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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 ~10d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.86%
3d Period Avg+12.79%
swing±2.56%
LONG TxFlow · now
+5.66%
3d avg:−2.27%
SHORT Lighter · now
+10.52%
3d avg:+10.52%
Entry Spread Now
+0.165%
In your favorL 0.005450 · S 0.005459+$16.51 if it converges
24h range −0.16%…+0.49% · median +0.14%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$3.31
−0.03%
$Avg Daily PnL
+$3.50
+0.0350%
★Best Day
+$3.86
Oct 8
◎Open Interest
TxFlow$594.9K
Lighter$2.57M⚡Funding APR
+12.78%
annualized · funding only
⚠Execution Cost
−$13.82
entry + exit fees
⏱Payback
4.0d
to break even
◧24h Volume
TxFlow$561.5KLighter$2.03MLoading 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 (−$13.82 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.