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updated —AAPL Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.50%
7d Period Avg+3.87%
swing±19.85%
LONG Lighter · now
+3.51%
7d avg:+1.76%
SHORT Ondo · nowAAPL-USD.P
+22.00%
7d avg:+5.63%
Entry Spread Now
+0.270%
In your favorL ask 355.7600 · S bid 356.7200+$26.98 at entry
24h range −0.10%…+0.18% · median +0.05%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.015%/taker0.035%
Loading Funding History…
↗Total PnL
−$8.37
−0.08%
$Avg Daily PnL
+$1.06
+0.0106%
★Best Day
+$1.97
Nov 12
◎Open Interest
Lighter$5.10M
Ondo$1.80M⚡Funding APR
+3.87%
annualized · funding only
⚠Execution Cost
−$15.79
entry + exit fees
⏱Payback
14.9d
to break even
◧24h Volume
Lighter$13.07MOndo$2.23MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$15.79 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.