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/

XLE 市场RWA

资产

$10k 仓位开平仓成本最低MEXC19.7 bp

开仓加平仓共需支付−$20

成本次低的交易所高出+$2.40

可成交的交易所10/ 16 家

20x 杠杆下的保证金$500

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 XLE_USDT成本最低	61.500	0.000%/0.010%	−$9.36	−$10	−$20 19.7 bp	$500 20x	19.6 bp	20.6 bp	16.1-26.8 bp
QFEX XLE-USD	61.490	0.050%/0.020%	−$11	−$11	−$22 22.1 bp	$333 30x	13.1 bp	13.8 bp	8.6-112.8 bp
edgeX XLEUSDC	61.485	0.045%/0.040%	−$17	−$16	−$34 33.7 bp	$1,000 10x	21.8 bp	22.6 bp	19.2-25.3 bp
tradeXYZ xyz:XLE	61.474	0.090%/0.030%	−$13	−$22	−$35 35.3 bp	$500 20x	11.9 bp	11.9 bp	7.6-21.9 bp
Binance XLEUSDT	61.504	0.050%/0.020%	−$21	−$17	−$39 38.9 bp	$500 20x	24.2 bp	25.5 bp	19.4-36.4 bp
OKX XLE-USDT-SWAP	61.540	0.050%/0.020%	−$15	−$26	−$41 41.4 bp	$500 20x	25.6 bp	28.4 bp	16.8-43.5 bp
GRVT XLE_USDT_Perp	61.519	0.045%/0.000%	−$40	−$22	−$62 62.3 bp	$1,000 10x	40.8 bp	59.2 bp	31.3-92.9 bp
Bybit XLEUSDT	61.530	0.055%/0.020%	−$31	−$86	−$116 116.5 bp	$400 25x	45.3 bp	61.7 bp	26.6-107.1 bp
Variational Omni XLE	61.482	0.000%/0.000%	−$66	−$61	−$127 127.5 bp	$500 20x	126.8 bp	132.4 bp	116.2-233.0 bp
KuCoin XLEUSDTM	61.490	0.060%/0.020%	−$325	−$235	−$560 559.6 bp	$500 20x	504.2 bp	496.0 bp	262.8-741.3 bp
Gate XLE_USDT	61.500	0.075%/0.020%	持仓量和成交量均低于 $100k：未采样
Bitget XLEUSDT	61.510	0.060%/0.020%	持仓量和成交量均低于 $100k：未采样
BloFin XLE-USDT	61.530	0.060%/0.020%	持仓量和成交量均低于 $100k：未采样
HTX XLE-USDT	61.605	0.060%/0.020%	持仓量和成交量均低于 $100k：未采样
Aster XLEUSDT	61.497	0.040%/0.000%	持仓量和成交量均低于 $100k：未采样
SunX XLE-USDT	61.495	0.040%/0.020%	订单簿容纳不下该仓位（每侧约 $7.6k）

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。