ZEC · Convergence Trade
Current Spread (mark)
updated 41s ago+0.157%higher than 87% of spread values(window 1D)
long $903.0800 · short $904.4950
Entry Spread (order book)+0.817%on $10,000
long $901.8433 · short $909.2097(average execution prices, not mark)
market median $903.0400· long +0.0%· short +0.2%
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
Three scenarios: the current spread 0.16% 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 | +$15.67 | -$34.33 | -$84.33 |
| Round-trip fees | −$10.00 | −$10.00 | −$10.00 |
| Slippage(orderbook) | −$3.60 | −$3.60 | −$3.60 |
| Funding drag(est. 1h hold) | −$0.01 | −$0.01 | −$0.01 |
| Net potential | +$2.06 | -$47.94 | -$97.94 |
Breakeven move 0.1361%·Tradeability: 1.2× round-trip cost · marginal — barely covers costs
⏱ Hold time (estimated from history)
~12mintypical time to exit(usually ~6min–~18min)
Exit target: spread compresses to the median 0.08% (full convergence to 0 is rare — holding to zero usually makes no sense).
Based on 40 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 · 283 samples
Current
+0.157%
87 pct
Median
+0.074%
Average
+0.073%
P25 → P75
+0.022% … +0.121%
Range
-0.432% … +0.556%
Std dev
±0.111%
tf
LONG
Pionex(cex)
- Mark Price
- $903.0800
- Exchange Ticker
- ZEC_USDT_PERP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- +10.96%
- OI
- $2.17M
- 24h Vol
- $27.24M
SHORT
Lighter(dex)
- Mark Price
- $904.4950
- Exchange Ticker
- ZEC-USDC
- Taker / Maker
- 0% / 0%
- Funding APR(1h)
- +10.52%
- OI
- $9.48M
- 24h Vol
- $28.99M
281 long / 283 short samples · 2 days · auto-refresh every 30s