data as of
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Price arb /

SPY

RWAall SPY markets
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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−$250
spread now+0.141%7d average+0.162%fees + slippage, in and out−$248spread needed2.482%
Long on OKXShort on SunX
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongOKX SPY-USDT-SWAP770.590.0100pay 0.0100% / 8h23m 27s$8.2M$2.7M50x
ShortSunX SPY-USDT771.680get 0.0000% / 8h23m 27s$2K$1.4M10x

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
$14.15
Funding while held
−$2.99
Slippage, 4 orders
−$228.24
Fee OKX: 5 bp × 2 orders
−$10
Fee SunX: 5 bp × 2 orders
−$10
Net
−$237.08
Spread needed to break even
2.482%
Slippage from OKX: live order book, 1 min ago; SunX: live order book, 7 min ago.

Cost of waiting

funding view
Funding /8h
−0.0100%
Per $10,000 a day
−$2.99
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 OKX live order book, 1 min ago0.06 bp5.2 bp −$57.0 bp −$7016.8 bp −$1,681doesn't fit
Sell SunX live order book, 7 min ago29.03 bp129.8 bp −$130doesn't fitdoesn't fitdoesn't fit

SPY price on every exchange

against the cheapest. Click to use as the short leg.
Ondo Perps769.60cheapestPhoenix769.73+0.017%KuCoin769.82+0.029%Vest769.89+0.038%ApeX Omni769.99+0.051%Nado770.01+0.054%Aevo770.11+0.066%Gate770.11+0.066%Arcus770.15+0.071%Deribit770.32+0.094%Coinbase International770.33+0.095%Bybit770.42+0.107%Aster770.48+0.114%edgeX770.50+0.117%Lighter770.50+0.117%MEXC770.53+0.121%Bitget770.53+0.121%Orderly770.53+0.121%Binance770.54+0.122%GMX770.54+0.123%BloFin770.55+0.123%
OKX770.59+0.129%
HTX770.70+0.143%Lighter RH770.72+0.146%RISEx770.77+0.152%
SunX771.68+0.270%

SPY on 26 venues

cheapest first. Swap a leg.
Exchangevs long legFunding /8hEveryOIVol 24hMax lev
Ondo Perps SPY-USD.P−0.128%+0.0050%1h$4.8M$414K20xas long as short
Phoenix SPY−0.112%−0.0375%1h$157K$264K20xas long as short
KuCoin SPYUSDTM−0.100%+0.0100%8h$2.4M$1.2M20xas long as short
Vest SPY-USD-PERP−0.091%+0.0046%1h—$61K50xas long as short
ApeX Omni SPYUSDT−0.078%+0.0100%1h$154K$31K50xas long as short
Nado SPY-PERP−0.075%+0.0035%1h$1.6M$368K20xas long as short
Aevo SPY-PERP−0.063%+0.0104%1h$86K—10xas long as short
Gate SPY_USDT−0.062%0.0000%8h$814K$1.4M75xas long as short
Arcus SPY-USD−0.057%+0.0040%1h$1.0M$1.0M50xas long as short
Deribit SPY_USDC-PERPETUAL−0.035%+0.0140%1h$18K$58K20xas long as short
Show all 26 venues
Exchangevs long legFunding /8hEveryOIVol 24hMax lev
Coinbase International SPY-PERP-INTX−0.034%+0.0192%1h$953K$565K20xas long as short
Bybit SPYUSDT−0.022%0.0000%8h$6.2M$1.8M100xas long as short
Aster SPYUSDT−0.014%+0.0165%8h$863K$164K20xas long as short
edgeX SPYUSDC−0.012%+0.0927%4h$642K$234K20xas long as short
Lighter SPY−0.012%+0.0032%1h$9.5M$18.2M50xas long as short
MEXC SPY_USDT−0.008%+0.0142%8h$23.8M$10.6M100xas long as short
Bitget SPYUSDT−0.008%+0.0236%8h$11.1M$2.8M50xas long as short
Orderly PERP_SPY_USDC_mythos−0.008%+0.0100%8h$1K—20xas long as short
Binance SPYUSDT−0.006%+0.0142%8h$32.7M$61.5M50xas long as short
GMX SPY/USD [ETH-USDC]−0.006%L +0.0462% / S −0.4251%1h$24K—53xas long as short
BloFin SPY-USDT−0.005%+0.0023%8h$442K$668K50xas long as short
OKX SPY-USDT-SWAPlong0.000%+0.0100%8h$8.2M$2.7M50x
HTX SPY-USDT+0.014%0.0000%8h$307K$23K50xas long as short
Lighter RH SPY+0.017%+0.0032%1h$57.5M$117.7M50xas long as short
RISEx SPY/USDC+0.023%+0.0258%1h$6.9M$5.6M25xas long as short
SunX SPY-USDTshort+0.141%0.0000%8h$2K$1.4M10x