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 | 84,254.9 | −0.0064 | 收取 0.0008% / 1h | 43m 49s | $22.3M | $84.2M | 50x | 做多 Lighter RH | |
| 做空 | 84,242.9 | +0.0100 | 收取 0.0100% / 8h | 1h 43m | $198.3M | $538.3M | 50x | 做空 Variational Omni+15% 积分 |
价差−0.014%
资金费率差+0.0164% /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+$2当前 +0.0164% /8h · 过去 7D 已结算 +0.020%
价格+$1当前价差 −0.014%,均值 −0.023% → 若回归可得 +0.009%
成本−$2$10k 的 0.022% · 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−0.014%
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 · 2 项需留意- 正常: 两边订单簿均可容纳0.3 / 0.7 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$200 + $200Lighter RH 50x,Variational Omni 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。
- 需留意: 结算周期不同1h / 8h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:+$4.92做多 Lighter RH:24 次结算,+$1.92;做空 Variational Omni:3 次结算,+$3.00。
- 说明: 价差处于平时水平−0.014% vs −0.023%价格腿对结果影响不大。
- 需留意: 多头腿深度较薄$22.3M vs $198.3M OI平仓成本取决于 Lighter RH。平仓前请先查看其订单簿。
- 正常: 有一条腿可赚积分Lighter RH 积分进行中 · Variational Omni 积分在此产生的成交量计入积分计划。
- 正常: 两条腿均无需 KYCLighter RH 无需 · Variational Omni 无需两家交易所均无需身份验证即可交易。
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+0.0009%/8h × 21 个周期+$1.95
价差−0.014% → −0.023%(7 日均值)+$0.86
滑点,4 笔订单实时订单簿−$2.19
Lighter RH 手续费 bp × 2 笔订单$0.00
Variational Omni 手续费 bp × 2 笔订单$0.00
净收益 · 7 天 · $10k+$0.62
需覆盖的成本0.022%回本时间4.8 天
滑点:Lighter RH:实时订单簿,4 分钟前;Variational Omni:RFQ 报价,4 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Lighter RH0.200.3 bp$01.2 bp−$123.4 bp−$344容纳不下
卖出 · 做空Variational Omni0.680.7 bp−$10.7 bp−$70.7 bp−$69容纳不下
平仓还需再付大致相同的成本。
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