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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 ~3.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.12%
7d Period Avg+26.85%
swing±34.79%
LONG OKX · nowETHFI-USDT-SWAP
−0.60%
7d avg:+8.13%
SHORT Lighter · now
+10.52%
7d avg:+34.98%
Entry Spread Now
+0.342%
In your favorL 0.7436 · S 0.7461+$34.16 if it converges
24h range −1.05%…+0.67% · median +0.12%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$41.01
+0.41%
$Avg Daily PnL
+$7.29
+0.0729%
★Best Day
+$18.03
Sep 26
◎Open Interest
OKX$5.29M
Lighter$1.38M⚡Funding APR
+26.60%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
OKX$14.21MLighter$748.5KLoading 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.