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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 ~5.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.63%
3d Period Avg+4.23%
swing±3.79%
LONG Aster · nowXAUUSD1
−2.12%
3d avg:+0.75%
SHORT Lighter · now
+3.51%
3d avg:+4.98%
Entry Spread Now
−0.082%
Against youL ask 4,160.75 · S bid 4,157.33−$8.22 at entry
24h range −0.22%…−0.03% · median −0.06%
Long pays every4hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$5.48
−0.05%
$Avg Daily PnL
+$1.20
+0.0120%
★Best Day
+$2.04
Oct 15
◎Open Interest
Aster$96.71M
Lighter$16.17M⚡Funding APR
+4.40%
annualized · funding only
⚠Execution Cost
−$9.09
entry + exit fees
⏱Payback
7.5d
to break even
◧24h Volume
Aster$56.97MLighter$4.86MLoading 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 (−$9.09 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.