ARBHUB Funding · Price · Spread

Funding-rate arbitrage

Two venues pay different funding on the same perp. Long where it is low, short where it pays, collect the gap every settlement.

What funding is

A perpetual future has no expiry, so exchanges use a funding rate to keep its price tied to the underlying. At every settlement — typically each 1, 4 or 8 hours — one side of the market pays the other. Positive funding: longs pay shorts. Negative funding: shorts pay longs. The rate is set per venue, from that venue’s own premium and interest model.

Why venues diverge

Each exchange computes funding from its own order flow. A coin heavily shorted on one venue and heavily longed on another will show two different rates for the same asset — sometimes with opposite signs. Divergence is largest on mid- and small-cap perps, where a single large position can tilt one venue’s premium.

The trade

Hold the same size long on the venue where funding is low (or negative) and short on the venue where funding is high. Price exposure cancels: the asset can move anywhere and the two legs offset. What remains is the funding differential, collected at each settlement.

A real captured row: ZIL quoted -0.105% per 4h on KuCoin and +0.320% per 8h on Phemex.

At $10,000 per leg that is $53 per 8h window — about $159 a day, before fees, slippage and basis. The matrix computes exactly this number for every asset and ranks by it.

What actually decides profitability

The collected spread is the gross side. Against it:

Note Funding accrues to whoever holds the position at settlement. Enter one minute before the timestamp and you collect the full interval; exit one minute before and you collect nothing.