A filled buy order and the next filled sell order together make a transaction pair. The buy quantity-sell quantity is known as the rebalancing premium of a certain currency in that pair. The rebalancing premium of a strategy is calculated as the sum of the rps of all transaction pairs of your strategy.

For example, let's consider a transaction pair consisting of buying 0.1 ETH/selling 300 USDT and selling 0.09 ETH/buying 297 USDT.

The USDT rebalancing premium (rp) would be -3 USDT, and the ETH rebalancing premium would be 0.01.

Assuming the current ETH/USDT index is 3,050, the converted USDT rebalancing premium would be 0.01 * 3050 - 3 = 27.5