| 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 | 764.00 | 0 | 0.0000% / 4h | 2h 47m | $851K | $5K | 10x | 做多 Phemex | |
| 做空 | 762.33 | +0.0029 | 收取 0.0004% / 1h | 47m 48s | $36.8M | $72.3M | 50x | 做空 Arcus减 5% |
价差−0.219%
资金费率差+0.0029% /8h
$10k 仓位每天收取 +$1 资金费，但价差比其 7 日均值低 0.024%：若价差回归，结果为 −$2，约相当于 2.8 天的资金费。
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 +0.0029% /8h · 过去 7D 已结算 +0.110%
价格−$2当前价差 −0.219%，均值 −0.194% → 若回归可得 −0.024%
成本−$61$10k 的 0.615% · 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−0.219%
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
1 项正常 · 5 项需留意- 需留意: 该仓位下深度不足28.7 / 2.3 bp以 $10k 在 Phemex 开仓的成本为 28.7 bp（手续费加滑点），是 Arcus 的 12.4 倍。
- 说明: 最高杠杆下的保证金$1,000 + $200Phemex 10x，Arcus 50x。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4h / 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：+$0.88做多 Phemex：6 次结算，$0.00；做空 Arcus：24 次结算，+$0.88。
- 需留意: 价差低于平时−0.219% vs −0.194%价格腿的获利空间较小。若价差回到均值，空头亏损。
- 需留意: 多头腿深度较薄$851K vs $36.8M 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: KYCPhemex 需要 · Arcus 无需完成 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+0.0052%/8h × 21 个周期+$11.01
价差−0.219% → −0.194%（7 日均值）−$2.44
滑点，4 笔订单实时订单簿−$44.95
Phemex 手续费 bp × 2 笔订单−$12.00
Arcus 手续费 bp × 2 笔订单−$4.50
净收益 · 7 天 · $10k−$52.88
需覆盖的成本0.615%回本时间40.6 天
滑点：Phemex：实时订单簿，62 分钟前；Arcus：实时订单簿，6 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Phemex2.4828.7 bp−$29107.4 bp−$1,074容纳不下容纳不下
卖出 · 做空Arcus0.072.3 bp−$22.5 bp−$256.4 bp−$638容纳不下
平仓还需再付大致相同的成本。
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