资金费率套利 · 价差套利 / 加密货币
SOL
SOL 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 | 119.54 | −0.0022 | 收取 0.0022% / 8h | 52m 32s | $997.0M | $2.31B | 100x | 做多 Binance | |
| 做空 | 119.48 | +0.0100 | 收取 0.0100% / 8h | 52m 32s | $847.9M | $910.1M | 100x | 做空 Bybit |
价差−0.051%
资金费率差+0.0122% /8h
$10k 仓位每天收取 +$4 资金费,但价差比其 7 日均值低 0.061%:若价差回归,结果为 −$6,约相当于 40 小时的资金费。 按最近 7 天的实际结算速度,约为 13 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+$3当前 +0.0122% /8h · 过去 7D 已结算 +0.033%
价格−$6当前价差 −0.051%,均值 +0.009% → 若回归可得 −0.061%
成本−$23$10k 的 0.227% · 吃单手续费 + 滑点,含开仓和平仓
资金费率历史
你收取你支付均值
区间统计 · 7D
平均 /8h—
最高—
最低—
收到资金费—
空头腿费率减去多头腿费率(每 8 小时)。大于零:该组合向你支付资金费。
两家交易所之间的价差
Bybit 相对 Binance 的价格当前
区间统计 · 7D
当前−0.051%
平均—
区间—
比当前更宽—
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 SOL
资金费率从低到高开仓前检查
2 项正常 · 2 项需留意- 正常: 两边订单簿均可容纳5.4 / 5.9 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$100 + $100Binance 100x,Bybit 100x。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8h / 8h两条腿同时结算。按当前费率,每条腿 $10k,未来 24 小时:+$3.66做多 Binance:3 次结算,+$0.66;做空 Bybit:3 次结算,+$3.00。
- 需留意: 价差低于平时−0.051% vs +0.009%价格腿的获利空间较小。若价差回到均值,空头亏损。
- 说明: 空头腿深度较薄$847.9M vs $997.0M OI两条腿深度都充足,Bybit 是较小的一边。
- 说明: 无积分计划—两家交易所目前都没有积分计划。
- 需留意: KYCBinance 需要 · Bybit 需要入金或交易需完成 KYC 验证;开户未满 30 天的合约账户杠杆上限为 20 倍。
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+0.0016%/8h × 21 个周期+$3.27
价差−0.051% → +0.009%(7 日均值)−$6.05
滑点,4 笔订单实时订单簿−$1.67
Binance 手续费 bp × 2 笔订单−$10.00
Bybit 手续费 bp × 2 笔订单−$11.00
净收益 · 7 天 · $10k−$25.44
需覆盖的成本0.227%回本时间61.4 天
滑点:Binance:实时订单簿,12 分钟前;Bybit:实时订单簿,2 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Binance0.415.4 bp−$55.5 bp−$557.9 bp−$79415.3 bp−$7,634
卖出 · 做空Bybit0.425.9 bp−$66.0 bp−$609.2 bp−$91717.2 bp−$8,576
平仓还需再付大致相同的成本。
| 09-29 11:00 | Pacifica | 上线 | 交易所已不再提供 SOL-USDC 的数据 ($SOL) 由我们的采集程序发现 |
| 09-29 06:38 | BingX | 其他 | #BingXBuzz 🚨 🐳 @Strategy buys 1,665 $BTC for $143M, stack climbs to 847,666 coins and counting 📈 $SOL ETFs record $188M weekly inflows, @Bitwise's BSOL takes $128M, every fund green 🇭🇰 Hong Kong's SFC and AFRC expand audit oversight to licensed crypto firms, replacing the 2021 pact 💵 10Y Treasury yield touches 5.27%, highest since 2007, 30Y climbs to 5.55% X 上的 @BingXOfficial ↗ |
| 09-28 18:50 | Aevo | 其他 | bitcoin:native is back near $83k after trading above $86k last week. Whether you trade the continuation or pullback, all options and this week’s Perp Majors count toward the volume requirement for our year-end reward. This week’s Perp Majors include: BTC, ETH, SOL, ZEC, NEAR, HYPE, LIT, SPY, QQQ, HOOD, SNDK, MU, NVDA, TSLA, GOOGL. X 上的 @aevoxyz ↗ |
| 09-28 16:31 | Bullet | 其他 | Trade the flows on Bullet with $USDC, $SOL or $jitoSOL, at Bullet speed. X 上的 @Bulletxyz ↗ |
| 09-28 16:31 | Bullet | 其他 | When price moves, quotes that are resting at the old price have to go and one order in a hundred takes at least the p99 to land (same path applied to cancel orders). Until yours lands, that stale quote is sitting there for the fastest taker on the other side to lift. A stable p99 beats a fast p50, because jitter is what costs you the most. At 100 orders per second that is one exposure every second, and on a $1M quote a single basis point of it is $100. Practical example: Say you are quoting $1M SOL ask on the venue with the longest tail on the Benchmark, one order in a hundred takes 3.9 seconds to land. $SOL has moved 1.3bp by then, meaning $129 is on the table. On the other hand, the same order lands in 28.9ms on low latency venue like Bullet, where the move is 0.03bp ~ $3, which saves you $126. Makers price the tail into the spread, meaning a tighter tail is a tighter book. X 上的 @Bulletxyz ↗ |
| 09-28 15:16 | Phoenix | 大赛 | It’s Solana Ecosystem week on Frontier Traders. Trade SOL, JUP, PUMP, SKR, MET, ANSEM, STONK, JTO, and FARTCOIN perpetuals on Phoenix to compete for a $25,000 prize pool across Volume and PnL leaderboards. X 上的 @PhoenixTrade ↗ |


Pacifica
BingX
Bullet
Phoenix