997doesn't fit
Sell ApeX Omni live order book, 10 min ago2.45 bp18.5 bp −$1885.3 bp −$853doesn't fitdoesn't fit

SPY price on every exchange

against the cheapest. Click to use as the short leg.
Ondo Perps773.00cheapestKuCoin773.38+0.049%Vest773.39+0.050%Phoenix773.55+0.071%
Arcus773.56+0.072%
Gate773.60+0.078%Aevo773.67+0.086%Nado773.67+0.087%
ApeX Omni773.79+0.102%
Coinbase International773.95+0.123%BloFin773.95+0.123%Aster773.96+0.124%OKX774.01+0.131%Deribit774.03+0.133%edgeX774.04+0.134%Bybit774.04+0.135%MEXC774.09+0.141%Binance774.09+0.142%GMX774.11+0.143%Orderly774.11+0.144%HTX774.16+0.150%RISEx774.17+0.151%Bitget774.19+0.154%Lighter774.24+0.160%Lighter RH774.64+0.212%SunX775.21+0.286%

SPY on 26 venues

cheapest first. Swap a leg.
Exchangevs long legFunding /8hEveryOIVol 24hMax lev
Ondo Perps SPY-USD.P−0.072%−0.0166%1h$4.7M$778K20xas long as short
KuCoin SPYUSDTM−0.023%+0.0100%8h$2.5M$1.1M20xas long as short
Vest SPY-USD-PERP−0.022%+0.0046%1h—$100K50xas long as short
Phoenix SPY−0.001%−0.0404%1h$161K$295K20xas long as short
Arcus SPY-USDlong0.000%+0.0040%1h$943K$1.3M50x
Gate SPY_USDT+0.005%0.0000%8h$739K$2.0M75xas long as short
Aevo SPY-PERP+0.014%+0.0104%1h$87K—10xas long as short
Nado SPY-PERP+0.015%−0.0035%1h$1.5M$268K20xas long as short
ApeX Omni SPYUSDTshort+0.030%+0.0100%1h$154K$32K50x
Coinbase International SPY-PERP-INTX+0.050%+0.0104%1h$932K$606K20xas long as short
Show all 26 venues
Exchangevs long legFunding /8hEveryOIVol 24hMax lev
BloFin SPY-USDT+0.050%−0.0120%8h$430K$716K50xas long as short
Aster SPYUSDT+0.052%+0.0002%8h$864K$274K20xas long as short
OKX SPY-USDT-SWAP+0.058%0.0000%8h$8.1M$3.2M50xas long as short
Deribit SPY_USDC-PERPETUAL+0.061%0.0000%1h$22K$73K20xas long as short
edgeX SPYUSDC+0.062%+0.0224%4h$640K$240K20xas long as short
Bybit SPYUSDT+0.062%0.0000%8h$6.2M$2.2M100xas long as short
MEXC SPY_USDT+0.069%0.0000%8h$29.2M$11.2M100xas long as short
Binance SPYUSDT+0.069%0.0000%8h$29.0M$82.7M50xas long as short
GMX SPY/USD [ETH-USDC]+0.070%L +0.0327% / S −0.2140%1h$24K—53xas long as short
Orderly PERP_SPY_USDC_mythos+0.071%+0.0100%8h$1K—20xas long as short
HTX SPY-USDT+0.078%0.0000%8h$308K$23K50xas long as short
RISEx SPY/USDC+0.078%0.0000%1h$7.0M$5.7M25xas long as short
Bitget SPYUSDT+0.081%+0.0094%8h$10.9M$3.1M50xas long as short
Lighter SPY+0.088%+0.0032%1h$9.0M$21.3M50xas long as short
Lighter RH SPY+0.140%+0.0032%1h$57.0M$123.8M50xas long as short
SunX SPY-USDT+0.213%0.0000%8h$2K$1.6M10xas long as short