BTC/USDT
Gross vs net spread
Bundle half-life
Initial spread: 4.80%
Current spread: 3.42% gross, 2.14% net.
Decay: 28.7% from peak.
Estimated time to close: 18 minutes.
Persistence score: 73 / 100.
Net spread after costs
L1 / L2 order book
Likely catalyst
Binance: futures listing campaign detected.
Bybit: temporary liquidity premium on BTC/USDT.
Correlation score: 82 / 100, likely catalyst.
Bundle lifecycle
12:00 Binance announced futures listing campaign.
12:05 Deposits and withdrawals confirmed available.
12:07 Spread reached 4.80% gross.
12:12 Net spread after costs: 2.90%.
12:20 Spread started converging.
Why not low risk?
Spread is decaying and can close before manual execution.
Slippage estimate rises above $184K realistic size.
Event-driven bundles can reverse when liquidity normalizes.
Actionable under current liquidity conditions.
The bundle remains above the profitable threshold after estimated execution costs. Continue monitoring convergence velocity and order book depth before acting.