| 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 | 761.48 | +0.0052 | 支付 0.0006% / 1h | 34m 41s | $2.5M | $805K | 20x | 做多 TxFlow减 5% | |
| 做空 | 760.73 | +0.1343 | 收取 0.0168% / 1h | 34m 41s | $1.1M | $455K | 20x | 做空 Deribit |
价差−0.098%
资金费率差+0.1291% /8h
$10k 仓位每天收取 +$39 资金费，但价差比其 7 日均值低 0.049%：若价差回归，结果为 −$5，约相当于 3 小时的资金费。 按最近 7 天的实际结算速度，约为 7 小时。
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+$120当前 +0.1291% /8h · 过去 7D 已结算 +1.200%
价格−$5当前价差 −0.098%，均值 −0.050% → 若回归可得 −0.049%
成本−$19$10k 的 0.193% · 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−0.098%
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 · 2 项需留意- 正常: 两边订单簿均可容纳6.0 / 3.6 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 + $500TxFlow 20x，Deribit 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：+$38.73做多 TxFlow：24 次结算，−$1.56；做空 Deribit：24 次结算，+$40.29。
- 需留意: 价差低于平时−0.098% vs −0.050%价格腿的获利空间较小。若价差回到均值，空头亏损。
- 说明: 空头腿深度较薄$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: KYCTxFlow 无需 · Deribit 需要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+0.0571%/8h × 21 个周期+$119.98
价差−0.098% → −0.050%（7 日均值）−$4.86
滑点，4 笔订单实时订单簿−$3.28
TxFlow 手续费 bp × 2 笔订单−$9.00
Deribit 手续费 bp × 2 笔订单−$7.00
净收益 · 7 天 · $10k+$95.84
需覆盖的成本0.193%回本时间1.4 天
滑点：TxFlow：实时订单簿，5 分钟前；Deribit：实时订单簿，5 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TxFlow1.516.0 bp−$67.9 bp−$7949.5 bp−$4,950242.3 bp−$121.1K
卖出 · 做空Deribit0.073.6 bp−$44.7 bp−$47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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