ROSE · Convergence Trade
Sparse data (30% 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 0.13% 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 | +$13.22 | -$36.78 | -$86.78 |
| Round-trip fees | −$24.00 | −$24.00 | −$24.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.01 | +$0.01 | +$0.01 |
| Net potential | -$10.77 | -$60.77 | -$110.77 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.13%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 188 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.
BloFin(cex)- Mark Price
- $0.005295
- Exchange Ticker
- ROSE-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- +10.43%
- OI
- $207.77K
- 24h Vol
- $17.11K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
Toobit(cex)- Mark Price
- $0.005302
- Exchange Ticker
- ROSE-SWAP-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- +10.97%
- OI
- $20.91K
- 24h Vol
- $163.72K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short86 long / 148 short samples · 2 days · auto-refresh every 30s