Check funding rates
Browse exchange funding snapshots, settlement intervals and update times. Current rates are not future payments.
Open funding monitor ↗A clearer view of perpetual futures
Every trade has a cost.
See what adds up.
Opening fees. Closing fees. Funding while you hold. Put the pieces together before comparing venues.
Build a cost scenario ↗1 Set your position2 Add fee assumptions3 See the breakdown
Your trade scenario
MANUAL INPUTSFor a linear USDT perpetual. Every rate below is an editable example, not a venue quote.
Simple inputs. Visible math.
Recalculate using your own fees and assumptions.
Net cost = notional × (opening fee + closing fee + side × funding rate × settlements)
Rates enter the formula as decimal fractions; 0.01% becomes 0.0001. Side is +1 for long and −1 for short. Positive cost means paid; negative cost means received. The interval describes the assumed cadence and does not change the settlement count. No compounding or annualized return is used.
Worked example: a 10,000 USDT long, opened as maker at 0.02%, closed as taker at 0.05%, with 9 funding settlements at 0.01%, costs 2 + 5 + 9 = 16 USDT. With the same inputs, a short pays 7 USDT in execution fees and receives 9 USDT in funding: a 2 USDT net credit, before price P&L and excluded costs.
Put the costs in context.
Tools and explanations for your next questionModel monthly fees
Explore how volume and maker/taker share affect execution fees. Published venue inputs retain their original verification dates.
Open monthly fee model ↗Understand the mechanics
Read about funding payments, fee schedules and contract differences. Check each article's date and assumptions.
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