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Advanced Strategy16 minJul 11, 2026

Arbitrage Bundles:
Spot, Futures and Funding

Combine price spread, hedge and funding cash flow into one measurable trade — without mistaking gross yield for profit.

TL;DR: A “bundle” is one trade idea made of matched legs (e.g. buy spot + short futures). Your result = price gap closing + funding received − fees − slippage − costs to exit. Size every leg from real order-book depth.

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What an Arbitrage Bundle Is

Beginner glossary
Spread — Price difference for the same coin on two venues (or spot vs futures).
Net profit — What remains after fees, slippage, withdrawal, and funding.
Order book — Bids and asks. Shows whether liquidity covers your size.
Slippage — Gap between the price you see and the average fill you get.
D/W — Deposit / Withdrawal — whether deposits and withdrawals are open (and on which network).
Funding — Periodic payment between longs and shorts on perpetual futures.
Leg — One side of the arb: buy on A or sell/short on B.
Hedge — The second position that offsets directional risk of the first.
VWAP — Volume-weighted average fill price across the book (not just the best bid/ask).
Basis — Difference between spot and futures price for the same asset.
KYC — Identity verification on an exchange. Without it you often lack withdrawals and futures.

In plain terms: a bundle is not “three unrelated signals” — it is one trade from two (or more) parts. Example: buy the coin on spot and short the perpetual futures at the same time. If the coin rises, spot wins and the short loses; if it falls, the opposite. Directional risk mostly cancels; what remains is the price gap and/or funding.

Each leg alone looks like a normal long or short bet. Together they should neutralize most price movement. What remains is the intended return: basis convergence (spot vs futures), a funding-rate gap, or both.

Exchange signup (VoltArb referral links)

Open accounts early and complete KYC. Links go to signup / invite pages. This is not an endorsement of any venue — verify availability in your country.

A bundle answers “what will all legs earn together?”, not “where is the highest rate?”. The foundation is covered in the hedging arbitrage guide.

The Three Economic Legs

Two orders can create three sources of P&L. Keep them separate, or attractive funding can hide an expensive entry.

1. Entry basis

Difference between the spot fill and futures fill when both legs open.

2. Funding cash flow

Periodic transfers paid or received while the perpetual leg is open.

3. Exit basis

The spread remaining when you unwind; convergence is not guaranteed.

The rate is only one component. The funding rate guide explains payment direction, interval and receiving side.

Net Profit: A Complete $5,000 Example

The future trades 0.42% above spot. You buy $5,000 of spot and simultaneously short $5,000 of futures. After four settlements, the basis narrows to 0.10%.

Bundle calculation
Basis convergence: $5,000 × (0.42% − 0.10%) = +$16.00
Funding received: 4 × 0.055% × $5,000 ≈ +$11
Fees: 3 fills: $5,000 × 0.03% × 3 = −$4.50
Slippage: −$5.20
Borrow and other costs: −$1.30
Net profit: $16 + $11 − $4.50 − $5.20 − $1.30 = $16.00

Do not treat future rates as fixed. Exchanges recalculate funding, so later payments may shrink or reverse. The scenario should remain acceptable even if future funding income falls to zero.

The Spot–Futures Bundle

The classic cash-and-carry bundle buys the asset on spot and sells the richer future. Token quantity should match across both legs, not merely margin deposited. Then spot movement is roughly offset by the short.

A perpetual has no guaranteed convergence date. Define the exit in advance: target basis, maximum holding time or funding deterioration. A dated future converges toward spot at expiry, but adds calendar risk.

✓ Healthy structure

Spot is available, the short has sufficient margin, both legs are liquid at your size, and expected basis return stays positive after costs.

The Funding Differential Bundle

A futures-to-futures bundle opens a long on one exchange and an equal short on another. The goal is to receive the better payment on one side and pay less on the other while keeping delta near zero.

One settlement interval
Exchange A: short receives +0.080%
Exchange B: long pays −0.015%
Gross differential: 0.065% × $5,000 = $3.25

But $3.25 is not net profit: opening and closing may cost more. Venue selection is covered in the Binance, Bybit and OKX comparison.

Matching tickers can use different indices, contract sizes, intervals and rate caps. Verify both exchanges’ specifications.

Execution Order and Slippage

A bundle becomes hedged only after both legs fill. Between the first and second trade, directional exposure remains. In a fast market, a one-second delay can erase expected income.

Practical sequence

Confirm balances and margin, estimate both executable prices, open the less liquid leg with a controlled order, then hedge the filled quantity on the more liquid venue. After a partial fill, hedge the actual fill, not the original size.

A market order gives speed; a limit order gives a price boundary. Both require modeling slippage from book depth, not the top quote.

Set a maximum leg mismatch. If breached, stop opening and reduce the excess position.

Risks the Hedge Does Not Remove

Delta neutrality reduces price risk; it does not make the trade risk-free. Liquidation, basis expansion, venue failure and immobile collateral remain.

Liquidation asymmetry

A losing futures leg may liquidate while an offsetting gain sits elsewhere.

Basis expansion

The spread can widen before convergence, increasing margin demand.

Venue and API risk

Withdrawals may pause and one venue may become unreachable during an unwind.

⚠️ Leverage does not create edge

Leverage reduces posted margin, not fees or notional risk. Treat the 5x leverage rule as a ceiling, not a target.

How to Evaluate Bundles in a Scanner

The workflow begins not with maximum funding but with executability. Liquidity, contract compatibility and position availability must pass before returns are compared.

1. Do the asset, contract size and index match?
2. What is the average full-size execution price on both legs?
3. Who pays funding and when does it settle?
4. Is net profit positive under a conservative exit?

Services may produce different estimates because of refresh frequency, order-book sources and fee models. Compare tools by calculation transparency and verify critical figures on the exchanges.

Use the scanner to shortlist candidates, not as a promise. Refresh both books and recalculate net profit before ordering.

Pre-Trade Bundle Checklist

✓ Thesis

Define whether return comes from basis, funding or both.

✓ Sizing

Match token quantities and use executable depth.

✓ Costs

Include entry, exit, funding, borrow, slippage and transfers.

✓ Exit

Set target basis, time limit and emergency unwind rules.

Final sanity check

Recalculate the bundle with twice the expected slippage and zero future funding. If the safety margin disappears, reduce size or skip the trade.

The Bottom Line

A strong bundle is deliberately boring: legs are understood, risk is bounded, costs are counted and the exit is defined before entry. A high rate attracts attention, but only positive net profit after realistic execution makes the structure a trade.

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