·5 min
资金费率套利入门:跨交易所的市场中性收益
在费率低的一侧做多、在费率高的一侧做空——每天最多三次结算,不赌方向。
Perpetual futures pay or receive a funding rate every eight hours on most venues. Rates diverge because leverage demand differs by exchange and by coin.
A classic funding arb is long the low-rate venue and short the high-rate venue in equal notional size. Spot price moves cancel out; the edge is the funding differential after fees.
Arbitrex surfaces live funding spreads next to futures and spot-futures routes so you can compare strategies on the same screen before opening a trigger.