资金费率套利 · 价差套利 / RWA

DRAM

RWADRAM 全部市场 →

做多GRVT▾OKX 0.0000%Bitget 0.0000%SunX 0.0000%HTX 0.0000%Phemex 0.0000%edgeX +0.0012%BloFin +0.0023%Variational Omni +0.0036%Arcus +0.0038%Vest Markets +0.0046%SoDEX +0.0050%Aftermath Perps +0.0050%Ondo Perps +0.0050%QFEX +0.0056%Coinbase International +0.0072%Gate +0.0097%Pacifica +0.0100%MEXC +0.0100%ApeX Omni +0.0100%Orderly +0.0100%Binance +0.0102%Extended +0.0104%Aevo +0.0104%Aster +0.0106%Paradex +0.0154%Polymarket Perps +0.0157%Bybit +0.0195%BingX +0.0195%Popdex +0.0304%GRVT +0.0312%Entropy +0.0313%RISEx +0.0416%tradeXYZ +0.0425%Deribit +0.0576%Lighter +0.0688%

⇄⇅

做空KuCoin▾Lighter +0.0688%Deribit +0.0576%tradeXYZ +0.0425%RISEx +0.0416%Entropy +0.0313%Popdex +0.0304%BingX +0.0195%Bybit +0.0195%Polymarket Perps +0.0157%Paradex +0.0154%Aster +0.0106%Extended +0.0104%Aevo +0.0104%Binance +0.0102%Pacifica +0.0100%MEXC +0.0100%ApeX Omni +0.0100%Orderly +0.0100%Gate +0.0097%Coinbase International +0.0072%QFEX +0.0056%Ondo Perps +0.0050%Aftermath Perps +0.0050%SoDEX +0.0050%Vest Markets +0.0046%Arcus +0.0038%Variational Omni +0.0036%BloFin +0.0023%edgeX +0.0012%OKX 0.0000%KuCoin 0.0000%Bitget 0.0000%SunX 0.0000%HTX 0.0000%Phemex 0.0000%

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	GRVTDRAM_USDT_Perp	60.580	+0.0312	支付 0.0312% / 8h	5h 54m	$37K	$130K	10x	做多 GRVT
做空	KuCoinDRAMUSDTM	60.550	0	0.0000% / 8h	5h 54m	$3.0M	$404K	20x	做空 KuCoin

价差−0.050%63s

资金费率差−0.0312% /8h

按当前费率，$10k 仓位每天要支付 $9 资金费。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 −0.100%，平均约 −0.0048%/8h。

价格与资金费率

开仓 / 平仓价差价格资金费率各腿费率盈亏

1m5m15m1h

1h · 历史数据

24H3D7D14D30D90D

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−0.050%

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

GRVTKuCoin

36 家交易所的 DRAM

资金费率从低到高

开仓前检查

2 项正常 · 4 项需留意

• !
  需留意: 该仓位下深度不足6.2 / 26.7 bp

  以 $10k 在 KuCoin 开仓的成本为 26.7 bp（手续费加滑点），是 GRVT 的 4.3 倍。
• i
  说明: 最高杠杆下的保证金$1,000 + $500

  GRVT 10x，KuCoin 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。
• ✓
  正常: 结算周期相同8h / 8h

  两条腿同时结算。

  做多 GRVT · 8h−$9.36

  做空 KuCoin · 8h$0.00

  当前+6h+12h+18h+24h

  按当前费率，每条腿 $10k，未来 24 小时：−$9.36做多 GRVT：3 次结算，−$9.36；做空 KuCoin：3 次结算，$0.00。
• !
  需留意: 价格读取时间相差 63 秒−0.050% vs −0.043%

  这一价差中有一部分可能来自行情变动。
• !
  需留意: 多头腿深度较薄$37K vs $3.0M OI

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

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

  自 2023 年 8 月起，任何产品均需完成标准 KYC（身份证明及人脸识别）。

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−0.0048%/8h × 21 个周期−$10.01

价差两个价格读取时间相差过大，无法比较—

滑点，4 笔订单实时订单簿−$76.62

GRVT 手续费 bp × 2 笔订单−$9.00

KuCoin 手续费 bp × 2 笔订单−$12.00

净收益 · 7 天 · $10k−$107.63

未计入价差：两个价格读取时间相差过大

需覆盖的成本0.976%回本时间按此费率无法回本

滑点：GRVT：实时订单簿，24 分钟前；KuCoin：实时订单簿，3 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GRVT1.656.2 bp−$614.4 bp−$144容纳不下容纳不下

卖出 · 做空KuCoin2.4826.7 bp−$27容纳不下容纳不下容纳不下

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

DRAM 资讯

各交易所提到 DRAM 的公告搜索全部资讯 →

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 $11.52B in fiscal Q3, with the fiscal 2027 outlook, HBM4 economics, DRAM pricing and record capital spending the watch items. X 上的 @VestExchange ↗
09-28 14:46	RISEx	其他	This week on RISEx Market Desk: Macro: A third central bank joins the hiking cycle, and Friday delivers the first jobs report since the Fed’s pivot Crypto: Solana’s biggest upgrade yet goes live, NEAR ETF clears key hurdles, and Zcash pulls off a 3-for-1 split. Equities: One trade, three tickers - Micron ($MU) reports after the close, with potential spillover to $SKHYNIX, $DRAM, and $SNDK Watching Friday closely. Trade well X 上的 @risextrade ↗
09-17 15:22	Ondo Perps	上线	New markets just dropped. From China’s largest DRAM manufacturer to the largest HYPE treasury and the company behind GTA 6: ▸ CXMT - ChangXin Memory Technologies ▸ ENA - Enablence Technologies ▸ PURR - Hyperliquid Strategies ▸ TTWO - Take-Two Interactive Trade now → X 上的 @OndoPerps ↗
09-17 14:35	Entropy	上线	New listing: Roundhill Memory ETF ($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 ↗