ARBHUB Funding · Price · Spread

Spread moves against you

Convergence trades can diverge first. Mark-to-market pain is real even when the thesis is right, and basis entry is not a guaranteed exit.

Divergence before convergence

A basis trade earns if the gap closes. Nothing forces it to close on your schedule. The same flow that opened a 1% gap can push it to 2% — a delisting rumor hardens, a liquidation cascade extends, the thin venue keeps getting hit in one direction. You are mark-to-market negative on the pair while waiting for a reversion that arrives late or not at all.

Mark-to-market pain vs settlement income

The two-leg position is price-neutral on the asset, not on the spread. Your P&L is the spread itself:

The practical failure mode is running out of patience or margin at maximum divergence — closing at the worst mark, then watching the gap close without you.

Entry basis is not exit basis

The Spread page quotes basis two ways: at entry (cross the books now, VWAP at your size) and at exit (unwind at the other side of both books). They differ by two bid-ask spreads plus depth. On thin pairs the round trip through both books can cost more than the visible gap — the trade was never there at executable prices, only at mids.

Convergence of mids also does not guarantee convergence of your prices: if depth on the rich venue collapses while the gap closes, exiting the short there eats the gain.

Sizing against divergence

Note "Can I hold this to convergence?" is a margin question. Answer it with the Margin & liquidation page open.