资金费率套利 · 价差套利 / 加密货币

ETH

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做多Avantis▾Perpl −0.0335%Hibachi −0.0280%HTX −0.0081%Phemex −0.0055%Bullet −0.0016%Phoenix −0.0012%Gate −0.0007%Kalshi 0.0000%Deribit 0.0000%N1 +0.0008%KuCoin +0.0019%SunX +0.0029%Injective +0.0033%MEXC +0.0046%Binance +0.0046%Aevo +0.0048%Aster +0.0063%gTrade (Gains Network) +0.0066%GMX +0.0066%Bybit +0.0068%Variational Omni +0.0085%OKX +0.0086%Nado +0.0087%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 +0.0164%RISEx +0.0172%Orderly +0.0219%dYdX +0.0265%Aftermath Perps +0.0392%Coinbase International +0.0592%

⇄⇅

做空Derive▾Coinbase International +0.0592%Aftermath Perps +0.0392%dYdX +0.0265%Orderly +0.0219%RISEx +0.0172%BloFin +0.0164%Extended +0.0104%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%Katana Perps +0.0100%Paradex +0.0098%Kraken Futures +0.0097%Popdex +0.0096%Lighter +0.0096%Lighter RH +0.0096%Nado +0.0087%OKX +0.0086%Variational Omni +0.0085%Bybit +0.0068%Aster +0.0063%Aevo +0.0048%Binance +0.0046%MEXC +0.0046%GMX −0.0035%Injective +0.0033%SunX +0.0029%gTrade (Gains Network) −0.0021%KuCoin +0.0019%N1 +0.0008%Kalshi 0.0000%Deribit 0.0000%Gate −0.0007%Phoenix −0.0012%Bullet −0.0016%Jupiter Perps +0.0048%Phemex −0.0055%HTX −0.0081%Derive −0.0272%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	AvantisETH/USD	2,705.6	L +0.0096S −0.0096	支付 0.0012% / 1h	9m 46s	$3.5M	—	50x	做多 Avantis
做空	DeriveETH-PERP	2,702.3	−0.0272	支付 0.0034% / 1h	9m 46s	$42.5M	$49.8M	15x	做空 Derive

价差−0.121%

资金费率差−0.0368% /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 0.120%。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 +0.004%，平均约 +0.0002%/8h。

价格与资金费率

价差价格资金费率各腿费率盈亏

1m5m15m1h

1h · 历史数据

24H3D7D14D30D90D

价差?

价格?

资金费率?每 8 小时

价差 · 7D

当前−0.121%

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

AvantisDerive

56 家交易所的 ETH

资金费率从低到高

开仓前检查

3 项正常 · 2 项需留意

• i
  说明: 订单簿未知—

  Avantis 和 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$200 + $660

  Avantis 50x，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 Avantis · 1h−$2.88

  做空 Derive · 1h−$8.15

  当前+6h+12h+18h+24h

  按当前费率，每条腿 $10k，未来 24 小时：−$11.03做多 Avantis：24 次结算，−$2.88；做空 Derive：24 次结算，−$8.15。
• !
  需留意: 价差低于平时−0.121% vs −0.002%

  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$3.5M vs $42.5M OI

  平仓成本取决于 Avantis。平仓前请先查看其订单簿。
• ✓
  正常: 有一条腿可赚积分Avantis 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 KYCAvantis 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+0.0002%/8h × 21 个周期+$0.45

价差−0.121% → −0.002%（7 日均值）−$11.96

滑点，4 笔订单Avantis 和 Derive 无数据—

Avantis 手续费 bp × 2 笔订单−$9.00

Derive 手续费 bp × 2 笔订单−$6.00

净收益（仅扣手续费） · 7 天 · $10k−$26.51

需覆盖的成本0.150%回本时间423.3 天

滑点：Avantis：没有订单簿样本；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Avantis—————

卖出 · 做空Derive—————

平仓还需再付大致相同的成本。
Avantis 和 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 ↗