AAVE · Convergence Trade
Current Spread
updated 0s ago+0.144%higher than 89% of spread values(window 1D)
long $95.6520 · short $95.7900(long 4m / short 2m old)
market median $95.8490· long -0.2%· short -0.1%
Profit Calculator
Three scenarios: the current spread 0.14% 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 | +$14.43 | -$35.57 | -$85.57 |
| Round-trip fees | −$18.00 | −$18.00 | −$18.00 |
| Slippage(not modeled) | — | — | — |
| Funding drag(est. 1h hold) | +$0.58 | +$0.58 | +$0.58 |
| Net potential | -$5.04 | -$55.04 | -$105.04 |
Breakeven move 0.1947%·Tradeability: 0.7× round-trip cost · do not trade — spread below breakeven
⏱ Hold time (estimated from history)
~12mintypical time to exit(usually ~6min–~18min)
Exit target: spread compresses to the median 0.06% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 42 comparable episodes over 1D. Check the position roughly every ~1h.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 271 samples
Current
+0.144%
89 pct
Median
+0.039%
Average
+0.030%
P25 → P75
-0.007% … +0.082%
Range
-0.534% … +0.450%
Std dev
±0.114%
Size$
chart range
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LONG
Reya(dex)
- Mark Price
- $95.6520
- Exchange Ticker
- AAVERUSDPERP
- Taker / Maker
- 3 / 1 bps
- Funding APR(1h)
- -28.72%
- OI
- $8.07K
- 24h Vol
- $21.76K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade LongSHORT
BloFin(cex)
- Mark Price
- $95.7900
- Exchange Ticker
- AAVE-USDT
- Taker / Maker
- 6 / 2 bps
- Funding APR(8h)
- +21.70%
- OI
- $3.39M
- 24h Vol
- $2.56M
256 long / 222 short samples · 2 days · auto-refresh every 30s