TAO · 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 | +$6.41 | -$43.59 | -$93.59 |
| Round-trip fees | −$18.00 | −$18.00 | −$18.00 |
| Slippage(orderbook) | −$84.68 | −$84.68 | −$84.68 |
| Funding drag(est. 1h hold) | +$0.31 | +$0.31 | +$0.31 |
| Net potential | -$95.96 | -$145.96 | -$195.96 |
⏱ Hold time (estimated from history)
Exit target: spread compresses to the median 0.05% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 51 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 · 280 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
- $195.8245
- Exchange Ticker
- TAOUSD
- Taker / Maker
- 0.03% / 0%
- Funding APR(1h)
- +10.00%
- OI
- $4.85K
- 24h Vol
- $0.00
BloFin(cex)- Mark Price
- $195.9500
- Exchange Ticker
- TAO-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +37.23%
- OI
- $2.97M
- 24h Vol
- $2.45M
276 long / 277 short samples · 2 days · auto-refresh every 30s