| 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 | 760.93 | +0.1119 | 支付 0.0140% / 1h | 41m 34s | $1.1M | $456K | 20x | 做多 Deribit | |
| 做空 | 761.81 | +0.0020 | 收取 0.0003% / 1h | 41m 34s | $2.5M | $775K | 20x | 做空 TxFlow减 5% |
价差+0.116%
资金费率差−0.1099% /8h
若价差回到其 7 日均值，$10k 仓位可得 +$7，但每天要支付 $33 资金费，约 5 小时就会耗尽这部分收益。
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−$119当前 −0.1099% /8h · 过去 7D 已结算 −1.193%
价格+$7当前价差 +0.116%，均值 +0.050% → 若回归可得 +0.065%
成本−$21$10k 的 0.214% · 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+0.116%
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
4 项正常 · 1 项需留意- 正常: 两边订单簿均可容纳3.6 / 7.0 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 + $500Deribit 20x，TxFlow 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1h / 1h两条腿同时结算。按当前费率，每条腿 $10k，未来 24 小时：−$32.96做多 Deribit：24 次结算，−$33.56；做空 TxFlow：24 次结算，+$0.60。
- 正常: 开仓价差对你有利+0.116% vs +0.050%你做空的是价格较高的那条腿。若价差回到均值，空头获利。
- 说明: 多头腿深度较薄$1.1M vs $2.5M OI两条腿深度都充足，Deribit 是较小的一边。
- 正常: 有一条腿可赚积分TxFlow 积分在此产生的成交量计入积分计划。
- 需留意: KYCDeribit 需要 · TxFlow 无需任何入金前均需提供身份证明、地址证明和财务状况资料；对美国、加拿大、日本及英国散户客户不开放。
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−0.0568%/8h × 21 个周期−$119.31
价差+0.116% → +0.050%（7 日均值）+$6.54
滑点，4 笔订单实时订单簿−$5.43
Deribit 手续费 bp × 2 笔订单−$7.00
TxFlow 手续费 bp × 2 笔订单−$9.00
净收益 · 7 天 · $10k−$134.20
需覆盖的成本0.214%回本时间按此费率无法回本
滑点：Deribit：实时订单簿，3 分钟前；TxFlow：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，单边买入 · 做多Deribit0.073.6 bp−$46.7 bp−$67容纳不下容纳不下
卖出 · 做空TxFlow1.587.0 bp−$710.8 bp−$10834.0 bp−$3,399222.0 bp−$111.0K
平仓还需再付大致相同的成本。
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