HK0700 · 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 1.17% 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 | +$117.07 | +$67.07 | +$17.07 |
| Round-trip fees | −$12.00 | −$12.00 | −$12.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.41 | +$0.41 | +$0.41 |
| Net potential | +$105.48 | +$55.48 | +$5.48 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 1.22%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 125 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.
- Mark Price
- $447.6100
- Exchange Ticker
- HK0700_USDT
- Taker / Maker
- 0.01% / 0%
- Funding APR(8h)
- +62.52%
- OI
- $110.45K
- 24h Vol
- $122.58K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $452.8500
- Exchange Ticker
- HK0700-USDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- +98.26%
- OI
- $43.76K
- 24h Vol
- $392.22K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short78 long / 77 short samples · 2 days · auto-refresh every 30s