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 | 84,587.4 | −0.0059 | 收取 0.0007% / 1h | 56m 55s | $167.3M | $701.8M | 100x | 做多 Kraken Futures | |
| 做空 | 84,547.9 | +0.0100 | 收取 0.0050% / 4h | 56m 55s | $224.4M | $438.2M | 100x | 做空 edgeX |
价差−0.047%
资金费率差+0.0159% /8h
资金费率交易:按当前费率,$10k 仓位每天 +$5(未扣除成本)。价差处于其 7 日均值。
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+$5当前 +0.0159% /8h · 过去 7D 已结算 +0.053%
价格$0当前价差 −0.047%,均值 −0.048% → 若回归可得 +0.002%
成本−$19$10k 的 0.192% · 吃单手续费 + 滑点,含开仓和平仓
价格与资金费率
1h · 历史数据开仓 / 平仓
价差
价格
资金费率每 8 小时
开仓 / 平仓 · 7D
当前开仓—
开仓均值—
最佳开仓—
当前平仓—
平仓均值—
最佳平仓—
免费平仓—
价差 · 7D
当前−0.047%
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
/8h55 家交易所的 BTC
资金费率从低到高开仓前检查
2 项正常 · 2 项需留意- 正常: 两边订单簿均可容纳5.1 / 4.5 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 + $100Kraken Futures 100x,edgeX 100x。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1h / 4h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:+$4.77做多 Kraken Futures:24 次结算,+$1.77;做空 edgeX:6 次结算,+$3.00。
- 说明: 价差处于平时水平−0.047% vs −0.048%价格腿对结果影响不大。
- 说明: 多头腿深度较薄$167.3M vs $224.4M OI两条腿深度都充足,Kraken Futures 是较小的一边。
- 正常: 有一条腿可赚积分edgeX 积分在此产生的成交量计入积分计划。
- 需留意: KYCKraken Futures 需要 · edgeX 无需需完整身份验证;美国(另设独立的美国产品)、加拿大、澳大利亚(仅批发客户)及英国散户客户不可使用。
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+0.0025%/8h × 21 个周期+$5.26
价差−0.047% → −0.048%(7 日均值)+$0.17
滑点,4 笔订单实时订单簿−$0.16
Kraken Futures 手续费 bp × 2 笔订单−$10.00
edgeX 手续费 bp × 2 笔订单−$9.00
净收益 · 7 天 · $10k−$13.73
需覆盖的成本0.192%回本时间25.3 天
滑点:Kraken Futures:实时订单簿,1 分钟前;edgeX:实时订单簿,1 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Kraken Futures0.065.1 bp−$55.6 bp−$566.3 bp−$6287.7 bp−$3,848
卖出 · 做空edgeX0.024.5 bp−$54.5 bp−$454.7 bp−$4705.7 bp−$2,869
平仓还需再付大致相同的成本。
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| 10-02 13:30 | Vest Markets | 其他 | At the open, $MSTR is up around 3.5%, with $BTC near $86,700 and crypto-linked equities trading higher. Citi raised its $MSTR target to $240 from $136. Company holdings stand at 847,666 BTC after a 1,665 BTC purchase for about $142.7M. Trade $MSTR volatility with a Vest Capital funded account and access up to $25k in trading capital. X 上的 @VestExchange ↗ |
| 10-02 12:00 | KuCoin | 其他 | Bitcoin's next big market may not be owning BTC at all—it may be financing the companies that hold it. "Digital credit" barely existed two years ago; it's now an estimated $16 billion market. Strategy's STRC pays a 12% annualized dividend twice a month, but it isn't backed by Strategy's Bitcoin—and June exposed the risk, when the share fell nearly 29% below its $100 stated value and Strategy sold BTC to cover dividends. Could this $16B market really rival Bitcoin's $1.5T cap? We break it all down on the KuCoin Blog 👇 X 上的 @kucoincom ↗ |
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| 10-02 06:33 | BingX | 其他 | #BingXBuzz 🚨 📈 $BTC climbs 2% to $86,000 ahead of today's US jobs report, pushing past its $85K ceiling 🤖 @ethereumfndn takes zkAPI live on mainnet, turning Vitalik's February design into private AI payments 🇰🇷 Korea's FSC advances tokenized securities rules for a Feb 2027 launch, retail capped at ₩100M yearly 📈 S&P 500 climbs 0.19% to 7,666.45, chipmakers lead despite 24-year Treasury yield highs X 上的 @BingXOfficial ↗ |


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