● 价差机会 · 每 15 秒重算 · 纽约 10:31:07
扣掉手续费,价差还剩多少?
同一只股票的代币在不同交易所报价不同,永续合约和现货之间还有基差和资金费。这里按低价所的卖一买入、高价所的买一卖出,扣除两边的吃单手续费,再用盘口前 100 档估算:在净价差仍为正的前提下,最多能成交多少美元。
先看口径本页只按公开行情做计算,不是投资建议。没有计入充提时间、提币费和链上手续费、跨所资金占用、借贷成本;行情每 15 秒、盘口约每 30 秒更新一次,你看到时机会可能已经消失。不同发行方的代币(例如 xStocks 和 Ondo)不能互相转换,只能靠两边预先备好的库存来做。
扣费后为正
11 / 192
毛价差为正的跨所组合中
最高净价差
+2.47%
MCD ·
MEXC ›
Gate
可成交 ≥ $1 万
10
跨所价差与期现组合合计
最高资金费年化
+268.71%
KORU ·
Bitget永续 · 每 8 小时结算
01 — 跨所价差低价所买入,高价所卖出
现货代币 · 24h 成交额 ≥ $1 万 · 按净价差排序| 标的 | 买入 · 卖一 | 卖出 · 买一 | 净价差 | 可成交 | ||||
|---|---|---|---|---|---|---|---|---|
| +2.47% | $66 | |||||||
| +2.39% | $44 | |||||||
| +0.32% | $273 | |||||||
| +0.32% | $322 | |||||||
| +0.24% | $85 | |||||||
| +0.23% | $273 | |||||||
| +0.19% | $273 | |||||||
| +0.10% | 盘口已变 | |||||||
| +0.08% | $72 | |||||||
| +0.02% | 盘口已变 | |||||||
| +0.01% | 盘口已变 | |||||||
| -0.00% | — | |||||||
| -0.00% | — | |||||||
| -0.01% | — | |||||||
| -0.02% | — | |||||||
| -0.02% | — | |||||||
| -0.02% | — | |||||||
| -0.03% | — | |||||||
| -0.03% | — | |||||||
| -0.03% | — | |||||||
| -0.04% | — | |||||||
| -0.04% | — | |||||||
| -0.04% | — | |||||||
| -0.05% | — | |||||||
| -0.06% | — | |||||||
| -0.06% | — | |||||||
| -0.07% | — | |||||||
| -0.07% | — | |||||||
| -0.07% | — | |||||||
| -0.07% | — | |||||||
| -0.08% | — | |||||||
| -0.08% | — | |||||||
| -0.08% | — | |||||||
| -0.08% | — | |||||||
| -0.08% | — | |||||||
| -0.08% | — | |||||||
| -0.08% | — | |||||||
| -0.09% | — | |||||||
| -0.09% | — | |||||||
| -0.09% | — | |||||||
| -0.09% | — | |||||||
| -0.09% | — | |||||||
| -0.10% | — | |||||||
| -0.10% | — | |||||||
| -0.10% | — | |||||||
| -0.10% | — | |||||||
| -0.10% | — | |||||||
| -0.11% | — | |||||||
| -0.11% | — | |||||||
| -0.11% | — | |||||||
| -0.11% | — | |||||||
| -0.11% | — | |||||||
| -0.11% | — | |||||||
| -0.11% | — | |||||||
| -0.11% | — | |||||||
| -0.11% | — | |||||||
| -0.11% | — | |||||||
| -0.11% | — | |||||||
| -0.12% | — | |||||||
| -0.12% | — | |||||||
| 没有符合条件的价差 | ||||||||
02 — 期现基差买入现货,做空永续
按持有 30 天的粗略收益排序| 标的 | 买现货 · 卖一 | 空永续 · 买一 | 基差 | 年化 | 30 天粗估 | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| +0.07% | +268.71% | +21.83% | ||||||||
| -1.08% | +268.49% | +20.67% | ||||||||
| -0.21% | +192.61% | +15.32% | ||||||||
| -0.46% | +192.61% | +15.07% | ||||||||
| +0.41% | +169.29% | +14.00% | ||||||||
| -0.18% | +172.91% | +13.73% | ||||||||
| -0.43% | +172.91% | +13.48% | ||||||||
| -0.28% | +133.26% | +10.36% | ||||||||
| +0.00% | +102.49% | +8.11% | ||||||||
| -0.06% | +92.20% | +7.20% | ||||||||
| +0.20% | +86.27% | +6.99% | ||||||||
| +0.06% | +69.09% | +5.52% | ||||||||
| +0.10% | +68.44% | +5.40% | ||||||||
| -0.05% | +59.57% | +4.54% | ||||||||
| -0.02% | +53.16% | +4.05% | ||||||||
| +0.02% | +49.17% | +3.84% | ||||||||
| +0.04% | +47.52% | +3.74% | ||||||||
| +0.13% | +46.32% | +3.62% | ||||||||
| +0.10% | +40.62% | +3.12% | ||||||||
| +0.10% | +39.97% | +3.07% | ||||||||
| +0.11% | +39.09% | +3.00% | ||||||||
| +0.09% | +39.20% | +2.99% | ||||||||
| -0.07% | +40.84% | +2.97% | ||||||||
| +0.00% | +39.20% | +2.92% | ||||||||
| -0.06% | +39.20% | +2.87% | ||||||||
| +2.26% | +9.64% | +2.83% | ||||||||
| +0.01% | +35.05% | +2.59% | ||||||||
| +0.08% | +33.13% | +2.50% | ||||||||
| +0.09% | +31.65% | +2.47% | ||||||||
| +0.08% | +31.18% | +2.44% | ||||||||
| +0.09% | +30.88% | +2.41% | ||||||||
| +0.08% | +29.83% | +2.33% | ||||||||
| +0.06% | +31.33% | +2.33% | ||||||||
| -0.13% | +33.13% | +2.29% | ||||||||
| +0.04% | +29.73% | +2.29% | ||||||||
| +0.00% | +31.33% | +2.28% | ||||||||
| +0.01% | +31.18% | +2.27% | ||||||||
| +0.00% | +29.83% | +2.15% | ||||||||
| +2.30% | +0.00% | +2.10% | ||||||||
| +0.03% | +28.13% | +2.04% | ||||||||
| +0.07% | +26.39% | +1.92% | ||||||||
| +0.06% | +23.43% | +1.66% | ||||||||
| +0.06% | +17.04% | +1.16% | ||||||||
| +0.04% | +15.15% | +0.99% | ||||||||
| +0.08% | +11.64% | +0.74% | ||||||||
| +0.05% | +9.95% | +0.57% | ||||||||
| +0.08% | +9.47% | +0.56% | ||||||||
| +0.07% | +5.42% | +0.21% | ||||||||
| 没有符合条件的期现组合 | ||||||||||
表格里的交易所按钮是邀请链接,通过它注册我们可能获得返佣,不影响你的交易费率,也不影响机会的计算和排序。
口径与风险
手续费按什么算
两条腿都按吃单(taker)计算,默认用各交易所普通用户的公开费率。有 VIP 等级、平台币抵扣或挂单成交的话,实际成本更低,净价差会更高。
| 交易所 | 现货吃单 | 永续吃单 |
|---|---|---|
| 0.1% | 0.05% | |
| 0.1% | 0.05% | |
| 0.1% | 0.055% | |
| 0.1% | 0.06% | |
| 0.1% | 0.05% | |
| 0.05% | 0.02% | |
| 0.4% | 0.05% |
没有算进去的成本
- 充提和搬运:提币费、链上手续费、到账等待时间。同一发行方的代币理论上可以提到另一家,但不少交易所的股票代币不开放充提或只支持特定链。
- 资金占用:跨所价差需要两边同时备好资金和代币;不同发行方的代币不能互转,只能靠库存。
- 行情变化:盘口深度约每 30 秒更新一次,下单前请以交易所的实时盘口为准。
期现组合的风险
- 休市时的永续定价:美股休市(盘后、周末、节假日)时,永续合约的指数价格通常沿用最近的收盘价或由交易所按内部规则给出,标记价格可能和代币现货长时间偏离,资金费率也可能突然放大或反向。
- 开盘跳空与强平:空头一侧是带杠杆的合约。正股开盘大幅高开时,永续可能在现货跟上之前触发强平;保证金要留足,最好不用高杠杆。
- 资金费会变:年化只是把当期费率按不变外推,下一期可能就变了;交易所也会调整结算周期和费率上下限。
- 代币本身的风险:股票代币不等于股票,存在发行方、托管和赎回风险;部分地区禁止或限制此类产品。
本页的“去交易”按钮是邀请链接,通过它注册我们可能获得返佣。返佣不影响你的交易费率,也不参与机会的计算和排序。