How crypto futures trading costs work
A futures trade on an exchange like Delta looks free at the moment you click — the order fills, the position opens, and the only number moving is the unrealised P&L. The bill arrives in pieces instead: a fee at entry, a fee at exit, tax on both, and a funding charge for every eight hours the position stays open. None of these appear in the candle that made you enter. All of them are subtracted from what you actually keep. This page exists so the bill is priced before the trade, not discovered after it. There are three costs to understand.
Execution fees — maker vs taker
Every futures order pays an execution fee calculated on the notional value of the position — not on your margin. Orders that add liquidity to the book (limit orders that rest and wait to be filled) are charged the maker rate; orders that remove liquidity (market orders, or limit orders that cross the spread) pay the taker rate. On the schedule locked into this calculator, maker is 0.02% and taker is 0.05% of notional, per side. A round trip at taker rates therefore starts at 0.10% of notional before anything else is added — small on a chart, decisive on a small edge. The calculator lets you select maker or taker independently for entry and exit, because a limit entry followed by a market exit is a different cost profile from two market orders.
GST on trading fees
In India, the exchange's trading fee attracts GST at 18%. The tax applies to the fee, not to the notional — so a 0.05% taker fee becomes 0.059% all-in once GST is added, and the maker fee becomes 0.0236%. It is easy to dismiss 18% of a small number, but GST is charged on every side of every trade, winning or losing. Active traders pay it hundreds of times a year; the calculator adds it to both legs automatically so the drag is visible in every scenario.
Funding — the rent on a held position
Perpetual futures have no expiry, so exchanges use a funding rate to keep the contract price anchored to the spot price. Every eight hours, one side of the market pays the other: when funding is positive, longs pay shorts; when negative, shorts pay longs. It is not a fee paid to the exchange — it is a transfer between traders — but from your account's perspective it behaves exactly like a cost when you are on the paying side. The calculator estimates funding from the rate you enter (the schedule's baseline is 0.01% per eight hours, clamped between −0.05% and +0.05%) multiplied by how many eight-hour windows your holding period covers. A position held for a day crosses three funding windows; held for a week, twenty-one. On leveraged notional, that quiet drip can exceed the entry fee — which is why holding time is an input here, not an afterthought.
TDS on exit consideration (optional)
The tax treatment of crypto derivatives in India has been debated, and the applicability of 1% TDS to USDT-settled futures is not settled. The calculator therefore treats it as an optional scenario, off by default: switch it on to see 1% of the exit consideration withheld from your proceeds as a cash-flow effect. It is shown as cash withheld, not as a final tax cost — whether it ends up payable, creditable or refundable depends on your overall tax position. The disclaimer covers this in more detail.
What this calculator solves
Most position-size formulas divide your risk budget by the distance to your stop. That answer ignores the bill — so the moment fees, GST and funding are charged, the realised loss at the stop is larger than the budget you chose. This calculator works the other way around: it solves for the notional at which loss-at-stop — price distance, plus entry fee and GST, plus exit fee and GST at the stop price, plus estimated funding and optional TDS — equals your risk budget exactly. The result panel shows both sizes side by side: the naive size that ignores fees, and the cost-aware size the account can actually afford. Above them sit the two numbers the trade will be judged by — net P&L at target and net P&L at stop-loss, each after every cost — and the R:R between them. The breakeven move tells you how far price must travel before the trade has paid its own bill.
A worked example
The calculator loads with this exact scenario: 10,000 USDT of capital, 1% risked per trade, a long BTC futures entry at 108,000 USDT with the stop at 107,000 and the target at 111,000, taker execution on both sides, held through one eight-hour funding window at 0.01%.
Risk budget (1% of 10,000 USDT)USDT 100.00
Naive size · ignores all costs100.0000 contracts · USDT 10,800.00
Cost-aware size · after fees, GST & funding87.9005 contracts · USDT 9,493.25
Entry fee + GSTUSDT 5.60
Target exit fee + GSTUSDT 5.76
Estimated funding (1 window)USDT 0.95
Round-trip costUSDT 12.31
Gross P&L at targetUSDT 263.70
Net P&L at targetUSDT 251.39
Net P&L at stop-loss−USDT 100.00
Realised R:R after costs2.51 : 1
Read the two sizes carefully. The naive formula commits 10,800 USDT of notional to a 100 USDT risk budget — and then lets fees push the realised loss past the budget. The cost-aware solve gives up roughly 12% of the notional so that the loss at the stop, bill included, lands on exactly 100.00. And notice what costs do to the reward side: the price move offers a gross 3:1 (3,000 points of target against 1,000 points of stop), yet after the bill the trade actually pays 2.51:1. That gap — between the R:R the chart advertises and the R:R the account receives — is what this tool exists to close before entry.
Frequently asked questions
Why does the cost-aware position size come out smaller?
Because part of your risk budget is spent before price moves at all. Entry fee, GST, the exit fee at your stop price and estimated funding are all charged against the same budget as the price loss itself. If the position were sized naively, those charges would stack on top of a full-budget price loss and the account would lose more than you decided to risk. The solve trims the notional until price loss plus every charge equals the budget exactly.
Maker or taker — which should I select?
Choose maker only if your order will genuinely rest on the book as a limit order and wait to be filled. Market orders, stop-market exits and any limit order priced to execute immediately are taker executions. When in doubt, model the exit as taker: stop-losses almost never earn maker rates in a fast move, and under-pricing your exit cost is the most common way these calculations flatter a trade.
Does the calculator include spread and slippage?
No. Spread and slippage depend on the live order book and the speed of the move at the moment you execute, so no honest calculator can fix them in advance. The practical workaround is to model them yourself: nudge your expected entry or stop price a few ticks against you before entering the numbers, and let the calculator price the rest. What the tool does put in the answer is every cost that can be modelled before entry: locked execution fees and GST, funding at the rate and holding time you supply, and TDS when you choose to model it.
Can funding be received instead of paid?
Yes. When the funding rate is negative, the paying side flips and holders on the other side receive the transfer. You can enter a negative expected rate in the calculator and the P&L lines will credit it. One deliberate conservatism: expected funding income is never allowed to enlarge your position size. The risk solve only counts funding as a cost, so a position that merely breaks even on price cannot quietly grow on the assumption of funding receipts.
Why is everything priced in USDT, with no rupee conversion?
These contracts settle in USDT, so the tool prices them in the currency the account actually wins and loses. Converting to rupees would smuggle an exchange-rate assumption into every result, and the USDT/INR rate you eventually realise depends on when and how you convert. Your fee percentages, R:R and risk discipline are identical in either currency — only the unit on the label changes.
Are these fee rates guaranteed to match my account?
The rates are the published Delta Exchange schedule as last verified on 30 September 2026, shown read-only in the fee card above so the arithmetic is identical for every trader. Exchanges revise schedules and run tiered or promotional pricing from time to time, so confirm the current schedule with the exchange before relying on any single calculation. If Delta changes its rates, this page's locked schedule is updated and re-verified by the Monks Of Market team.
Is the funding rate an exchange fee?
No. Funding is a peer-to-peer transfer between the two sides of a perpetual futures contract: when the rate is positive, longs pay shorts; when it is negative, shorts pay longs. The exchange calculates and administers the transfer but does not keep it — unlike the maker and taker trading fees (0.02% and 0.05% of notional on the schedule locked into this calculator, plus 18% GST), which are revenue for the exchange. From your account's perspective funding still behaves like a cost whenever you are on the paying side, which is why the calculator models it alongside fees.
How often is funding charged on crypto futures?
On Delta-style perpetual futures, funding is charged every eight hours — three funding windows a day. Each charge is the funding rate multiplied by your position's notional value at that moment, and it applies to every window you hold through: a one-day hold crosses three windows, a week-long hold crosses twenty-one. The calculator turns your expected holding time into windows automatically (hours ÷ 8) and applies the rate you enter, so longer holds visibly cost more to carry.
Can funding rates predict price movements?
Not reliably. Funding reveals positioning, not direction: persistently high positive funding means longs are crowded and paying a premium to stay long, which can precede a squeeze, but crowded trades can stay crowded for weeks and funding alone gives no timing. What funding does predict with precision is your own carry cost — rate × notional × windows held. Treat it as a gauge of how expensive your side of the trade is to hold, not as a signal to enter or exit.
Do funding payments affect liquidation risk?
Yes. Each funding payment is settled from your account balance or margin, so a position held through many windows at an adverse rate steadily shrinks the buffer between the mark price and your liquidation price — even if price never moves against you. The effect is sharpest at high leverage, where that buffer is thin to begin with. This calculator counts funding inside the risk solve for exactly that reason: a position that merely breaks even on price can still be pushed toward liquidation by its own carry.