资金费率套利 · 价差套利 / 加密货币

ETH

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做多Arcus▾Perpl −0.0335%Hibachi −0.0280%HTX −0.0079%Phemex −0.0054%Bullet −0.0016%Phoenix −0.0012%Gate −0.0004%Kalshi 0.0000%Deribit 0.0000%N1 +0.0008%KuCoin +0.0020%SunX +0.0032%Injective +0.0033%MEXC +0.0047%Binance +0.0047%Aevo +0.0048%Aster +0.0064%gTrade (Gains Network) +0.0066%GMX +0.0066%Bybit +0.0073%Variational Omni +0.0085%OKX +0.0086%Nado +0.0086%Lighter +0.0096%Lighter RH +0.0096%Popdex +0.0096%Avantis +0.0096%Kraken Futures +0.0097%Paradex +0.0098%Katana Perps +0.0100%Hyperliquid +0.0100%Pacifica +0.0100%Ondo Perps +0.0100%Arcus +0.0100%Bulk +0.0100%Bitget +0.0100%BingX +0.0100%Backpack +0.0100%edgeX +0.0100%GRVT +0.0100%ApeX Omni +0.0100%StandX +0.0100%Vest Markets +0.0100%Polymarket Perps +0.0100%Reya +0.0100%Bluefin +0.0100%SoDEX +0.0100%Extended +0.0104%Jupiter Perps +0.0104%BloFin +0.0166%RISEx +0.0172%Orderly +0.0218%dYdX +0.0262%Aftermath Perps +0.0393%Coinbase International +0.0592%

⇄⇅

做空Derive▾Coinbase International +0.0592%Aftermath Perps +0.0393%dYdX +0.0262%Orderly +0.0218%RISEx +0.0172%BloFin +0.0166%Extended +0.0104%Hyperliquid +0.0100%Pacifica +0.0100%Ondo Perps +0.0100%Bulk +0.0100%Bitget +0.0100%BingX +0.0100%Backpack +0.0100%edgeX +0.0100%GRVT +0.0100%ApeX Omni +0.0100%StandX +0.0100%Vest Markets +0.0100%Polymarket Perps +0.0100%Reya +0.0100%Bluefin +0.0100%SoDEX +0.0100%Katana Perps +0.0100%Paradex +0.0098%Kraken Futures +0.0097%Avantis −0.0096%Popdex +0.0096%Lighter +0.0096%Lighter RH +0.0096%Nado +0.0086%OKX +0.0086%Variational Omni +0.0085%Bybit +0.0073%Aster +0.0064%Aevo +0.0048%Binance +0.0047%MEXC +0.0047%GMX −0.0035%Injective +0.0033%SunX +0.0032%gTrade (Gains Network) −0.0021%KuCoin +0.0020%N1 +0.0008%Kalshi 0.0000%Deribit 0.0000%Gate −0.0004%Phoenix −0.0012%Bullet −0.0016%Jupiter Perps +0.0048%Phemex −0.0054%HTX −0.0079%Derive −0.0251%Hibachi −0.0280%Perpl −0.0335%

回测 30 天☆

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	ArcusETH-USD	2,708.5	+0.0100	支付 0.0013% / 1h	8m 00s	$4.2M	$67.9M	25x	做多 Arcus减 5%
做空	DeriveETH-PERP	2,704.9	−0.0251	支付 0.0031% / 1h	8m 00s	$42.5M	$49.8M	15x	做空 Derive

价差−0.133%

资金费率差−0.0351% /8h

目前两边都对这个方向不利：$10k 仓位每天要支付 $11 资金费，价差比其 7 日均值低 0.119%。对调两条腿。

当前资金费率远低于该组合一直以来的实际水平：过去 7 天 合计结算 −0.058%，平均约 −0.0027%/8h。

价格与资金费率

开仓 / 平仓价差价格资金费率各腿费率盈亏

1m5m15m1h

1h · 历史数据

24H3D7D14D30D90D

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−0.133%

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

/8h

24H3D7D14D30D90D

ArcusDerive

56 家交易所的 ETH

资金费率从低到高

开仓前检查

2 项正常 · 2 项需留意

• i
  说明: 订单簿未知—

  Derive 没有订单簿样本：未计入其滑点。
• i
  说明: 最高杠杆下的保证金$400 + $660

  Arcus 25x，Derive 15x。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。

  做多 Arcus · 1h−$3.00

  做空 Derive · 1h−$7.52

  当前+6h+12h+18h+24h

  按当前费率，每条腿 $10k，未来 24 小时：−$10.52做多 Arcus：24 次结算，−$3.00；做空 Derive：24 次结算，−$7.52。
• !
  需留意: 价差低于平时−0.133% vs −0.014%

  价格腿的获利空间较小。若价差回到均值，空头亏损。
• !
  需留意: 多头腿深度较薄$4.2M vs $42.5M OI

  平仓成本取决于 Arcus。平仓前请先查看其订单簿。
• i
  说明: 无积分计划—

  两家交易所目前都没有积分计划。
• ✓
  正常: 两条腿均无需 KYCArcus 无需 · Derive 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

$10k$100k$1M

持有时间

1 天7 天30 天

订单类型

吃单挂单

价差

回到 7 日均值归零未计入

资金费率

区间均值当前

资金费收益−0.0027%/8h × 21 个周期−$5.77

价差−0.133% → −0.014%（7 日均值）−$11.86

滑点，4 笔订单Derive 无数据—

Arcus 手续费 bp × 2 笔订单−$4.50

Derive 手续费 bp × 2 笔订单−$6.00

净收益（仅扣手续费） · 7 天 · $10k−$28.12

需覆盖的成本0.105%回本时间按此费率无法回本

滑点：Arcus：实时订单簿，3 分钟前；Derive：没有订单簿样本

开仓成本

吃单手续费 + 相对中间价的滑点，单边

腿½ 价差$10k$100k$1M$5M

买入 · 做多Arcus0.223.3 bp−$34.3 bp−$436.3 bp−$628容纳不下

卖出 · 做空Derive—————

平仓还需再付大致相同的成本。
Derive：无数据。

提醒

资金费率价差

高于该值时提醒我%/8h提醒间隔不短于分钟

创建提醒

ETH 资讯

各交易所提到 ETH 的公告搜索全部资讯 →

09-30 18:40	Hotstuff	上线	交易所已不再提供 ETH-PERP 的数据 ($ETH) 由我们的采集程序发现
09-30 09:00	KuCoin	其他	📢 World Premiere:@ConcreteXYZ (CT) Listed on #KuCoin! Concrete (CT) is the full-stack institutional operating system for on-chain finance. From crypto to RWAs, it provides the infrastructure to launch products, embed yield, and unlock new assets on-chain. 📅 Trading starts: 10:00 on September 30, 2026 (UTC) 💰 Deposits: Open Now (ETH-ERC20) 🔁 Pair: CT/USDT Details: #KuListing #CT X 上的 @kucoincom ↗
09-30 08:00	KuCoin	其他	Think Ethereum = crypto and nothing else? Think again! Behind the price chart sits a full ecosystem — thousands of apps, from lending platforms to games, all running on ETH. X 上的 @kucoincom ↗
09-30 06:30	KuCoin	其他	📢 World Premiere: @ConcreteXYZ (CT) Listed on #KuCoin! Concrete (CT) is the full-stack institutional operating system for on-chain finance. From crypto to RWAs, it provides the infrastructure to launch products, embed yield, and unlock new assets on-chain. 📅 Trading starts: 10:00 on September 30, 2026 (UTC) 💰 Deposits: Open Now (ETH-ERC20) 🔁 Pair: CT/USDT Details: #KuListing #CT X 上的 @kucoincom ↗
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09-30 03:58	HTX	代币	10 trades. 3 alpha setups 👀 $ETH → ETF flows strong despite the chop $NVDA → Added $150B stock buyback plan $MU → Memory cycle heats up, earnings tonight which one has your eyes? Trade TradFi 24/7 on @HTXFutures X 上的 @HTX_Global ↗