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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 ~4.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.31%
3d Period Avg+7.45%
swing±31.18%
LONG WEEX · now
−10.80%
3d avg:−11.00%
SHORT Lighter · now
+3.51%
3d avg:−3.55%
Entry Spread Now
+0.043%
Eaten by executionL 280.8500 · S 280.9700+$4.27 if it converges
24h range +0.01%…+0.06% · median +0.03%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$9.38
−0.09%
$Avg Daily PnL
+$2.21
+0.0221%
★Best Day
+$3.92
Sep 27
◎Open Interest
WEEX$5.16M
Lighter$59.5K⚡Funding APR
+8.05%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
7.3d
to break even
◧24h Volume
WEEX$129.3KLighter—Loading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.