| 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 | 145.22 | +0.0286 | 支付 0.0286% / 8h | 6h 17m | $2.0M | $416K | 20x | 做多 Variational Omni+15% 积分 | |
| 做空 | 145.24 | +0.0377 | 收取 0.0047% / 1h | 17m 29s | $1.1M | $63K | 20x | 做空 Kraken Futures |
价差+0.016%
资金费率差+0.0091% /8h
资金费率交易:按当前费率,$10k 仓位每天 +$3(未扣除成本)。价差处于其 7 日均值。
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+$46当前 +0.0091% /8h · 过去 7D 已结算 +0.458%
价格$0当前价差 +0.016%,均值 +0.017% → 若回归可得 −0.001%
成本−$40$10k 的 0.395% · 吃单手续费 + 滑点,含开仓和平仓
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+0.016%
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
/8h41 家交易所的 MSTR
资金费率从低到高开仓前检查
2 项正常 · 2 项需留意- 正常: 两边订单簿均可容纳7.0 / 11.5 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$500 + $500Variational Omni 20x,Kraken Futures 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8h / 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。按当前费率,每条腿 $10k,未来 24 小时:+$2.74做多 Variational Omni:3 次结算,−$8.58;做空 Kraken Futures:24 次结算,+$11.32。
- 说明: 价差处于平时水平+0.016% vs +0.017%价格腿对结果影响不大。
- 说明: 空头腿深度较薄$1.1M vs $2.0M OI两条腿深度都充足,Kraken Futures 是较小的一边。
- 正常: 有一条腿可赚积分Variational Omni 积分在此产生的成交量计入积分计划。
- 需留意: KYCVariational Omni 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+0.0218%/8h × 21 个周期+$45.83
价差+0.016% → +0.017%(7 日均值)−$0.08
滑点,4 笔订单实时订单簿−$29.50
Variational Omni 手续费 bp × 2 笔订单$0.00
Kraken Futures 手续费 bp × 2 笔订单−$10.00
净收益 · 7 天 · $10k+$6.25
需覆盖的成本0.395%回本时间6.0 天
滑点:Variational Omni:RFQ 报价,1 分钟前;Kraken Futures:实时订单簿,刚刚开仓成本
吃单手续费 + 相对中间价的滑点,单边买入 · 做多Variational Omni3.077.0 bp−$79.8 bp−$98容纳不下容纳不下
卖出 · 做空Kraken Futures5.1611.5 bp−$1228.3 bp−$283容纳不下容纳不下
平仓还需再付大致相同的成本。
| 10-23 16:53 | Backpack | 其他 | Earnings & macro to watch for Oct 26–30 ▸ Macro: Fed decision, GDP, PCE ▸ Tech & AI: $GOOGL $MSFT $AMZN $INTC $SKHY $SNDK $VRT ▸ Crypto & finance: $HOOD $COIN $SOFI $V $MSTR ▸ Healthcare: $LLY $ABBV ▸ Energy: $XOM $CVX Full market calendar → X 上的 @Backpack ↗ |
| 10-23 08:04 | Reya | 上线 | $CRCL $HOOD $MSTR perps are live on Reya. The stablecoin issuer, the broker, and the one people bought because they couldn't buy bitcoin. Now all three trade next to our bitcoin perp. 24/7. 16 RWA perps and counting. Climb the waitlist to get inside. X 上的 @reya_xyz ↗ |
| 10-22 22:57 | Injective | 代币 | The second-ever Injective Stockdrop kicks off next week. Anyone who participated in the $INJ BuyBack yesterday has a chance to earn a tokenized stock on Solana. Here are just a few of the tokenized stocks that you could get: $AMC $SNAP $GLXY $HIMS $SMCI $RKLB $CRCL $INTC $MSTR $SPCX $COIN $NVDA $AAPL $TSLA $META $MU $SNDK More ▇▇▇▇ and ▇▇ X 上的 @injective ↗ |
| 10-20 16:51 | Phemex | 其他 | MSTR has not been removed from MSCI indexes. The rule has changed; the final list is still pending. November 11 is the date to watch. If MSTR is removed, index funds may adjust their stock holdings—not force Strategy to sell BTC. Which matters more to you: index flows or the Bitcoin thesis? 🧐 Read the full analysis: X 上的 @Phemex_official ↗ |
| 10-20 15:03 | Vest Markets | 其他 | Trade $MSTR volatility with a Vest Capital funded account and access up to $25k in trading capital at: X 上的 @VestExchange ↗ |
| 10-20 15:03 | Vest Markets | 代币 | Strategy is up around 7% on today's session, with $MSTR recovering part of Friday's ~10% slide. Last week's filing showed 267 $BTC added for $22.1M, lifting holdings to 848,517 coins, and the preferred buyback authorization raised to $3B from $2B. The same week put $193M into preferred repurchases, nearly nine times what went into new coins. X 上的 @VestExchange ↗ |


Backpack
Injective
Phemex