开仓成本

Name: 各交易所永续合约仓位的执行成本
License: https://creativecommons.org/licenses/by/4.0/

RIVER 市场

资产

$10k 仓位开平仓成本最低MEXC16.4 bp

开仓加平仓共需支付−$16

成本次低的交易所高出+$11

可成交的交易所15/ 16 家

50x 杠杆下的保证金$200

交易所	价格	吃单 / 挂单	开仓成本	平仓成本	开仓 + 平仓	最高杠杆保证金	24h 中位数	7日中位数	7日 p10-p90
MEXC RIVER_USDT成本最低	1.1420	0.000%/0.010%	−$12	−$4.38	−$16 16.4 bp	$200 50x	11.4 bp	12.9 bp	8.2-22.2 bp
Binance RIVERUSDT	1.1417	0.050%/0.020%	−$14	−$14	−$27 27.3 bp	$200 50x	21.1 bp	22.0 bp	15.5-27.7 bp
BingX RIVER-USDT	1.1430	0.050%/0.020%	−$14	−$22	−$35 35.4 bp	—	25.2 bp	24.9 bp	18.8-35.3 bp
BloFin RIVER-USDT	1.1410	0.060%/0.020%	−$27	−$10	−$37 37.4 bp	$200 50x	22.1 bp	23.7 bp	11.4-41.1 bp
Bitget RIVERUSDT	1.1390	0.060%/0.020%	−$22	−$15	−$38 37.6 bp	$500 20x	28.1 bp	27.5 bp	21.1-36.0 bp
OKX RIVER-USDT-SWAP	1.1420	0.050%/0.020%	−$17	−$21	−$39 38.7 bp	$500 20x	27.4 bp	27.7 bp	20.3-33.4 bp
Aster RIVERUSDT	1.1405	0.040%/0.000%	−$31	−$31	−$62 62.2 bp	$1,000 10x	50.1 bp	39.0 bp	31.3-47.2 bp
Kraken Futures PF_RIVERUSD	1.1449	0.050%/0.020%	−$30	−$69	−$99 98.7 bp	$1,000 10x	92.5 bp	86.2 bp	68.8-113.8 bp
Bybit RIVERUSDT	1.1420	0.055%/0.020%	−$48	−$52	−$100 99.7 bp	$400 25x	85.4 bp	88.5 bp	67.6-106.5 bp
KuCoin RIVERUSDTM	1.1410	0.060%/0.020%	−$89	−$39	−$128 127.8 bp	$200 50x	64.6 bp	74.1 bp	48.6-188.8 bp
Lighter RIVER	1.1340	0.000%/0.000%	−$94	−$178	−$271 271.3 bp	$3,333 3x	290.4 bp	264.0 bp	165.3-389.5 bp
HTX RIVER-USDT	1.1460	0.060%/0.020%	−$107	−$215	−$322 322.2 bp	$500 20x	214.9 bp	216.8 bp	130.2-309.3 bp
Variational Omni RIVER	1.1411	0.000%/0.000%	−$497	−$263	−$759 759.5 bp	$200 50x	729.3 bp	633.0 bp	532.0-715.4 bp
Gate RIVER_USDT	1.1430	0.075%/0.020%	−$794	−$298	−$1,092 1091.8 bp	$500 20x	1105.8 bp	1316.7 bp	850.9-1639.4 bp
GRVT RIVER_USDT_Perp	1.1405	0.045%/0.000%	−$629	−$482	−$1,111 1110.9 bp	$1,000 10x	—	508.9 bp	221.9-845.0 bp
SunX RIVER-USDT	1.1390	0.040%/0.020%	订单簿容纳不下该仓位（每侧约 $1k）

介于两个实测点之间的仓位采用插值计算，并以 ~ 标记。手续费：各交易所的基础吃单费率档。未对采用预言机定价的交易所（GMX、Avantis、Jupiter）建模；RFQ 交易所（Variational）仅对 $1k、$100k 和 $1M 报价。