资金费率套利 · 价差套利 / 加密货币
TRX
TRX 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 | 0.3347 | +0.0018 | 支付 0.0002% / 1h | 41m 42s | $248K | $30K | 10x | 做多 dYdX | |
| 做空 | 0.3347 | −0.0212 | 支付 0.0027% / 1h | 41m 42s | $4.1M | $1.1M | 25x | 做空 Kraken Futures |
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−$83当前 −0.0230% /8h · 过去 7D 已结算 −0.832%
价格−$1当前价差 −0.016%,均值 −0.005% → 若回归可得 −0.011%
成本−$106$10k 的 1.063% · 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
Kraken Futures 相对 dYdX 的价格当前
区间统计 · 7D
当前−0.016%
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
/8h31 家交易所的 TRX
资金费率从低到高开仓前检查
1 项正常 · 3 项需留意- 需留意: 该仓位下深度不足41.3 / 14.4 bp以 $10k 在 dYdX 开仓的成本为 41.3 bp(手续费加滑点),是 Kraken Futures 的 2.9 倍。
- 说明: 最高杠杆下的保证金$1,000 + $400dYdX 10x,Kraken Futures 25x。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:−$6.91做多 dYdX:24 次结算,−$0.54;做空 Kraken Futures:24 次结算,−$6.37。
- 说明: 价差处于平时水平−0.016% vs −0.005%价格腿对结果影响不大。
- 需留意: 多头腿深度较薄$248K vs $4.1M OI平仓成本取决于 dYdX。平仓前请先查看其订单簿。
- 说明: 无积分计划—两家交易所目前都没有积分计划。
- 需留意: KYCdYdX 无需 · Kraken Futures 需要需完整身份验证;美国(另设独立的美国产品)、加拿大、澳大利亚(仅批发客户)及英国散户客户不可使用。
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−0.0396%/8h × 21 个周期−$83.19
价差−0.016% → −0.005%(7 日均值)−$1.11
滑点,4 笔订单实时订单簿−$86.31
dYdX 手续费 bp × 2 笔订单−$10.00
Kraken Futures 手续费 bp × 2 笔订单−$10.00
净收益 · 7 天 · $10k−$190.62
需覆盖的成本1.063%回本时间按此费率无法回本
滑点:dYdX:实时订单簿,42 分钟前;Kraken Futures: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dYdX36.3241.3 bp−$4141.7 bp−$41798.7 bp−$9,865505.1 bp−$252.5K
卖出 · 做空Kraken Futures0.1514.4 bp−$1427.1 bp−$271容纳不下容纳不下
平仓还需再付大致相同的成本。
| 09-25 14:03 | Bitget | 其他 | 𝗜𝗠𝗣𝗢𝗥𝗧𝗔𝗡𝗧 𝗨𝗣𝗗𝗔𝗧𝗘𝗦: The withdrawal plan will be announced by September 26th, 4:00 AM UTC. We appreciate your patience on this matter. Based on the latest onchain tracing and classification of transactions, assets equivalent to approximately $387.5 million were transferred to attacker-controlled addresses across multiple networks. The revised figure reflects a more complete accounting of transfers that occurred during the incident, adding affected assets on Zcash and TRON that were not included in the initial estimate. It does not reflect further unauthorized transfers. The incident remains contained and no further unauthorized transfers are possible. The incident involved assets across Ethereum and several EVM networks, XRP Ledger, Zcash and TRON. The primary attacker-controlled receiving addresses identified to date are: → EVM: 0x770b10b273fc44fe9197d6bf20f145c2e98463ee → XRP: rwNhefsz1UQEusxhCvHip3RANinWi4CTck → ZEC: t1WgMdtND8NF7NDUuYmq8MpMj1NTCXkMDVG → TRON: TBWNguTTgezw9dVorX441C6nDrZpRxYwKD The confirmed affected assets include XRP, ETH, USDT, ZEC, USDC, USDT0, XAUt, BNB, AVAX and TRX. Our investigation and tracing efforts remain ongoing. The figures above reflect information confirmed at the time of publication and may be updated as additional transactions are classified and traced. The incident remains contained, with no further unauthorized transfers since the incident was contained, and the investigation with Mandiant and SlowMist remains ongoing Withdrawals remain temporarily paused while additional security checks and remediation are underway. Bitget will continue to provide verified updates on the investigation, asset recovery, withdrawal restoration and the User Protection Fund through its official channels. 𝘍𝘰𝘳 𝘪𝘯𝘧𝘰𝘳𝘮𝘢𝘵𝘪𝘰𝘯𝘢𝘭 𝘱𝘶𝘳𝘱𝘰𝘴𝘦𝘴 𝘰𝘯𝘭𝘺. X 上的 @bitget ↗ |

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