KuCoin Funding Rate Arbitrage Calculator

Delta-neutral ยท Basis trade ยท Annualized yield

Calculate annualized yield from a delta-neutral funding rate arbitrage trade using KuCoin as one leg.

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Basis trading with KuCoin as one leg

A funding rate arbitrage trade holds a long perpetual on one exchange and a short on another. Using KuCoin as one leg, factor in its 0.06% taker fee (or 0.02% maker) when opening and closing that side of the trade โ€” it directly reduces the net spread you capture.

KuCoin settles funding every 8 hours. Compare its historical rate against the other exchange's to estimate the annualized yield before committing capital to both legs.

KuCoin fee structure

KuCoin charges maker fee 0.02% and taker fee 0.06% on perpetual futures. Maximum available leverage is 100ร—. This calculator pre-fills these defaults so you get accurate results without needing to look up the fee schedule. If you are on a VIP tier with discounted fees, adjust the fee fields accordingly.

Maker orders (limit orders that add liquidity) cost less than taker orders (market orders that remove liquidity). On KuCoin, using limit orders for both entry and exit can reduce your total fee cost significantly compared to market orders.

Frequently Asked Questions

What is funding rate arbitrage in crypto?

A delta-neutral strategy where you hold a long perpetual on one exchange and a short on another to capture the funding rate spread โ€” directional risk cancels out.

How is annualized yield calculated?

Annualized yield = (Short Rate โˆ’ Long Rate) ร— periods per day ร— 365. For an 8h interval with a 0.07% net rate per period: 0.07% ร— 3 ร— 365 โ‰ˆ 76.65% APY.

What are KuCoin perpetual futures fees?

KuCoin charges maker fee 0.02% and taker fee 0.06%. Maximum leverage is 100ร—. This calculator uses these defaults but you can adjust them for your actual rate tier.

Is this calculator specific to KuCoin?

Yes โ€” the exchange is pre-selected to KuCoin with live prices pulled from their API. You can switch to any other supported exchange using the instrument selector.