LIGHT · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.08% 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 | +$8.25 | -$41.75 | -$91.75 |
| Round-trip fees | −$20.00 | −$20.00 | −$20.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.16 | +$0.16 | +$0.16 |
| Net potential | -$11.59 | -$61.59 | -$111.59 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.14%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 7d · 1,936 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
- $0.1729
- Exchange Ticker
- LIGHTUSDT
- Taker / Maker
- 0.04% / 0.01%
- Funding APR(1h)
- +10.95%
- OI
- $26.84K
- 24h Vol
- $9.41K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $0.1730
- Exchange Ticker
- LIGHT-SWAP-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +24.68%
- OI
- $7.62K
- 24h Vol
- $2.90M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short1561 long / 1924 short samples · 8 days · auto-refresh every 30s