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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.33%
3d Period Avg+24.62%
swing±15.28%
LONG OKX · nowDRAM-USDT-SWAP
+5.60%
3d avg:+3.13%
SHORT Lighter · now
+28.93%
3d avg:+27.75%
Entry Spread Now
+0.056%
In your favorL 61.0000 · S 61.0340+$5.57 if it converges
24h range −0.65%…+0.39% · median −0.01%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$10.00
+0.10%
$Avg Daily PnL
+$6.67
+0.0667%
★Best Day
+$7.21
Sep 29
◎Open Interest
OKX$5.64M
Lighter$1.06M⚡Funding APR
+24.33%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
OKX$4.30MLighter$1.23MLoading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.