LDO · Convergence Trade
Profit Calculator
Slippage is not in these figures yet — the order book is still loading. Breakeven is understated and tradeability overstated until it arrives; wait for the refresh before judging the trade.
Three scenarios: the current spread 0.21% compresses to the target (0% = full convergence). Sized at $10,000 per leg.
| If spread converges to↓ target spread | 0% | 0.50% | 1.00% |
|---|---|---|---|
| Gross profit | +$21.46 | -$28.54 | -$78.54 |
| Round-trip fees | −$4.00 | −$4.00 | −$4.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.05 | +$0.05 | +$0.05 |
| Net potential | +$17.51 | -$32.49 | -$82.49 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.19% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 68 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 · 283 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
- $0.4427
- Exchange Ticker
- LDO_USDT
- Taker / Maker
- 0.02% / 0%
- Funding APR(8h)
- +6.25%
- OI
- $8.55M
- 24h Vol
- $5.86M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $0.4436
- Exchange Ticker
- LDO-USDC
- Taker / Maker
- 0% / 0%
- Funding APR(1h)
- +10.52%
- OI
- $1.06M
- 24h Vol
- $692.68K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short260 long / 264 short samples · 2 days · auto-refresh every 30s