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updated —AAVE Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.13%
1d Period Avg+37.26%
swing±25.60%
LONG Lighter · now
−14.03%
1d avg:−13.15%
SHORT BloFin · now
+24.11%
1d avg:+24.11%
Entry Spread Now
+0.009%
NeutralL 126.4480 · S 126.4600
24h range −0.10%…+0.25% · median +0.05%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$8.13
−0.08%
$Avg Daily PnL
+$13.31
+0.1331%
★Best Day
+$10.84
Nov 2
◎Open Interest
Lighter$5.70M
BloFin$3.40M⚡Funding APR
+48.58%
annualized · funding only
⚠Execution Cost
−$21.44
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
Lighter$5.33MBloFin$2.44MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$21.44 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.