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updated —AMZN Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~29d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.02%
3d Period Avg+2.06%
swing±0.83%
LONG Lighter · now
+3.51%
3d avg:+3.46%
SHORT Ondo · nowAMZN-USD.P
+5.52%
3d avg:+5.52%
Entry Spread Now
−1.231%
Against youL ask 267.6450 · S bid 264.3500−$123.11 at entry
24h range −0.13%…+0.28% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.015%/taker0.035%
Loading Funding History…
↗Total PnL
−$14.40
−0.14%
$Avg Daily PnL
+$0.56
+0.0056%
★Best Day
+$0.55
Nov 12
◎Open Interest
Lighter$3.07M
Ondo$763.6K⚡Funding APR
+2.06%
annualized · funding only
⚠Execution Cost
−$16.09
entry + exit fees
⏱Payback
28.5d
to break even
◧24h Volume
Lighter$38.10MOndo$1.76MLoading 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 (−$16.09 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.