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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 ~4.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.29%
7d Period Avg+20.30%
swing±14.82%
LONG TxFlow · now
−0.77%
7d avg:−6.11%
SHORT Lighter · now
+10.52%
7d avg:+14.19%
Entry Spread Now
+0.128%
In your favorL 0.005461 · S 0.005468+$12.82 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
+$25.76
+0.26%
$Avg Daily PnL
+$5.56
+0.0556%
★Best Day
+$12.39
Oct 5
◎Open Interest
TxFlow$589.5K
Lighter$2.57M⚡Funding APR
+20.29%
annualized · funding only
⚠Execution Cost
−$13.15
entry + exit fees
⏱Payback
2.4d
to break even
◧24h Volume
TxFlow$564.2KLighter$2.09MLoading 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 (−$13.15 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.