TIA · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.09% 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 | +$8.62 | -$41.38 | -$91.38 |
| Round-trip fees | −$12.00 | −$12.00 | −$12.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$1.06 | +$1.06 | +$1.06 |
| Net potential | -$2.32 | -$52.32 | -$102.32 |
⏱ 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 37 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 · 252 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.
Lighter(dex)- Mark Price
- $0.3016
- Exchange Ticker
- TIA-USDC
- Taker / Maker
- 0% / 0%
- Funding APR(1h)
- -39.42%
- OI
- $181.99K
- 24h Vol
- $63.15K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long
BloFin(cex)- Mark Price
- $0.3019
- Exchange Ticker
- TIA-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +53.05%
- OI
- $560.51K
- 24h Vol
- $227.23K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short216 long / 219 short samples · 2 days · auto-refresh every 30s