| 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 | 116.95 | +0.0040 | 支付 0.0005% / 1h | 47m 49s | $320K | $952K | 10x | 做多 Coinbase International | |
| 做空 | 116.88 | +0.0136 | 收取 0.0017% / 1h | 47m 49s | $1.8M | $1.7M | 10x | 做空 Lighter7 天免费 |
价差−0.062%
资金费率差+0.0096% /8h
$10k 仓位每天收取 +$3 资金费,但价差比其 7 日均值低 0.165%:若价差回归,结果为 −$17,约相当于 5.7 天的资金费。 按最近 7 天的实际结算速度,约为 16 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+$7当前 +0.0096% /8h · 过去 7D 已结算 +0.073%
价格−$17当前价差 −0.062%,均值 +0.104% → 若回归可得 −0.165%
成本−$25$10k 的 0.250% · 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
Lighter 相对 Coinbase International 的价格当前
区间统计 · 7D
当前−0.062%
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
/8h35 家交易所的 INTC
资金费率从低到高开仓前检查
3 项正常 · 3 项需留意- 正常: 两边订单簿均可容纳10.2 / 2.8 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$1,000 + $1,000Coinbase International 10x,Lighter 10x。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:+$2.88做多 Coinbase International:24 次结算,−$1.20;做空 Lighter:24 次结算,+$4.08。
- 需留意: 价差低于平时−0.062% vs +0.104%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$320K vs $1.8M OI平仓成本取决于 Coinbase International。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: KYCCoinbase International 需要 · Lighter 无需需身份证明及适当性审核;永续合约仅面向符合资格的非美国国家,不对美国或英国散户开放。
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+0.0035%/8h × 21 个周期+$7.31
价差−0.062% → +0.104%(7 日均值)−$16.54
滑点,4 笔订单实时订单簿−$15.03
Coinbase International 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−$34.27
需覆盖的成本0.250%回本时间39.8 天
滑点:Coinbase International:实时订单簿,21 分钟前;Lighter:实时订单簿,4 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Coinbase International4.7110.2 bp−$1015.6 bp−$156容纳不下容纳不下
卖出 · 做空Lighter2.262.8 bp−$35.4 bp−$54容纳不下容纳不下
平仓还需再付大致相同的成本。
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