TIA · Convergence Trade
Current Spread (mark)
⚠ data may be stale · 5m old+0.027%higher than 78% of spread values(window 1D)
long $0.3662 · short $0.3663(long 5m / short 40s old)
Entry Spread (order book)-0.235%on $10,000
long $0.3666 · short $0.3658(average execution prices, not mark)
market median $0.3663· long -0.0%· short +0.0%
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
This spread does not cover its own costs
The spread is 0.03%, but entry and exit cost 0.27% of the position. The trade is a loss at entry regardless of how the spread moves afterwards. Reduce the size, or pick another pair.
Three scenarios: the current spread 0.03% 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 | +$2.73 | -$47.27 | -$97.27 |
| Round-trip fees | −$27.00 | −$27.00 | −$27.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$0.11 | +$0.11 | +$0.11 |
| Net potential | -$24.16 | -$74.16 | -$124.16 |
Breakeven move 0.2689%·Tradeability: 0.1× round-trip cost · do not trade — spread below breakeven
⏱ 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 · 278 samples
Current
+0.027%
78 pct
Median
-0.078%
Average
-0.082%
P25 → P75
-0.174% … +0.025%
Range
-2.690% … +0.811%
Std dev
±0.261%
tf
LONG
Gate.io(cex)
Gate.io(cex)- Mark Price
- $0.3662
- Exchange Ticker
- TIA_USDT
- Taker / Maker
- 0.075% / -0.01%
- Funding APR(4h)
- -14.90%
- OI
- $3.47M
- 24h Vol
- $2.84M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade LongSHORT
BloFin(cex)
BloFin(cex)- Mark Price
- $0.3663
- Exchange Ticker
- TIA-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- -5.05%
- OI
- $699.75K
- 24h Vol
- $689.55K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short255 long / 250 short samples · 2 days · auto-refresh every 30s