资金费率套利 · 价差套利 / 加密货币
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| 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 | 83,661.1 | +0.0100 | 支付 0.0100% / 8h | 1h 07m | $190.9M | $552.3M | 50x | 做多 Variational Omni+15% 积分 | |
| 做空 | 83,774 | +0.0032 | 收取 0.0004% / 1h | 7m 06s | $22.5M | $91.1M | 50x | 做空 Lighter RH |
价差+0.135%
资金费率差−0.0068% /8h
若价差回到其 7 日均值，$10k 仓位可得 +$11，但每天要支付 $2 资金费，约 5.5 天就会耗尽这部分收益。 按最近 7 天的实际结算速度，约为 40 天。
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 −0.0068% /8h · 过去 7D 已结算 −0.020%
价格+$11当前价差 +0.135%，均值 +0.023% → 若回归可得 +0.112%
成本−$2$10k 的 0.024% · 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+0.135%
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
4 项正常 · 2 项需留意- 正常: 两边订单簿均可容纳0.5 / 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 + $200Variational Omni 50x，Lighter RH 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：−$2.04做多 Variational Omni：3 次结算，−$3.00；做空 Lighter RH：24 次结算，+$0.96。
- 正常: 开仓价差对你有利+0.135% vs +0.023%你做空的是价格较高的那条腿。若价差回到均值，空头获利。
- 需留意: 空头腿深度较薄$22.5M vs $190.9M 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Variational Omni 积分 · Lighter RH 积分进行中在此产生的成交量计入积分计划。
- 正常: 两条腿均无需 KYCVariational Omni 无需 · Lighter RH 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+0.135% → +0.023%（7 日均值）+$11.20
滑点，4 笔订单实时订单簿−$2.43
Variational Omni 手续费 bp × 2 笔订单$0.00
Lighter RH 手续费 bp × 2 笔订单$0.00
净收益 · 7 天 · $10k+$6.83
需覆盖的成本0.024%回本时间开仓即回本
滑点：Variational Omni：RFQ 报价，1 分钟前；Lighter RH：实时订单簿，6 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Variational Omni0.500.5 bp−$10.5 bp−$50.5 bp−$51容纳不下
卖出 · 做空Lighter RH0.710.7 bp−$10.8 bp−$82.6 bp−$257容纳不下
平仓还需再付大致相同的成本。
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