Swolecharts
Live crypto data · 10 exchanges
Log inSign up

Portfolio Funding Cost Calculator

Estimate the combined funding bill of one to five manually entered perpetual positions over 1–30 days. No accounts or exchange keys needed.

Source: exchange public APIsUSDT treated as USD equivalentFixed entered notionalsMarket snapshot Source fields may have different event times.

Choose an exact USDT-linear contract and enter its gross position notional. Leave both market and notional blank to skip a row. Long and short positions on the same contract stay separate.

Position 1

One to five positions

Position 2

Optional

Position 3

Optional

Position 4

Optional

Position 5

Optional

Holding period

Bookmark the resulting GET URL to keep these inputs. Rates are read again when you reopen it; no account state is saved.

Partial basket — full net withheld

0 of 1 legs priced

All amounts below are USD equivalents. Positive signed cost is paid; negative signed cost is received.

Gross entered notional
$10000.00
Gross outgoing (known legs only)
Unavailable
Gross incoming (known legs only)
Unavailable
Full-basket signed net cost
Withheld

Excluded position 1: BTC · Binance · BTCUSDT · long. Source price missing, stale or outside the 0–120 second freshness window.

Position / exact contractNotional (USD eq.)Quote / 8hNative interval / rateFunding / daySigned hold cost (USD eq.)Source price time
#1 · BTC · long
Binance · BTCUSDT (USDT)
$10000.00 Unavailable: Source price missing, stale or outside the 0–120 second freshness window.

How the basket funding bill is calculated

For each long, signed daily cost = entered notional × 8h-equivalent rate × 3. Reverse the sign for shorts. Hold cost = daily cost × days. Gross outgoing sums positive costs; gross incoming sums the absolute values of negative costs. Signed net cost = outgoing − incoming.

Hypothetical seven-day example: a $10,000 long at +0.01% / 8h pays $3/day, while a $5,000 short at +0.02% / 8h receives $3/day. Gross notional is $15,000; outgoing is $21, incoming is $21 and signed net cost is $0. Equal longs and shorts on the same contract also remain separate rows.

Quotes are assumed constant and entry notionals fixed. Native-period rates and costs are equivalents, not a prediction of how many future settlements occur. An unknown interval uses the labelled venue default. Future quotes, mark prices, position sizes and settlement schedules may change.

Automatic data requires a snapshot and each source price time aged 0–120 seconds, plus an available funding quote without a funding stale flag. Zero funding is available. Missing or stale legs are excluded from the explicitly partial subtotal, and the full-basket net is withheld.

Opposite quantities are never netted before computing funding. These are separate position cashflows, with no collateral or account netting, margin, liquidation, trading fees, compounding or execution model. USDT is treated as a USD equivalent. Prices are checked for freshness, but notional is the amount you enter.