TIA · Convergence Trade
Profit Calculator
Three scenarios: the current spread 0.17% 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 | +$16.87 | -$33.13 | -$83.13 |
| Round-trip fees | −$21.00 | −$21.00 | −$21.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.19 | −$0.19 | −$0.19 |
| Net potential | -$4.32 | -$54.32 | -$104.32 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.21%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 7d · 1,804 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
- $0.3014
- Exchange Ticker
- TIA
- Taker / Maker
- 0.045% / 0.015%
- Funding APR(1h)
- +10.95%
- OI
- $9.60K
- 24h Vol
- $29.73K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $0.3019
- Exchange Ticker
- TIAUSDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- -5.98%
- OI
- $29.44M
- 24h Vol
- $8.03M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short1492 long / 1606 short samples · 8 days · auto-refresh every 30s