Funding Atlas
Compare funding returns and cross-venue price gaps in one place.
refreshingconnecting
Rewards status is based on official venue information. Points and trading activity never guarantee an airdrop.
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How price gaps work
Executable gap. We assume two market/taker orders to enter: buy/long at the lower VWAP and sell/short at the higher VWAP. L2 venues use visible orderbook depth; Variational uses an indicative size quote.
History. The seven-day chart is a quote proxy built from hourly venue snapshots. Depending on the venue, those are L1, impact, mid/mark or indicative quotes—not a historical execution guarantee.
Estimated capture. Entry gap minus base taker fees and today’s estimated cost of two market/taker orders to close. It assumes the venue prices meet and today’s exit liquidity remains available.
Funding. Shown separately per hour because no holding period is assumed. Perpetuals do not guarantee convergence.
Not included. Personal fee tiers, future funding during the unknown holding period, gas, transfers, margin and liquidation risk.
Price gaps
Buy where the VWAP is lower and sell where it is higher. Your chosen size determines the depth and costs.
size liquidity and base fees checked
| Market | Enter equal-notional hedge | Executable gap ⓘ | Fees and exit ⓘ | Funding / hour ⓘ | If gap closes ⓘ | Data |
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