Arbitrage between venues
Funding arbitrage earns the difference between funding rates on a delta-neutral position. Price arbitrage earns the gap between quotes on two venues. Both legs of a row come from one snapshot, so the spread is never stitched together from different minutes.
No pairs match the current filters. Loosen the volume and open interest thresholds.
The «real» columns show what the pair actually paid over the window, averaged from our own samples. The current rate only describes the next payout, while a position is usually held for longer — so the realized number is the one worth trusting.