ZBT · Convergence Trade
Sparse data (10% 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 0.17% 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 | +$16.59 | -$33.41 | -$83.41 |
| Round-trip fees | −$13.00 | −$13.00 | −$13.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.08 | −$0.08 | −$0.08 |
| Net potential | +$3.51 | -$46.49 | -$96.49 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.27%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 7d · 341 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
- $0.07696
- Exchange Ticker
- ZBT-USD
- Taker / Maker
- 0.025% / 0%
- Funding APR(1h)
- -89.35%
- OI
- $2.35K
- 24h Vol
- $131.99K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $0.07708
- Exchange Ticker
- ZBTUSDT
- Taker / Maker
- 0.04% / 0.01%
- Funding APR(1h)
- -96.04%
- OI
- $19.51K
- 24h Vol
- $35.11K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short194 long / 201 short samples · 3 days · auto-refresh every 30s