KSM · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.20% 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 | +$19.90 | -$30.10 | -$80.10 |
| Round-trip fees | −$15.00 | −$15.00 | −$15.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.53 | −$0.53 | −$0.53 |
| Net potential | +$4.37 | -$45.63 | -$95.63 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.17% (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 · 220 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
- $2.8583
- Exchange Ticker
- KSM-USD
- Taker / Maker
- 0.025% / 0%
- Funding APR(1h)
- -7.88%
- OI
- $89.86K
- 24h Vol
- $602.93K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Gate.io(cex)- Mark Price
- $2.8640
- Exchange Ticker
- KSM_USDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- -54.09%
- OI
- $71.22K
- 24h Vol
- $23.28K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short192 long / 188 short samples · 2 days · auto-refresh every 30s