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 | 83,781 | −0.0012 | 收取 0.0002% / 1h | 5m 09s | $97.3M | $401.3M | 40x | 做多 SoDEX | |
| 做空 | 83,773.8 | +0.0048 | 收取 0.0006% / 1h | 5m 09s | $170.2M | $848.3M | 50x | 做空 Lighter7 天免费 |
价差−0.009%
资金费率差+0.0060% /8h
资金费率交易:按当前费率,$10k 仓位每天 +$2(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+$9当前 +0.0060% /8h · 过去 7D 已结算 +0.095%
价格−$2当前价差 −0.009%,均值 +0.009% → 若回归可得 −0.017%
成本−$9$10k 的 0.089% · 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−0.009%
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
4 项正常 · 0 项需留意- 正常: 两边订单簿均可容纳4.1 / 0.5 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$250 + $200SoDEX 40x,Lighter 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:+$1.80做多 SoDEX:24 次结算,+$0.36;做空 Lighter:24 次结算,+$1.44。
- 说明: 价差处于平时水平−0.009% vs +0.009%价格腿对结果影响不大。
- 说明: 多头腿深度较薄$97.3M vs $170.2M OI两条腿深度都充足,SoDEX 是较小的一边。
- 正常: 有一条腿可赚积分Lighter 第 3 季在此产生的成交量计入积分计划。
- 正常: 两条腿均无需 KYCSoDEX 无需 · Lighter 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+0.0045%/8h × 21 个周期+$9.48
价差−0.009% → +0.009%(7 日均值)−$1.75
滑点,4 笔订单实时订单簿−$0.94
SoDEX 手续费 bp × 2 笔订单−$8.00
Lighter 手续费 bp × 2 笔订单$0.00
净收益 · 7 天 · $10k−$1.22
需覆盖的成本0.089%回本时间7.9 天
滑点:SoDEX:实时订单簿,3 分钟前;Lighter:实时订单簿,8 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SoDEX0.064.1 bp−$44.2 bp−$426.3 bp−$628容纳不下
卖出 · 做空Lighter0.360.5 bp$00.5 bp−$51.3 bp−$1344.4 bp−$2,216
平仓还需再付大致相同的成本。
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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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