What funding would a constant-notional position have paid over the observed period? · By CoinNudge Research · Method reviewed 2026-09-13 · Guide updated 2026-09-13 · Historical study updated · Observation range: – · Calculation historical-evidence-1.2 · Auto-refresh about every 21600 seconds
OKX USDT swap funding cost: 1-day and 7-day
Current answer: As of , using CoinNudge local archive; source and scope stated in each row: Positive cost means paid; negative means received. The table sums OKX realized settlement rates on a constant 1,000 USDT notional. Missing settlements are not inferred from a standard eight-hour schedule.
Historical study updated
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Current source-backed snapshot
This table sums historical settled funding rates for six OKX USDT swap contracts over the last one and seven days, using a constant 1,000 USDT notional as the reference. Positive cost means a payment; negative cost means a receipt. Long and short costs have opposite signs. The calculation is a settlement-history scenario, not your account statement: changing position size, entry time, liquidation and fees can produce a different result. Raw settlement timestamps and rates are included as evidence.
Input documentation: OKX funding rate history documentation · CoinNudge methodology
Observation window: Requested windows and actual coverage are recorded separately
Calculation cadence: Auto-refresh about every 21600 seconds
Calculation version: historical-evidence-1.2
Download current dataset: JSON · CSV Raw values retain the dataset's published precision. Free fair-use limit: 60 requests per minute per IP, shared across all Research JSON and CSV endpoints.
| OKX USDT swap | Days | Settlements | Cumulative rate % | Long cost / 1,000 USDT | Short cost / 1,000 USDT | Min interval h | Max interval h |
|---|---|---|---|---|---|---|---|
| BTCUSDT | 1 | 3 | 0.0158 | 0.1583 | -0.1583 | 8 | 8 |
| BTCUSDT | 7 | 21 | 0.1100 | 1.0997 | -1.0997 | 8 | 8 |
| ETHUSDT | 1 | 3 | 0.0247 | 0.2465 | -0.2465 | 8 | 8 |
| ETHUSDT | 7 | 21 | 0.0986 | 0.9858 | -0.9858 | 8 | 8 |
| SOLUSDT | 1 | 3 | 0.0155 | 0.1549 | -0.1549 | 8 | 8 |
| SOLUSDT | 7 | 21 | 0.0011 | 0.0110 | -0.0110 | 8 | 8 |
| BNBUSDT | 1 | 3 | 0.0224 | 0.2245 | -0.2245 | 8 | 8 |
| BNBUSDT | 7 | 21 | 0.1204 | 1.2037 | -1.2037 | 8 | 8 |
| XRPUSDT | 1 | 3 | 0.0142 | 0.1416 | -0.1416 | 8 | 8 |
| XRPUSDT | 7 | 21 | 0.0780 | 0.7802 | -0.7802 | 8 | 8 |
| DOGEUSDT | 1 | 3 | 0.0215 | 0.2151 | -0.2151 | 8 | 8 |
| DOGEUSDT | 7 | 21 | 0.1297 | 1.2973 | -1.2973 | 8 | 8 |
Observation evidence
First 30 of 126 observations. JSON and CSV contain all published evidence. CSV dataset_section distinguishes summary and observation rows.
| symbol | settled_at | rate | source | calculation_version |
|---|---|---|---|---|
| BTCUSDT | 2026-09-06 16:00:00 UTC | 0.0000 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-07 00:00:00 UTC | -0.0000 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-07 08:00:00 UTC | 0.0000 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-07 16:00:00 UTC | 0.0000 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-08 00:00:00 UTC | 0.0000 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-08 08:00:00 UTC | 0.0001 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-08 16:00:00 UTC | 0.0001 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-09 00:00:00 UTC | 0.0000 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-09 08:00:00 UTC | 0.0001 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-09 16:00:00 UTC | 0.0001 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-10 00:00:00 UTC | 0.0000 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-10 08:00:00 UTC | 0.0001 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-10 16:00:00 UTC | 0.0001 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-11 00:00:00 UTC | 0.0001 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-11 08:00:00 UTC | 0.0000 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-11 16:00:00 UTC | 0.0001 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-12 00:00:00 UTC | 0.0000 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-12 08:00:00 UTC | 0.0001 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-12 16:00:00 UTC | 0.0000 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-13 00:00:00 UTC | 0.0000 | OKX USDT swap settled funding | historical-evidence-1.2 |
| BTCUSDT | 2026-09-13 08:00:00 UTC | 0.0001 | OKX USDT swap settled funding | historical-evidence-1.2 |
| ETHUSDT | 2026-09-06 16:00:00 UTC | 0.0000 | OKX USDT swap settled funding | historical-evidence-1.2 |
| ETHUSDT | 2026-09-07 00:00:00 UTC | 0.0001 | OKX USDT swap settled funding | historical-evidence-1.2 |
| ETHUSDT | 2026-09-07 08:00:00 UTC | 0.0000 | OKX USDT swap settled funding | historical-evidence-1.2 |
| ETHUSDT | 2026-09-07 16:00:00 UTC | 0.0000 | OKX USDT swap settled funding | historical-evidence-1.2 |
| ETHUSDT | 2026-09-08 00:00:00 UTC | 0.0001 | OKX USDT swap settled funding | historical-evidence-1.2 |
| ETHUSDT | 2026-09-08 08:00:00 UTC | 0.0001 | OKX USDT swap settled funding | historical-evidence-1.2 |
| ETHUSDT | 2026-09-08 16:00:00 UTC | 0.0001 | OKX USDT swap settled funding | historical-evidence-1.2 |
| ETHUSDT | 2026-09-09 00:00:00 UTC | 0.0001 | OKX USDT swap settled funding | historical-evidence-1.2 |
| ETHUSDT | 2026-09-09 08:00:00 UTC | 0.0000 | OKX USDT swap settled funding | historical-evidence-1.2 |
Historical reconstruction is not proof of information available then or an executed return.
How to read this page
- What funding would a constant-notional position have paid over the observed period?
- Six OKX USDT perpetual swaps; one-day and seven-day settled-rate windows.
- Read actual coverage and missing values before comparing outcomes.
- Download the evidence; distinguish historical reconstruction from locally recorded events.
What can this page tell you quickly?
- Best for
- What funding would a constant-notional position have paid over the observed period?
- Measured scope
- Six OKX USDT perpetual swaps; one-day and seven-day settled-rate windows.
- Update schedule
- Recalculated every six hours; completed-window studies exclude the ongoing UTC day.
- Do not infer
- No guaranteed trading edge, complete point-in-time history or automatic entitlement to every data family.
How do I scale the 1,000 USDT reference to my position?
Multiply the displayed cost by your constant notional divided by 1,000. For example, a hypothetical displayed cost of 2 USDT scales to 5 USDT for a constant 2,500 USDT position. This is a formula illustration, not a current market reading.
Margin is not the same as notional. A position financed with leverage may have a small margin balance but still incur funding on its larger notional exposure. Do not scale the table by margin unless margin happens to equal the position notional.
Why are settlement counts and interval ranges included?
A current rate cannot reconstruct what was paid in prior settlements. Nor does multiplying a rate by three establish a day's actual cost when contract intervals differ or change. The downloadable settlement list is the basis for the total.
The API response is bounded and must not be truncated. However, returned records are not independent proof that every expected historical settlement exists. A long observed gap is a reason to check the venue's funding history, not permission to insert an invented payment.
When is this more useful than the current funding-rate ranking?
Use current rates to understand the latest financing environment; use settled history to measure the financing component of a historical holding scenario. Consecutive payments can matter even when no single settlement looks extreme.
These totals exclude price profit and loss, commissions, slippage and liquidation. They are not an annualized investment yield and do not establish that a funding-capture trade could have been executed at the reference notional throughout the period.
How can I audit and cite this measurement?
| Check | What to verify | Why it changes interpretation |
|---|---|---|
| Scope | Six OKX USDT perpetual swaps; one-day and seven-day settled-rate windows. | Do not generalize a named sample to the whole crypto market. |
| Formula | At each six-hour calculation, query the OKX funding-rate-history endpoint using realizedRate for BTC, ETH, SOL, BNB, XRP and DOGE OKX USDT swap contracts over seven days ending at the last completed UTC hour. Deduplicate by settlement timestamp. For each 1d/7d subset, cost_long = 1,000 × sum(decimal funding rates); cost_short = −cost_long. Report returned settlement count and observed minimum/maximum gaps without assuming an eight-hour schedule. | A similarly named indicator can use a different convention. |
| Data time | Observation window versus materialization time | A fresh computation is not necessarily a fresh source observation. |
| Delivery | Public evidence versus subscribed Market Events v1 | Inspect the data catalog before assuming commercial inclusion. |
What is measured, and what is not?
| Measured claim | Evidence on this page | Boundary |
|---|---|---|
| What funding would a constant-notional position have paid over the observed period? | The current table and downloadable rows using funding-cost-history. | Six OKX USDT perpetual swaps; one-day and seven-day settled-rate windows. |
| Results can be checked against an explicit computation. | At each six-hour calculation, query the OKX funding-rate-history endpoint using realizedRate for BTC, ETH, SOL, BNB, XRP and DOGE OKX USDT swap contracts over seven days ending at the last completed UTC hour. Deduplicate by settlement timestamp. For each 1d/7d subset, cost_long = 1,000 × sum(decimal funding rates); cost_short = −cost_long. Report returned settlement count and observed minimum/maximum gaps without assuming an eight-hour schedule. | Archive availability and revisions constrain historical reproducibility. |
Method and data boundary
At each six-hour calculation, query the OKX funding-rate-history endpoint using realizedRate for BTC, ETH, SOL, BNB, XRP and DOGE OKX USDT swap contracts over seven days ending at the last completed UTC hour. Deduplicate by settlement timestamp. For each 1d/7d subset, cost_long = 1,000 × sum(decimal funding rates); cost_short = −cost_long. Report returned settlement count and observed minimum/maximum gaps without assuming an eight-hour schedule.
Six OKX USDT swap perpetual contracts; one-day and seven-day settled-rate windows. Historical results are descriptive, not executed profits or guaranteed future behavior.
Sources and verification
- OKX funding rate history documentationHistorical realized funding rates on OKX USDT swaps.
- CoinNudge methodologyShared boundaries, data time semantics and calculation contracts.
Frequently asked questions
What funding would a constant-notional position have paid over the observed period?
This table sums historical settled funding rates for six OKX USDT swap contracts over the last one and seven days, using a constant 1,000 USDT notional as the reference. Positive cost means a payment; negative cost means a receipt. Long and short costs have opposite signs. The calculation is a settlement-history scenario, not your account statement: changing position size, entry time, liquidation and fees can produce a different result. Raw settlement timestamps and rates are included as evidence.
How often do the numbers change?
A bounded background calculation runs at most every six hours. Look at the actual observation interval as well as the calculation time; missing and pending data are not filled with zero.