AAVE · Convergence Trade
Profit Calculator
Slippage is not in these figures yet — the order book is still loading. Breakeven is understated and tradeability overstated until it arrives; wait for the refresh before judging the trade.
Three scenarios: the current spread 0.23% compresses to the target (0% = full convergence). Sized at $10,000 per leg.
| If spread converges to↓ target spread | 0% | 0.50% | 1.00% |
|---|---|---|---|
| Gross profit | +$22.88 | -$27.12 | -$77.12 |
| Round-trip fees | −$10.00 | −$10.00 | −$10.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.04 | +$0.04 | +$0.04 |
| Net potential | +$12.92 | -$37.08 | -$87.08 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.09% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 20 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 · 282 samples
Variational(dex)- Mark Price
- $107.0065
- Exchange Ticker
- AAVE
- Taker / Maker
- 0% / 0%
- Funding APR(8h)
- +4.39%
- OI
- $2.30M
- 24h Vol
- $1.27M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Pionex(cex)- Mark Price
- $107.2514
- Exchange Ticker
- AAVE_USDT_PERP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- +7.81%
- OI
- $728.97K
- 24h Vol
- $3.76M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short282 long / 281 short samples · 2 days · auto-refresh every 30s