Cross-Perpetual Funding Arbitrage
Inspect cross-exchange funding spreads, quote currency differences, and annualized arbitrage estimates with a single shared dashboard shell.
This page maps to the cross-perpetual funding template and uses the backend’s public first-party source.
Funding history
Cross-quote funding chart
Historical funding series for the selected USD-style quote pair are loaded from the backend API and filtered locally by period.
Position inputs
Lower funding becomes long. Higher funding becomes short.
Estimated Results
Long the lower spread • Short the higher spread
Expected PnL (7D)
$0.00
ROI (7D)
0.00%
Risk
LOW
📊 Strategy Mechanics
Simultaneously long the lower funding pair and short the higher funding pair. You hedge the price risk—gains and losses offset—while earning the funding spread. Leverage amplifies the notional size without increasing your actual capital deployed.
Quote A Funding (7D)
--%
Cumulative rate
Quote B Funding (7D)
--%
Cumulative rate
Spread (7D)
--%
Absolute difference
Annualized Arbitrage
--%
Estimated APR
Fetching market data...
Recent history
Quote A / Quote B| Time (UTC) | Quote A (%) | Quote B (%) | Differential (%) |
|---|---|---|---|
| No funding history loaded yet | |||
Public funding overview
Cross-perpetual opportunities are the most straightforward to explain and the easiest to validate against the public funding dataset. The page keeps the structure compact so users can compare opportunities quickly.
Risk controls
Even when the spread looks attractive, margin and execution risk can overwhelm the edge. The page calls this out directly instead of hiding the cost behind template clutter.