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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.44%
3d Period Avg+5.35%
swing±10.78%
LONG OKX · nowETHFI-USDT-SWAP
+10.96%
3d avg:+7.96%
SHORT Lighter · now
+10.52%
3d avg:+13.31%
Entry Spread Now
+0.095%
In your favorL 0.7352 · S 0.7359+$9.52 if it converges
24h range −1.05%…+0.67% · median +0.11%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$5.42
−0.05%
$Avg Daily PnL
+$1.53
+0.0153%
★Best Day
+$2.43
Sep 30
◎Open Interest
OKX$5.35M
Lighter$1.35M⚡Funding APR
+5.57%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
6.5d
to break even
◧24h Volume
OKX$12.83MLighter$758.5KLoading 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.