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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 ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+144.00%
30d Period Avg+0.16%
swing±10.41%
LONG BloFin · now
+5.90%
30d avg:+10.94%
SHORT Lighter · now
+149.90%
30d avg:+11.10%
Entry Spread Now
+0.398%
In your favorL 0.08119 · S 0.08151+$39.78 if it converges
24h range −0.32%…+0.50% · median +0.02%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$10.68
−0.11%
$Avg Daily PnL
+$0.04
+0.0004%
★Best Day
+$4.60
Sep 27
◎Open Interest
BloFin$780.8K
Lighter$552.5K⚡Funding APR
+0.16%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
9.1mo
to break even
◧24h Volume
BloFin$119.1KLighter$614.6KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.