| 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 | 762.57 | +0.0168 | 支付 0.0021% / 1h | 55m 04s | $37.1M | $70.5M | 50x | 做多 Arcus减 5% | |
| 做空 | 764.29 | 0 | 0.0000% / 4h | 3h 55m | $852K | $5K | 10x | 做空 Phemex |
价差+0.226%
资金费率差−0.0168% /8h
若价差回到其 7 日均值，$10k 仓位可得 +$3，但每天要支付 $5 资金费，约 15 小时就会耗尽这部分收益。 按最近 7 天的实际结算速度，约为 2.0 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−$11当前 −0.0168% /8h · 过去 7D 已结算 −0.106%
价格+$3当前价差 +0.226%，均值 +0.194% → 若回归可得 +0.031%
成本−$80$10k 的 0.796% · 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+0.226%
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
/8h33 家交易所的 SPY
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2.3 / 31.4 bp以 $10k 在 Phemex 开仓的成本为 31.4 bp（手续费加滑点），是 Arcus 的 13.6 倍。
- 说明: 最高杠杆下的保证金$200 + $1,000Arcus 50x，Phemex 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。
- 需留意: 结算周期不同1h / 4h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：−$5.03做多 Arcus：24 次结算，−$5.03；做空 Phemex：6 次结算，$0.00。
- 正常: 开仓价差对你有利+0.226% vs +0.194%你做空的是价格较高的那条腿。若价差回到均值，空头获利。
- 需留意: 空头腿深度较薄$852K vs $37.1M OI平仓成本取决于 Phemex。平仓前请先查看其订单簿。
- 正常: 有一条腿可赚积分Arcus 积分在此产生的成交量计入积分计划。
- 需留意: KYCArcus 无需 · Phemex 需要完成 KYC 后方可进行现货和合约交易；未验证账户完全无法提现。
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−0.0051%/8h × 21 个周期−$10.64
价差+0.226% → +0.194%（7 日均值）+$3.11
滑点，4 笔订单实时订单簿−$63.06
Arcus 手续费 bp × 2 笔订单−$4.50
Phemex 手续费 bp × 2 笔订单−$12.00
净收益 · 7 天 · $10k−$87.09
需覆盖的成本0.796%回本时间按此费率无法回本
滑点：Arcus：实时订单簿，3 分钟前；Phemex：实时订单簿，59 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Arcus0.072.3 bp−$22.3 bp−$232.4 bp−$241容纳不下
卖出 · 做空Phemex3.8131.4 bp−$31126.5 bp−$1,265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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