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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−39.51%
3d Period Avg+35.80%
swing±77.39%
LONG OKX · nowSAMSUNG-USDT-SWAP
−20.98%
3d avg:−29.01%
SHORT Lighter · nowSAMSUNGUSD-USDC
−60.49%
3d avg:+6.79%
Entry Spread Now
+0.209%
In your favorL 198.9100 · S 199.3250+$20.86 if it converges
24h range −0.40%…+0.53% · median +0.00%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$13.49
+0.13%
$Avg Daily PnL
+$7.83
+0.0783%
★Best Day
+$12.54
Sep 29
◎Open Interest
OKX$6.69M
Lighter$1.73M⚡Funding APR
+28.58%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
OKX$16.05MLighter$6.00MLoading 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.