Real-Time Arbitrage Detection
Spot Every Opportunity.
Before Anyone Else.
Our arbitrage scanner monitors thousands of pair combinations across 10+ major exchanges simultaneously, detecting cross-exchange and triangular arbitrage opportunities with sub-50ms latency. Institutional-grade speed, available to everyone.
Two Powerful Scanning Modes
Cross-Exchange & Triangular Arbitrage
Cross-Exchange
Compare the same trading pair across multiple exchanges at once. When BTC/USDT is cheaper on Binance than on Kraken, our scanner spots the difference instantly, tracking buy-side asks and sell-side bids in real time to calculate exact profit margins after fees.
- 10+ exchanges monitored simultaneously
- Thousands of pair combinations tracked
- Real exchange fees baked into every calculation
Market Arbitrage
Our triangulation engine scans every 3-currency cycle on a single exchange, like BTC → ETH → USDT → BTC, to find price loops that return more than you started with. All cycles are evaluated with full fee deduction and slippage simulation across multiple notional tiers.
- All 3-currency cycles discovered per exchange
- Multi-tier slippage simulation built in
- Direction-aware: BUY/SELL per leg for instant execution
Not Just Detection. Intelligence.
Every Signal Is Scored, Validated & Risk-Checked
Raw price differences are just noise. We turn them into actionable signals with a multi-factor scoring engine that accounts for real-world execution conditions.
VWAP Slippage Analysis
Every opportunity is simulated against the real order book depth at multiple notional tiers ($100, $500, $1k, $5k, $10k). You see the actual net profit you'd get after walking the book, not just the top-of-book spread.
Real Fee Calculation
No guessing. We use each exchange's actual taker fee schedule. For cross-exchange arbs that means buy + sell fees; for triangular arbs, 3 legs of fees. Every profit figure you see is already fee-adjusted.
Liquidity Safety Check
Every signal shows the minimum USD depth available across both sides of the trade (or all 3 legs for triangular). Thin books are flagged so you never chase an opportunity that can't be filled at the displayed price.
0–100 Execution Score
Each pair+route gets a composite score weighted across 5 factors: historical hit rate (30%), average VWAP-adjusted profit (25%), available liquidity (20%), signal frequency (15%), and persistence duration (10%). Higher score = higher confidence the opportunity is real and executable.
Built-in Paper Trading
Every signal is automatically paper traded in real time: entries when VWAP net is positive with sufficient liquidity and duration, exits when the opportunity closes or goes stale. Live hit rate, average PnL, and win/loss stats updated continuously.
Signal Persistence Tracking
Every opportunity shows how long it has been alive. Fleeting sub-second blips are separated from stable, multi-second windows that give you enough time to act. Duration is a core input to the execution score.
Built for Speed
HFT-Grade Streaming Infrastructure
Arbitrage is a race. Our infrastructure is designed from the ground up for the lowest possible latency, from exchange WebSocket to your client.
From exchange L2 orderbook update to signal broadcast. Our ingestion workers stream via WebSocket, not REST polling. Sub-50ms end-to-end.
Our analysis worker handles tens of thousands of orderbook updates per second, running cross-arb detection on every single tick.
Ingestion and analysis workers are provisioned across different locations to minimize network latency to each exchange's matching engine.
Signals are pushed directly to your client in real time. No polling, no delays. You see opportunities the moment they appear.
Ready to See the Opportunities?
Start scanning thousands of arbitrage opportunities across 10+ exchanges, with real-time scoring, fee-adjusted profits, and institutional-grade latency. No setup required.