ARB · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.29% 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 | +$28.70 | -$21.30 | -$71.30 |
| Round-trip fees | −$15.00 | −$15.00 | −$15.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.01 | −$0.01 | −$0.01 |
| Net potential | -$33.14 | -$83.14 | -$133.14 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.16% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 19 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 · 202 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.
Extended(dex)- Mark Price
- $0.07508
- Exchange Ticker
- ARB-USD
- Taker / Maker
- 0.025% / 0%
- Funding APR(1h)
- +11.39%
- OI
- $160.27K
- 24h Vol
- $1.69M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
ApeX(dex)- Mark Price
- $0.07530
- Exchange Ticker
- ARB-USDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(1h)
- +10.95%
- OI
- $50.23K
- 24h Vol
- $272.41K
194 long / 195 short samples · 2 days · auto-refresh every 30s