⚡FUNDING RADARruen
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QNTX — funding rate on Bybit

Bybit · QNTXUSDT
0.000%per 8h · 0.000%/hshorts receive
last settlement0.000%→upcoming payout0.000%• unchanged
7:42:16settlement
0calmheat
Price (mark)
53.59
-2.5% 24h
Vol 24h
$198K
Open interest
$331K
Price move in 2 min
—

Price and skew

Event life curvePRO · open for now
Across 4 closed events of this pair: a typical one lives 26m, the peak usually lands within the first 5 min
median across 4 eventsmedian peak minute

at later minutes only long-livers remain in the sample — the curve is conditional, not «acceleration»

How they ended: funding covered the adverse price move in 3 of 4 cases
median accrued 0.03%; in at least half the events price moved in the receiver's favour

Entry economics

Position calculator
Position size
$2,500
Funding per settlement (8h)
$0 · $0/hour
Net snipe per settlement
$-4 = 0.000% − 0.110% − 0.050%
Break-even for entry
rate covers the threshold 0.00×needs 0.160%+ per settlement
Liquidation price
64.0401 (+19.50% from price)
Risk at this leverage
no volatility data
Max “green” leverage
—

Funding goes to whoever holds the position at the cut-off. MMR in the liquidation formula is +0.50%; verify the price on the exchange before trading.

Context and comparison

Funding history · 273 settlements
avg 7d 0.000%/havg 30d +0.003%/hCSV export — in PRO
QNTX on 2 exchanges
Binance0.000%/h
shortsrate 0.000% / 8hsnipe -0.160%
Bybit← you are here0.000%/h
shortsrate 0.000% / 8hsnipe -0.160%

Max spread across exchanges: 0.000%/h

QNTX across all exchanges: comparison & curves →
Rates across exchangesPRO · open for now

2 exchanges on one timeline

Bybitevery 8hBinanceevery 8hrate corridor between exchanges

exchanges settle at different frequencies — an 8-hour step is bound to «lag» a 1-hour one, that's its grid, not a slower market

spread typically
0.0000%/h
widest spread
0.0157%/h
17.09 17:00 UTC · Binance ↔ Bybit

the spread is the hedge's rate before fees: that's what an hour of the pair-trade yields

How to read this
  • Snipe: enter short before the cut-off, exit after settlement. Funding goes to whoever holds the position at the cut-off. The net capture in the calculator is already net of fees and slippage — and it does not include price moving against you in the settlement window (see volatility above).
  • Hedged: a short here + an opposite position of the same size on another exchange or spot — funding capture without price risk, but four legs of fees.
  • Extreme funding is a crowd story: price often runs into the cut-off and reverses after. This is data for a decision, not a recommendation.