Two venues pay different funding on the same perp. Long where it’s low, short where it pays — collect the gap every settlement.
Buy the asset on spot, short its perp on another venue. Price risk cancels — the perp’s funding becomes yield.
The same asset is priced differently across venues. Long the cheap leg, short the rich one — profit as the gap closes.
* spread /8h × 3 × 365
ARBHUB watches funding and basis across 10 exchanges and 1,018 assets. Free. No signup.
Open the live matrix →Read the matrix
Every asset × every venue. Funding normalized to one window, priced, and ranked by the widest gap.
01 02 03 04 05 06 07 08 Drill into any pair
Two venues side by side — live quotes, orderbook depth, funding schedule and the full cost picture at your notional.
01 02 03 04 05 06 07 08 How the numbers are made
- Data
- Native exchange feeds — 10 venues, funding and mark prices as published.
- Normalization
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Funding intervals of
1h / 4h / 8hare normalized to a common/8hrate before comparison. - ≈APR
spread /8h × 3 × 365. A scale for comparison, not a forecast.- Freshness
- Quotes refresh about every 30 seconds; venues with stale feeds are flagged, not hidden.
Coming soon
Alerts
Your spread conditions → Telegram. Set the asset, the threshold, the window — get pinged when it prints.
Coming soon — the waitlist is not wired up yet.
Balances
Cross-exchange equity view — every venue, one number, one page.