AAVE · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.05% compresses to the target (0% = full convergence). Sized at $10,000 per leg.
| If spread converges to↓ target spread | 0% | 0.5% | 1.0% |
|---|---|---|---|
| Gross profit | +$4.65 | -$45.35 | -$95.35 |
| Round-trip fees | −$22.00 | −$22.00 | −$22.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.45 | +$0.45 | +$0.45 |
| Net potential | -$31.85 | -$81.85 | -$131.85 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.09%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 277 samples
Live spread — order book
on size $10,000Rebuilt from stored order books (last 3h) and updated every ~15s while the page is open. IN is the spread to open the position, OUT is the spread to close it; positive means the trade works in your favour. Both are walked for your position size, so they already include what depth costs you.
KuCoin(cex)- Mark Price
- $85.9700
- Exchange Ticker
- AAVEUSDTM
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- -1.53%
- OI
- $19.00M
- 24h Vol
- $849.69K
N1(dex)- Mark Price
- $86.0100
- Exchange Ticker
- AAVE
- Taker / Maker
- 0.05% / 0.01%
- Funding APR(1h)
- +37.67%
- OI
- $7.92K
- 24h Vol
- $29.44
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short273 long / 274 short samples · 2 days · auto-refresh every 30s