资金费率套利 · 价差套利 / RWA

BZ

RWABZ 全部市场 →

做多OKX▾RISEx −0.0444%BloFin −0.0316%Bybit −0.0315%OKX −0.0284%Aftermath Perps −0.0263%Deribit −0.0257%Bitget −0.0254%edgeX −0.0215%Gate −0.0213%Kraken Futures −0.0206%Binance −0.0190%Aster −0.0164%Variational Omni −0.0147%tradeXYZ −0.0129%Ondo Perps −0.0104%GRVT −0.0088%Paradex −0.0046%Extended −0.0016%KuCoin −0.0004%SunX 0.0000%HTX 0.0000%Phemex 0.0000%Avantis +0.0023%Coinbase International +0.0040%Vest Markets +0.0046%Popdex +0.0048%Polymarket Perps +0.0050%ApeX Omni +0.0100%GMX +0.0155%Injective +0.0220%

⇄⇅

做空Lighter▾Injective +0.0220%ApeX Omni +0.0100%Polymarket Perps +0.0050%Popdex +0.0048%Vest Markets +0.0046%Coinbase International +0.0040%Lighter +0.0008%SunX 0.0000%HTX 0.0000%Phemex 0.0000%KuCoin −0.0004%Extended −0.0016%GMX +0.0029%Paradex −0.0046%GRVT −0.0088%Ondo Perps −0.0104%tradeXYZ −0.0129%Variational Omni −0.0147%Aster −0.0164%Binance −0.0190%Kraken Futures −0.0206%Gate −0.0213%edgeX −0.0215%Bitget −0.0254%Deribit −0.0257%Aftermath Perps −0.0263%Bybit −0.0315%BloFin −0.0316%RISEx −0.0444%Avantis +0.0913%

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	OKXBZ-USDT-SWAP	98.570	−0.0284	收取 0.0142% / 4h	1h 42m	$21.6M	$41.5M	50x	做多 OKX
做空	LighterBRENTOIL	98.580	+0.0008	收取 0.0001% / 1h	42m 16s	$3.5M	$10.0M	20x	做空 Lighter7 天免费

价差+0.010%

资金费率差+0.0292% /8h

资金费率交易：按当前费率，$10k 仓位每天 +$9（未扣除成本）。价差处于其 7 日均值。

当前资金费率远高于该组合一直以来的实际水平：过去 7 天 合计结算 +0.133%，平均约 +0.0063%/8h。

价格与资金费率

价差价格资金费率各腿费率盈亏

1m5m15m

1h · 正在加载5m数据…

24H3D7D14D30D90D

价差?

价格?

资金费率?每 8 小时

盈亏?

价差 · 7D

当前+0.010%

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

OKXLighter

31 家交易所的 BZ

资金费率从低到高

开仓前检查

2 项正常 · 3 项需留意

• ✓
  正常: 两边订单簿均可容纳5.5 / 1.0 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。
• i
  说明: 最高杠杆下的保证金$200 + $500

  OKX 50x，Lighter 20x。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4h / 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。

  做多 OKX · 4h+$8.52

  做空 Lighter · 1h+$0.24

  当前+6h+12h+18h+24h

  按当前费率，每条腿 $10k，未来 24 小时：+$8.76做多 OKX：6 次结算，+$8.52；做空 Lighter：24 次结算，+$0.24。
• i
  说明: 价差处于平时水平+0.010% vs −0.008%

  价格腿对结果影响不大。
• !
  需留意: 空头腿深度较薄$3.5M vs $21.6M OI

  平仓成本取决于 Lighter。平仓前请先查看其订单簿。
• ✓
  正常: 有一条腿可赚积分Lighter 第 3 季

  在此产生的成交量计入积分计划。
• !
  需留意: KYCOKX 需要 · Lighter 无需

  交易、入金或提现前需完成高级身份验证。

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+0.0063%/8h × 21 个周期+$13.26

价差+0.010% → −0.008%（7 日均值）+$1.80

滑点，4 笔订单实时订单簿−$4.18

OKX 手续费 bp × 2 笔订单−$10.00

Lighter 手续费 bp × 2 笔订单$0.00

净收益 · 7 天 · $10k+$0.89

需覆盖的成本0.142%回本时间6.5 天

滑点：OKX：实时订单簿，5 分钟前；Lighter：实时订单簿，5 分钟前

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OKX0.515.5 bp−$68.0 bp−$8031.9 bp−$3,188容纳不下

卖出 · 做空Lighter1.021.0 bp−$11.2 bp−$128.1 bp−$807容纳不下

平仓还需再付大致相同的成本。

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

BZ 资讯

各交易所提到 BZ 或 Brent crude 的公告搜索全部资讯 →

09-29 11:00	gTrade (Gains Network)	上线	交易所已不再提供 BRENT/USD 的数据 ($BZ) 由我们的采集程序发现
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