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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 ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.60%
7d Period Avg+23.35%
swing±27.27%
LONG OKX · nowGRASS-USDT-SWAP
+10.96%
7d avg:+10.96%
SHORT Lighter · now
+31.56%
7d avg:+34.31%
Entry Spread Now
+0.262%
In your favorL 0.7187 · S 0.7206+$26.16 if it converges
24h range −1.43%…+3.19% · median +0.24%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$34.22
+0.34%
$Avg Daily PnL
+$6.32
+0.0632%
★Best Day
+$10.58
Sep 30
◎Open Interest
OKX$7.00M
Lighter$1.52M⚡Funding APR
+23.06%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
OKX$31.04MLighter$257.0KLoading 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.