<h3 id="how-to-determine-the-funding-fee-arbitrage-rate-of-positions">How to determine the funding fee arbitrage rate of positions?</h3>The funding rate is determined by the platform’s current OI and the base interest rate, which is calculated as follows:If Long OI &gt; Short OIFunding Fee Rate&#61;Max{Floor,abs[(Long OI - Short OI) *baseInterestRate/max(Long OI,Short OI)}If Long OI &lt;Short OIFunding Fee Rate&#61;-Max{Floor,abs[(Long OI - Short OI) *baseInterestRate/max(Long OI,Short OI)}In which:The different symbols’ baseInterestRate are shown in the table below. The base interest rate will be updated regularly following the market. The following are the current parameters.<img src="https://academy-public.coinmarketcap.com/srd-optimized-uploads/4b64ebce1f6640e8812ca95aee88c495.png" /><h3 id="strong-scenario-strong">Scenario:</h3><img src="https://academy-public.coinmarketcap.com/srd-optimized-uploads/e22737d1bd324ef283661156d992eb93.png" />As shown in the figure above, when the Long OI is 722.2K, the Short OI is 329.8K and an arbitrage user opens a short position of 50k; at the moment when the position is closed, the Long OI will be 722.2K and the Short OI will be 379.8K. At this moment for the platform, per block:Funding Fee Rate &#61;Max{0.0000000197,(722.2-379.8)*0.0000000936/722.2} &#61; 0.00000004437Funding Fee Rate (per hour equivalent) &#61; 0.00000004437 * 20*60 &#61;0.0000532 &#61; 0.00532%Funding Fee Rate (yearly equivalent) &#61; 0.00532%*24*365 &#61; 46%[CN]如何在ApolloX V2进行资金费率套利如何确定仓位资金套利利率&#xff1f;资金费率由当前平台当前OI与基础利率决定&#xff0c;具体算法如下:If Long OI &gt;Short OIFunding Fee Rate&#61;Max{Floor,abs[(Long OI - Short OI) *baseInterestRate/max(Long OI,Short OI)}If Long OI &lt;Short OIFunding Fee Rate&#61;-Max{Floor,abs[(Long OI - Short OI) *baseInterestRate/max(Long OI,Short OI)}其中&#xff1a;不同symbolBaseInterstRate分别为下表所示&#xff0c;基础利率会跟随行情定期更新&#xff0c;以下为为当前最新参数<img src="https://academy-public.coinmarketcap.com/srd-optimized-uploads/68b396714ccc496d9d99f177628b8c38.png" />举例详细说明&#xff1a;<img src="https://academy-public.coinmarketcap.com/srd-optimized-uploads/ebc9c74faaac4df2a0dfc21d2008e8af.png" />如图下图&#xff0c;若当Long OI 为722.2K&#xff0c;Short 329.8K&#xff0c;套利用户&#xff0c;开了50k空仓&#xff0c;此刻平仓上Long OI将为722.2K&#xff0c;Short OI将为379.8K&#xff0c;此刻的平台每个区块的Funding Fee Rate &#61;Max{0.0000000197,(722.2-379.8)*0.0000000936/722.2} &#61; 0.00000004437折合每小时Funding Fee Rate &#61; 0.00000004437 * 20*60 &#61;0.0000532 &#61; 0.00532%折合年华Funding Fee Rate &#61; 0.00532%*24*365 &#61; 46%

Profit opportunity using Funding Rate Arbitrage on ApolloX V2 [EN/CN]

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