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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 ~5.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.59%
7d Period Avg+1.27%
swing±15.17%
LONG dYdX · now
−0.07%
7d avg:−0.40%
SHORT Lighter · now
+10.52%
7d avg:+0.87%
Entry Spread Now
+0.303%
In your favorL ask 105.0700 · S bid 105.3880+$30.27 at entry
24h range −0.03%…+0.22% · median +0.07%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$14.77
−0.15%
$Avg Daily PnL
+$0.30
+0.0030%
★Best Day
+$2.85
Oct 13
◎Open Interest
dYdX$4.28M
Lighter$16.17M⚡Funding APR
+1.09%
annualized · funding only
⚠Execution Cost
−$16.86
entry + exit fees
⏱Payback
1.9mo
to break even
◧24h Volume
dYdX$5.30MLighter$56.21MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$16.86 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.