| Symbol | Exchange | Spread | Net Funding | Funding Rate | 24H Vol | Open Interest | Index Diff | Action |
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Futures Arbitrage: Real-Time Cross-Exchange Perpetual Spreads
About this page
Futures-futures arbitrage goes long a coin's perpetual contract on one exchange and short the same contract on another, profiting from price convergence and the funding rate difference. This page aggregates tradable spreads across Binance, OKX, Bybit, Bitget, Gate, HTX, Aster and Hyperliquid in real time, filterable by exchange, funding interval and 24h turnover.
- How is the futures spread calculated?
- From executable order book prices: open spread = 2 × (short-side best bid − long-side best ask) ÷ (their sum) × 100%; close spread = 2 × (short-side best ask − long-side best bid) ÷ (their sum) × 100%.
- Why does the funding rate matter?
- Perpetual contracts exchange funding between longs and shorts every settlement interval. When the rate is positive shorts receive and longs pay, and the reverse when it is negative, so the funding difference between the two legs keeps affecting returns. The list shows each leg's current rate, interval and rate cap.