Check funding rates
Browse exchange funding snapshots, settlement intervals and update times. Current rates are not future payments.
Open funding monitor ↗Trading cost calculator
One trade. Every fee.
Build your scenario.
Set your position and execution fees, then add the funding settlements you expect to hold through. All rates are manual assumptions.
See the formula and worked example ↗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.
Browse research ↗Common calculation questions
Does leverage multiply the fees again?
No. Enter the full position notional, not your margin. Fees and funding use that notional directly; multiplying by leverage again would count it twice.
Why enter a settlement count?
A holding duration alone does not tell you how many funding events occur between entry and exit. Enter the events that apply to your scenario. Changing the assumed interval does not change that count.
Is a negative cost a profitable trade?
No. It means assumed funding received and any fee rebates exceed the modeled fees. Price changes, spread, slippage and other excluded costs can still produce a loss.
Are the default rates current exchange quotes?
No. They are editable examples. Use the fee schedule for your account, product and tier, and treat any future funding input as a scenario. Real funding can change at each settlement.