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 | 84,351.3 | +0.0039 | 支付 0.0039% / 8h | 1h 45m | $4.31B | $6.33B | 200x | 做多 Gate | |
| 做空 | 84,327.6 | +0.0100 | 收取 0.0013% / 1h | 45m 08s | $8.8M | $251.7M | 40x | 做空 Arcus减 5% |
价差−0.028%
资金费率差+0.0061% /8h
$10k 仓位每天收取 +$2 资金费,但价差比其 7 日均值低 0.056%:若价差回归,结果为 −$6,约相当于 3.1 天的资金费。
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+$19当前 +0.0061% /8h · 过去 7D 已结算 +0.189%
价格−$6当前价差 −0.028%,均值 +0.028% → 若回归可得 −0.056%
成本−$20$10k 的 0.196% · 吃单手续费 + 滑点,含开仓和平仓
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−0.028%
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
1 项正常 · 4 项需留意- 正常: 两边订单簿均可容纳7.5 / 2.3 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$50 + $250Gate 200x,Arcus 40x。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。
- 需留意: 结算周期不同8h / 1h两条腿的结算时间不同。请在周期较长的那条腿结算后立即平仓。按当前费率,每条腿 $10k,未来 24 小时:+$1.83做多 Gate:3 次结算,−$1.17;做空 Arcus:24 次结算,+$3.00。
- 需留意: 价差低于平时−0.028% vs +0.028%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$8.8M vs $4.31B OI平仓成本取决于 Arcus。平仓前请先查看其订单簿。
- 说明: 无积分计划—两家交易所目前都没有积分计划。
- 需留意: KYCGate 需要 · Arcus 无需开通合约账户前需完成 KYC;未验证账户只能提现和平仓。
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+0.0090%/8h × 21 个周期+$18.92
价差−0.028% → +0.028%(7 日均值)−$5.65
滑点,4 笔订单实时订单簿−$0.13
Gate 手续费 bp × 2 笔订单−$15.00
Arcus 手续费 bp × 2 笔订单−$4.50
净收益 · 7 天 · $10k−$6.35
需覆盖的成本0.196%回本时间9.3 天
滑点:Gate:实时订单簿,3 分钟前;Arcus: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Gate0.017.5 bp−$87.7 bp−$779.2 bp−$91612.3 bp−$6,161
卖出 · 做空Arcus0.012.3 bp−$23.0 bp−$304.9 bp−$488容纳不下
平仓还需再付大致相同的成本。
| 09-30 13:09 | KuCoin | 其他 | Watching doesn't compound, but your KCUSD balance does. Put your crypto to work with Hold to Earn × KCUSD Deposit Boost — Share 100,000 USDT! - Deposit USDT or BTC to Share 50K USDT - Subscribe to KCUSD using USDT, USDC, or USDG to unlock another 50K KCUSD pool and start compounding yields up to 6% APR. Deposit and Subscribe: #KuCoin X 上的 @kucoincom ↗ |
| 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 ↗ |
| 09-30 06:52 | BingX | 其他 | #BingXBuzz 🚨 📊 Spot $BTC ETFs hit positive 2026 flows after a $4.6B rebound, institutions buying again 🏛️ @NYSE teams up with @blockchain on tokenized US stocks & ETFs, a $3.14B market up 18% in a month 🇧🇷 Brazil tops @chainalysis 2026 crypto adoption index, a $252.5B market leading all 4 categories 💵 10Y Treasury yield hits 5.11%, highest since 2007 after a 15bp one-day jump X 上的 @BingXOfficial ↗ |
| 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 ↗ |
| 09-29 18:42 | Phemex | 其他 | Strategy added 1,665 BTC. Then wallets linked to the firm moved 3,568 BTC. Watch what matters next: → Final destination → Exchange inflows → Next holdings disclosure → BTC’s reaction at key levels 🤔 Healthy shakeout or distribution? 👉 Make Your Call: X 上的 @Phemex_official ↗ |

KuCoin
BingX
OKX
Avantis
Phemex