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−$42
spread now−0.065%7d average−0.029%fees + slippage, in and out−$38spread needed0.383%
Long on BloFinShort on Gate
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongBloFin SPY-USDT773.55−0.0100get 0.0100% / 8h5h 49m$430K$706K50x
ShortGate SPY_USDT773.050get 0.0000% / 8h5h 49m$738K$1.9M75x

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
−$6.46
Funding while held
$3.01
Slippage, 4 orders
−$11.35
Fee BloFin: 6 bp × 2 orders
−$12
Fee Gate: 7.5 bp × 2 orders
−$15
Net
−$41.8
Spread needed to break even
0.383%
Slippage from BloFin: live order book, 48 min ago; Gate: live order book, 4 min ago.

Cost of waiting

funding view
Funding /8h
+0.0100%
Per $10,000 a day
+$3.01
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 BloFin live order book, 48 min ago0.06 bp8.0 bp −$810.6 bp −$10612.9 bp −$1,28718.6 bp −$9,307
Sell Gate live order book, 4 min ago1.55 bp9.7 bp −$1011.4 bp −$11447.7 bp −$4,769doesn't fit

SPY price on every exchange

against the cheapest. Click to use as the short leg.
Ondo Perps772.52cheapestKuCoin772.77+0.032%Arcus772.91+0.050%Vest772.92+0.052%Coinbase International773.00+0.062%
Gate773.05+0.069%
Aevo773.14+0.080%ApeX Omni773.18+0.085%Phoenix773.18+0.085%Nado773.30+0.101%Aster773.37+0.110%Binance773.42+0.117%MEXC773.45+0.120%GMX773.49+0.125%Orderly773.50+0.127%Bybit773.52+0.129%Bitget773.53+0.131%Deribit773.53+0.131%
BloFin773.55+0.133%
OKX773.56+0.135%RISEx773.57+0.136%HTX773.61+0.141%edgeX773.62+0.142%Lighter773.66+0.148%Lighter RH773.89+0.177%SunX774.61+0.271%

SPY on 26 venues

cheapest first. Swap a leg.
Exchangevs long legFunding /8hEveryOIVol 24hMax lev
Ondo Perps SPY-USD.P−0.133%−0.0176%1h$4.7M$779K20xas long as short
KuCoin SPYUSDTM−0.101%+0.0100%8h$2.5M$1.1M20xas long as short
Arcus SPY-USD−0.083%+0.0040%1h$934K$1.2M50xas long as short
Vest SPY-USD-PERP−0.081%+0.0046%1h—$84K50xas long as short
Coinbase International SPY-PERP-INTX−0.071%+0.0104%1h$931K$603K20xas long as short
Gate SPY_USDTshort−0.065%0.0000%8h$738K$1.9M75x
Aevo SPY-PERP−0.053%+0.0104%1h$87K—10xas long as short
ApeX Omni SPYUSDT−0.048%+0.0100%1h$155K$31K50xas long as short
Phoenix SPY−0.048%−0.0404%1h$161K$295K20xas long as short
Nado SPY-PERP−0.033%−0.0056%1h$1.6M$258K20xas long as short
Show all 26 venues
Exchangevs long legFunding /8hEveryOIVol 24hMax lev
Aster SPYUSDT−0.023%+0.0029%8h$861K$273K20xas long as short
Binance SPYUSDT−0.017%+0.0019%8h$29.2M$80.6M50xas long as short
MEXC SPY_USDT−0.013%+0.0019%8h$26.9M$9.2M100xas long as short
GMX SPY/USD [ETH-USDC]−0.008%L +0.0327% / S −0.2140%1h$24K—53xas long as short
Orderly PERP_SPY_USDC_mythos−0.006%+0.0100%8h$1K—20xas long as short
Bybit SPYUSDT−0.004%0.0000%8h$6.3M$2.1M100xas long as short
Bitget SPYUSDT−0.003%+0.0120%8h$10.8M$3.1M50xas long as short
Deribit SPY_USDC-PERPETUAL−0.003%+0.0099%1h$22K$73K20xas long as short
BloFin SPY-USDTlong0.000%−0.0100%8h$430K$706K50x
OKX SPY-USDT-SWAP+0.001%+0.0008%8h$8.1M$3.2M50xas long as short
RISEx SPY/USDC+0.003%0.0000%1h$7.0M$5.7M25xas long as short
HTX SPY-USDT+0.008%0.0000%8h$308K$23K50xas long as short
edgeX SPYUSDC+0.008%+0.0799%4h$639K$240K20xas long as short
Lighter SPY+0.014%+0.0032%1h$9.0M$21.0M50xas long as short
Lighter RH SPY+0.044%+0.0032%1h$57.0M$121.8M50xas long as short
SunX SPY-USDT+0.137%0.0000%8h$2K$1.6M10xas long as short