How to

Funding-rate & price-spread arbitrage on perpetuals

A simple overview of two of the most sustainable arb strategies in crypto.

Same asset. Two exchanges. Different rates.

Crypto perps charge a small recurring fee between longs and shorts — the funding rate. Each exchange sets its own. When they diverge, a spread opens up.

SAME ASSET BTC EXCHANGE A Funding rate (APR) +44% Longs are paying EXCHANGE B Funding rate (APR) −11% Shorts are paying

Short the expensive side. Long the cheap side.

Equal size on both. Price moves cancel out — you're delta-neutral. Funding rolls in from both legs.

EXCHANGE A · +44% APR ▼ SHORT → Receive 44% APR EXCHANGE B · −11% APR ▲ LONG → Receive 11% APR NET POSITION Δ APR = +55% Zero market exposure · Funding income from both legs

$10,000 margin · 5x leverage · 3 days

Margin per leg$10,000
Leverage5x
Notional per leg$50,000
Net APR captured55%
Funding income (3 days)+$226.00
Round-trip fees−$40.00
Net profit on $10k margin+$186.00

Real spreads compress and reverse. Stack many short trades — don't bet on one running for a year.

Same trade shape. Different source of profit.

Same asset trading at different prices on two venues. Buy the cheap side, short the expensive side. Profit when prices converge.

EXCHANGE A · cheaper $63,200 ▲ LONG +0.24% EXCHANGE B · expensive $63,350 ▼ SHORT Close both legs when prices converge

A few things to keep an eye on.

Funding direction
Rates shift between intervals. Monitor the spread you're capturing.
Leverage & margin
Both legs use margin. Size positions so each side stays comfortable.
Fees & slippage
Trading costs apply on both venues. Factor them into your target spread.
Venue conditions
Each exchange has its own uptime and liquidity profile worth checking.