| 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 | 762.83 | +0.0161 | 支付 0.0020% / 1h | 15m 36s | $6.0M | $420K | 20x | 做多 Ondo Perps减 5% | |
| 做空 | 763.59 | +0.0624 | 收取 0.0078% / 1h | 15m 36s | $1.8M | $39K | 20x | 做空 Kraken Futures |
价差+0.100%
资金费率差+0.0463% /8h
资金费率交易：按当前费率，$10k 仓位每天 +$14（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+$44当前 +0.0463% /8h · 过去 7D 已结算 +0.442%
价格−$1当前价差 +0.100%，均值 +0.106% → 若回归可得 −0.006%
成本−$32$10k 的 0.319% · 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+0.100%
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
3 项正常 · 1 项需留意- 正常: 两边订单簿均可容纳4.9 / 8.3 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 + $500Ondo Perps 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。
- 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：+$13.90做多 Ondo Perps：24 次结算，−$4.82；做空 Kraken Futures：24 次结算，+$18.72。
- 说明: 价差处于平时水平+0.100% vs +0.106%价格腿对结果影响不大。
- 说明: 空头腿深度较薄$1.8M vs $6.0M 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Ondo Perps 积分在此产生的成交量计入积分计划。
- 需留意: KYCOndo Perps 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+0.0210%/8h × 21 个周期+$44.20
价差+0.100% → +0.106%（7 日均值）−$0.59
滑点，4 笔订单实时订单簿−$16.89
Ondo Perps 手续费 bp × 2 笔订单−$5.00
Kraken Futures 手续费 bp × 2 笔订单−$10.00
净收益 · 7 天 · $10k+$11.72
需覆盖的成本0.319%回本时间5.1 天
滑点：Ondo Perps：实时订单簿，3 分钟前；Kraken Futures：实时订单簿，2 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Ondo Perps0.664.9 bp−$58.1 bp−$81容纳不下容纳不下
卖出 · 做空Kraken Futures1.978.3 bp−$818.9 bp−$189容纳不下容纳不下
平仓还需再付大致相同的成本。
| 10-20 15:24 | Orderly | 其他 | Perp Anything go brrrrrrrr 🖨️ The $SPY Perp Anything market on Orderly just did $48M trading volume in 24 hours. Its creator earned $2,425.79 in fees. At that pace, that's $72,774 in 30 days. From ONE market. See an opportunity? Perp it. X 上的 @OrderlyNetwork ↗ |
| 10-14 13:01 | Reya | 上线 | SPY and QQQ perps are live on Reya. First we launched the Mag7. Now the bigger picture. Up to 25x leverage on both index perps. X 上的 @reya_xyz ↗ |
| 10-12 13:49 | Reya | 上线 | 新市场 SPYRUSDPERP ($SPY) 由我们的采集程序发现 |
| 10-05 12:38 | RISEx | 上线 | September has been an extra special month - all because of you. On Sep 25, we hit $10B in cumulative volume, and one week later, we pushed open interest to a new all-time high of $ 77.3M. Product Highlight • Custom referral code slugs are now open to everyone • We launched Impact Pool for our power traders to reward size • Paid dividends on SPY and QQQ • Shipped TWAP and one-click trading, plus more UX upgrades • Improved mobile experience with QR login 9 new listings: 7 RWA and 2 Crypto $MSTR, $NVDA, $KORU, $HOOD, $TSLA, $CRCL, $SKHYNIX, $ARB, $ONDO - together a total of $126M in volume within their first month By the numbers • Total volume: $10.65B • Peak 24hr volume: $153,594,486 • Total active accounts: 11,669 • Total RWA volume: $2.12B • Peak open interest: $71,685,253 (new ATH $77.3M on 2 Oct) • Total fees: $2,750,797 • Peak daily active users: 3,211 • Total liquidations: $32,858,815 RISE will move as one. And we’re just getting started X 上的 @risextrade ↗ |
| 09-28 18:50 | Aevo | 其他 | bitcoin:native is back near $83k after trading above $86k last week. Whether you trade the continuation or pullback, all options and this week’s Perp Majors count toward the volume requirement for our year-end reward. This week’s Perp Majors include: BTC, ETH, SOL, ZEC, NEAR, HYPE, LIT, SPY, QQQ, HOOD, SNDK, MU, NVDA, TSLA, GOOGL. X 上的 @aevoxyz ↗ |
| 09-23 18:00 | Vest Markets | 其他 | The Nasdaq is giving back part of its record run, with $QQQ down around 0.8% and $SPY down around 0.6% on the session. The 10-year yield is at 5.12%, its highest since 2007, with S&P Global's flash composite PMI at 58.4 from 56, the strongest since July 2021. Trade $QQQ and $SPY volatility with a Vest Capital funded account and access up to $25k in trading capital. X 上的 @VestExchange ↗ |
Orderly
Reya
RISEx
Aevo
Vest Markets