资金费率套利 · 价差套利 / 加密货币
BTC
BTC 全部市场 →| 腿 | 交易所 | 价格 | 费率 /8h | 每次结算 | 距下次结算 | OI | 24h 成交量 | 杠杆 | |
|---|---|---|---|---|---|---|---|---|---|
| 做多 | 84,285.7 | +0.0080 | 支付 0.0010% / 1h | 15m 10s | $132.8M | $368.8M | 100x | 做多 ApeX Omni减 5% | |
| 做空 | 84,479 | +0.0408 | 收取 0.0051% / 1h | 15m 10s | $92.9M | $2.70B | 50x | 做空 Coinbase International |
价差+0.229%
资金费率差+0.0328% /8h
两边都有利:$10k 仓位每天收取 +$10 资金费,价差比其 7 日均值高 0.169%:若价差回归,还可再得 +$17。
现在开仓并持有
每条腿 $10k · 为过去 7D 的实际数据,并非预测资金费率+$21当前 +0.0328% /8h · 过去 7D 已结算 +0.207%
价格+$17当前价差 +0.229%,均值 +0.060% → 若回归可得 +0.169%
成本−$19$10k 的 0.195% · 吃单手续费 + 滑点,含开仓和平仓
当前资金费率远高于该组合一直以来的实际水平:过去 7 天 合计结算 +0.207%,平均约 +0.0098%/8h。
价格与资金费率
1h · 正在加载5m数据…价差
价格
资金费率每 8 小时
盈亏
价差 · 7D
当前+0.229%
平均—
区间—
比当前更宽—
资金费率差 · 7D
平均 /8h—
最高—
最低—
收到资金费—
过去 7D 的价差分布▾
各水平所占的时间比例
所有交易所的资金费率
/8h56 家交易所的 BTC
资金费率从低到高开仓前检查
3 项正常 · 1 项需留意- 正常: 两边订单簿均可容纳5.7 / 4.0 bp单腿 $10k 的开仓成本,含吃单手续费和滑点。平仓成本大致相同。
- 说明: 最高杠杆下的保证金$100 + $200ApeX Omni 100x,Coinbase International 50x。建议准备约 2 倍的保证金,以免行情剧烈波动时其中一条腿被强平。
- 正常: 结算周期相同1h / 1h两条腿同时结算。按当前费率,每条腿 $10k,未来 24 小时:+$9.84做多 ApeX Omni:24 次结算,−$2.40;做空 Coinbase International:24 次结算,+$12.24。
- 正常: 开仓价差对你有利+0.229% vs +0.060%你做空的是价格较高的那条腿。若价差回到均值,空头获利。
- 说明: 空头腿深度较薄$92.9M vs $132.8M OI两条腿深度都充足,Coinbase International 是较小的一边。
- 说明: 无积分计划—两家交易所目前都没有积分计划。
- 需留意: KYCApeX Omni 无需 · Coinbase International 需要需身份证明及适当性审核;永续合约仅面向符合资格的非美国国家,不对美国或英国散户开放。
收益计算器
两条腿,含开仓和平仓每条腿仓位持有时间订单类型价差资金费率
资金费收益+0.0098%/8h × 21 个周期+$20.68
价差+0.229% → +0.060%(7 日均值)+$16.92
滑点,4 笔订单实时订单簿−$1.47
ApeX Omni 手续费 bp × 2 笔订单−$10.00
Coinbase International 手续费 bp × 2 笔订单−$8.00
净收益 · 7 天 · $10k+$18.13
需覆盖的成本0.195%回本时间0.9 天
滑点:ApeX Omni:实时订单簿,3 分钟前;Coinbase International:实时订单簿,3 分钟前开仓成本
吃单手续费 + 相对中间价的滑点,单边买入 · 做多ApeX Omni0.735.7 bp−$65.7 bp−$5711.1 bp−$1,11239.0 bp−$19.5K
卖出 · 做空Coinbase International0.014.0 bp−$44.7 bp−$4711.4 bp−$1,13938.8 bp−$19.4K
平仓还需再付大致相同的成本。
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