| 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 | 763.60 | +0.0624 | 支付 0.0078% / 1h | 16m 34s | $1.8M | $39K | 20x | 做多 Kraken Futures | |
| 做空 | 764.27 | 0 | 0.0000% / 8h | 6h 16m | $1.0M | $163K | 20x | 做空 Aster返 ≤10% |
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−$49当前 −0.0624% /8h · 过去 7D 已结算 −0.489%
价格−$1当前价差 +0.088%，均值 +0.095% → 若回归可得 −0.007%
成本−$33$10k 的 0.328% · 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+0.088%
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 · 2 项需留意- 正常: 两边订单簿均可容纳13.5 / 5.3 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 + $500Kraken Futures 20x，Aster 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1h / 8h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：−$18.72做多 Kraken Futures：24 次结算，−$18.72；做空 Aster：3 次结算，$0.00。
- 说明: 价差处于平时水平+0.088% vs +0.095%价格腿对结果影响不大。
- 说明: 空头腿深度较薄$1.0M vs $1.8M OI两条腿深度都充足，Aster 是较小的一边。
- 正常: 有一条腿可赚积分Aster 第 5 阶段在此产生的成交量计入积分计划。
- 需留意: KYCKraken Futures 需要 · Aster 无需需完整身份验证；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−0.0233%/8h × 21 个周期−$48.87
价差+0.088% → +0.095%（7 日均值）−$0.71
滑点，4 笔订单实时订单簿−$14.79
Kraken Futures 手续费 bp × 2 笔订单−$10.00
Aster 手续费 bp × 2 笔订单−$8.00
净收益 · 7 天 · $10k−$82.37
需覆盖的成本0.328%回本时间按此费率无法回本
滑点：Kraken Futures：实时订单簿，1 分钟前；Aster：实时订单簿，1 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Kraken Futures1.9713.5 bp−$1418.1 bp−$181容纳不下容纳不下
卖出 · 做空Aster1.055.3 bp−$55.5 bp−$55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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