DATA · Convergence Trade
Sparse data (27% of expected samples) — statistics may be unreliable
Forward-fill used for gaps in mark-price history. Smaller window or current spread reading more trustworthy than long-range stats.
Profit Calculator
Three scenarios: the current spread 0.46% 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 | +$45.69 | -$4.31 | -$54.31 |
| Round-trip fees | −$14.00 | −$14.00 | −$14.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.15 | +$0.15 | +$0.15 |
| Net potential | -$26.51 | -$76.51 | -$126.51 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.11% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 10 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 · 116 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.
MEXC(cex)- Mark Price
- $0.1751
- Exchange Ticker
- DATA_USDT
- Taker / Maker
- 0.01% / 0%
- Funding APR(4h)
- -183.96%
- OI
- $160.08K
- 24h Vol
- $301.05K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
BloFin(cex)- Mark Price
- $0.1759
- Exchange Ticker
- DATA-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- -170.83%
- OI
- $115.11K
- 24h Vol
- $21.68K
79 long / 81 short samples · 2 days · auto-refresh every 30s