| 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 | 60.210 | +0.0041 | 支付 0.0005% / 1h | 24m 43s | $70K | $469K | 10x | 做多 Arcus减 5% | |
| 做空 | 60.194 | +0.0633 | 收取 0.0079% / 1h | 24m 43s | $349K | $1.6M | 25x | 做空 Entropy |
价差−0.027%
资金费率差+0.0593% /8h
$10k 仓位每天收取 +$18 资金费,但价差比其 7 日均值低 0.027%:若价差回归,结果为 −$3,约相当于 4 小时的资金费。
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−$12当前 +0.0593% /8h · 过去 7D 已结算 −0.118%
价格−$3当前价差 −0.027%,均值 +0.001% → 若回归可得 −0.027%
成本−$26$10k 的 0.259% · 吃单手续费 + 滑点,含开仓和平仓
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 −0.118%,平均约 −0.0056%/8h。
价格与资金费率
1h · 历史数据开仓 / 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−0.027%
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
/8h35 家交易所的 DRAM
资金费率从低到高开仓前检查
2 项正常 · 3 项需留意- 需留意: 相对持仓量偏大4.7 / 10.0 bp$10k 超过 Arcus 持仓量的 10%。
- 说明: 最高杠杆下的保证金$1,000 + $400Arcus 10x,Entropy 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:+$17.78做多 Arcus:24 次结算,−$1.22;做空 Entropy:24 次结算,+$19.00。
- 需留意: 价差低于平时−0.027% vs +0.001%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$70K vs $349K OI平仓成本取决于 Arcus。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。
- 正常: 两条腿均无需 KYCArcus 无需 · Entropy 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持有时间订单类型价差资金费率
资金费收益−0.0056%/8h × 21 个周期−$11.78
价差−0.027% → +0.001%(7 日均值)−$2.71
滑点,4 笔订单实时订单簿−$19.57
Arcus 手续费 bp × 2 笔订单−$4.50
Entropy 手续费 bp × 2 笔订单−$1.80
净收益 · 7 天 · $10k−$40.36
需覆盖的成本0.259%回本时间按此费率无法回本
滑点:Arcus:实时订单簿,15 分钟前;Entropy:实时订单簿,7 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Arcus2.504.7 bp−$57.6 bp−$76容纳不下容纳不下
卖出 · 做空Entropy2.0810.0 bp−$1025.2 bp−$252容纳不下容纳不下
平仓还需再付大致相同的成本。
| 09-30 19:45 | Vest Markets | 其他 | $MU reports fiscal Q4 results after today's close, with consensus at $50.78B in revenue and $31.28 adjusted EPS. → Revenue: $41.46B in fiscal Q3, against $23.86B in fiscal Q2 and $13.64B in fiscal Q1 → Guidance: $50.0B ±$1.0B for fiscal Q4, with an 86% gross margin and $31.00 adjusted EPS The shares enter the print with $MU up around 275% this year and about 12% below its 52-week high, and the quarter runs 14 weeks, per the 10-Q. Cloud Memory and Core Data Center revenue reached $13.77B and $11.52B in fiscal Q3, with the fiscal 2027 outlook, HBM4 economics, DRAM pricing and record capital spending the watch items. X 上的 @VestExchange ↗ |
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| 09-17 15:22 | Ondo Perps | 上线 | New markets just dropped. From China’s largest DRAM manufacturer to the largest HYPE treasury and the company behind GTA 6: ▸ CXMT - ChangXin Memory Technologies ▸ ENA - Enablence Technologies ▸ PURR - Hyperliquid Strategies ▸ TTWO - Take-Two Interactive Trade now → X 上的 @OndoPerps ↗ |
| 09-17 14:35 | Entropy | 上线 | New listing: Roundhill Memory ETF ($DRAM) at 25x Leverage. X 上的 @entropyIO ↗ |
| 09-17 10:29 | Deribit | 上线 | 🚨 More equity and commodity perpetuals are now live on Deribit Equities LITE · SKHY · SOXL · CBRS · SNDK · ARM · BE · NBIS · EWY · MU · DRAM Commodities GOLD · SILVER · BRENTOIL · WTIOIL ↓ X 上的 @DeribitOfficial ↗ |
| 09-16 15:02 | Deribit | 上线 | 🚨 More To Trade. Tomorrow, September 17, 2026, at 10:00 AM UTC, 11 more equity perpetual markets and 4 commodity perpetuals will go live on Deribit. All settled in USDC. Equities LITE · SKHY · SOXL · CBRS · SNDK · ARM · BE · NBIS · EWY · MU · DRAM Commodities GOLD · SILVER · BRENTOIL · WTIOIL This launch is part of Deribit’s biggest-ever product expansion: more than 90 new USDC-settled perpetuals across crypto, listed equities and ETFs, commodities, the COIN50 index and private-market valuations. Read more: Disclaimer: Equity & Commodity perpetuals are offered by Deribit FZE under its Limited Licence Approval from VARA, and are subject to the conditions, client eligibility criteria and restrictions of that approval. X 上的 @DeribitOfficial ↗ |
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