KSM · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.06% 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 | +$6.31 | -$43.69 | -$93.69 |
| Round-trip fees | −$15.00 | −$15.00 | −$15.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.96 | −$0.96 | −$0.96 |
| Net potential | -$9.65 | -$59.65 | -$109.65 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.20%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 7d · 1,866 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
- $2.8592
- Exchange Ticker
- KSM-USD
- Taker / Maker
- 0.025% / 0%
- Funding APR(1h)
- -5.26%
- OI
- $89.79K
- 24h Vol
- $539.46K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Gate.io(cex)- Mark Price
- $2.8610
- Exchange Ticker
- KSM_USDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- -89.46%
- OI
- $71.34K
- 24h Vol
- $22.84K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short1597 long / 1569 short samples · 8 days · auto-refresh every 30s