资金费率套利 · 价差套利 / 加密货币

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做多Coinbase International▾Phoenix −0.0069%BloFin −0.0055%SoDEX −0.0010%dYdX 0.0000%N1 0.0000%Kalshi 0.0000%Aftermath Perps +0.0002%GMX +0.0010%Nado +0.0015%HTX +0.0021%Lighter RH +0.0024%Polymarket Perps +0.0037%KuCoin +0.0041%Gate +0.0046%OKX +0.0048%Phemex +0.0051%ApeX Omni +0.0056%Lighter +0.0056%Avantis +0.0056%Popdex +0.0064%MEXC +0.0064%Aevo +0.0064%Binance +0.0065%SunX +0.0069%Paradex +0.0070%Bybit +0.0071%Aster +0.0094%Katana Perps +0.0099%Hyperliquid +0.0100%Pacifica +0.0100%Ondo Perps +0.0100%Arcus +0.0100%Bulk +0.0100%Bitget +0.0100%BingX +0.0100%Backpack +0.0100%Variational Omni +0.0100%edgeX +0.0100%GRVT +0.0100%StandX +0.0100%Vest Markets +0.0100%Reya +0.0100%Orderly +0.0100%Bluefin +0.0100%Derive +0.0100%Extended +0.0104%Jupiter Perps +0.0104%Perpl +0.0112%Deribit +0.0114%RISEx +0.0143%Kraken Futures +0.0148%gTrade (Gains Network) +0.0173%Hibachi +0.0248%Injective +0.0367%Coinbase International +0.0384%

⇄⇅

做空Bullet▾Injective +0.0367%Hibachi +0.0248%Kraken Futures +0.0148%RISEx +0.0143%gTrade (Gains Network) −0.0136%Deribit +0.0114%Perpl +0.0112%Extended +0.0104%Hyperliquid +0.0100%Pacifica +0.0100%Ondo Perps +0.0100%Arcus +0.0100%Bulk +0.0100%Bitget +0.0100%BingX +0.0100%Backpack +0.0100%Variational Omni +0.0100%edgeX +0.0100%GRVT +0.0100%StandX +0.0100%Vest Markets +0.0100%Reya +0.0100%Orderly +0.0100%Bluefin +0.0100%Derive +0.0100%Katana Perps +0.0099%Aster +0.0094%Bybit +0.0071%Paradex +0.0070%SunX +0.0069%Binance +0.0065%Popdex +0.0064%MEXC +0.0064%Aevo +0.0064%Avantis −0.0057%Lighter +0.0056%ApeX Omni +0.0056%Phemex +0.0051%OKX +0.0048%Gate +0.0046%KuCoin +0.0041%Polymarket Perps +0.0037%Bullet +0.0029%Lighter RH +0.0024%HTX +0.0021%Nado +0.0015%Aftermath Perps +0.0002%dYdX 0.0000%N1 0.0000%Kalshi 0.0000%SoDEX −0.0010%GMX +0.0025%BloFin −0.0055%Jupiter Perps +0.0056%Phoenix −0.0069%

回测 30 天☆

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	Coinbase InternationalBTC-PERP-INTX	83,796.5	+0.0384	支付 0.0048% / 1h	8m 15s	$87.8M	$2.35B	50x	做多 Coinbase International
做空	BulletBTC-USD	83,733	+0.0029	收取 0.0004% / 1h	8m 15s	$217K	$5.1M	20x	做空 Bullet

价差−0.076%

资金费率差−0.0355% /8h

目前两边都对这个方向不利：$10k 仓位每天要支付 $11 资金费，价差比其 7 日均值低 0.022%。对调两条腿。

当前资金费率远低于该组合一直以来的实际水平：过去 7 天 合计结算 −0.191%，平均约 −0.0091%/8h。

价格与资金费率

价差价格资金费率各腿费率盈亏

1m5m15m

1h · 正在加载5m数据…

24H3D7D14D30D90D

价差?

价格?

资金费率?每 8 小时

盈亏?

价差 · 7D

当前−0.076%

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

/8h

24H3D7D14D30D90D

Coinbase InternationalBullet

56 家交易所的 BTC

资金费率从低到高

开仓前检查

2 项正常 · 3 项需留意

• ✓
  正常: 两边订单簿均可容纳4.0 / 5.0 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。
• i
  说明: 最高杠杆下的保证金$200 + $500

  Coinbase International 50x，Bullet 20x。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。

  做多 Coinbase International · 1h−$11.52

  做空 Bullet · 1h+$0.86

  当前+6h+12h+18h+24h

  按当前费率，每条腿 $10k，未来 24 小时：−$10.66做多 Coinbase International：24 次结算，−$11.52；做空 Bullet：24 次结算，+$0.86。
• !
  需留意: 价差低于平时−0.076% vs −0.054%

  价格腿的获利空间较小。若价差回到均值，空头亏损。
• !
  需留意: 空头腿深度较薄$217K vs $87.8M OI

  平仓成本取决于 Bullet。平仓前请先查看其订单簿。
• i
  说明: 无积分计划—

  两家交易所目前都没有积分计划。
• !
  需留意: KYCCoinbase International 需要 · Bullet 无需

  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

$10k$100k$1M

持有时间

1 天7 天30 天

订单类型

吃单挂单

价差

回到 7 日均值归零未计入

资金费率

区间均值当前

资金费收益−0.0091%/8h × 21 个周期−$19.14

价差−0.076% → −0.054%（7 日均值）−$2.19

滑点，4 笔订单实时订单簿−$2.37

Coinbase International 手续费 bp × 2 笔订单−$8.00

Bullet 手续费 bp × 2 笔订单−$8.00

净收益 · 7 天 · $10k−$39.70

需覆盖的成本0.184%回本时间按此费率无法回本

滑点：Coinbase International：实时订单簿，5 分钟前；Bullet：实时订单簿，5 分钟前

开仓成本

吃单手续费 + 相对中间价的滑点，单边

腿½ 价差$10k$100k$1M$5M

买入 · 做多Coinbase International0.014.0 bp−$45.0 bp−$5010.0 bp−$998150.0 bp−$75.0K

卖出 · 做空Bullet0.245.0 bp−$58.3 bp−$83容纳不下容纳不下

平仓还需再付大致相同的成本。

提醒

资金费率价差

高于该值时提醒我%/8h提醒间隔不短于分钟

创建提醒

BTC 资讯

各交易所提到 BTC 的公告搜索全部资讯 →

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09-30 07:14	BingX	其他	#BingXBuzz 🚨 📊 Spot $BTC ETFs record 9 straight days of inflows, @BlackRock IBIT tops Sep 29 flows at $51.1M 🦄 @Kalshi eyes a $1B raise at a $40B valuation, nearly double its $22B mark from May 🇧🇷 @Ripple and $4T Brazilian registrar CSD BR bring @BTGPactual fund records onto the XRP Ledger 💵 30-year Treasury yield tops 5.62%, highest since 2002, long-end selling keeps stocks capped X 上的 @BingXOfficial ↗
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09-30 03:31	OKX	其他	Payday just got options. Weekly APY rewards on your USDG can now pay out in more USDG or in BTC. Same yield, your pick. Choose your fighter. X 上的 @okx ↗
09-30 02:07	Avantis	其他	The macro backdrop hasn’t changed much, but the reactions across markets have. Yields are pushing back toward multi-decade highs and equities are struggling to get much traction. $XAU is bouncing after getting hit hard, while $BTC has managed to recover toward $84K. That divergence is where this week gets interesting, and the crew is diving in tomorrow at 12:30pm ET 📺 X 上的 @verantaxyz ↗