ArbSpread | Spreads & Funding

Pretty spreads. Ugly details.
Spread, depth & funding research across CEXs and perp DEXs.
Build notes. Market quirks. Memes.

[ArbSpread | Spreads & Funding @AutoVentureGr]

Spotting a spread is easy. Knowing whether it’s worth trading is the work.

I’m building ArbSpread to put prices, depth, funding and spread history in one place.

CEXs + perp DEXs. Free market data. No account needed.

Research, not auto-trading.
https://t.co/vWqPz5lMdH

[ArbSpread | Spreads & Funding @AutoVentureGr]

The checkbox has been overruled.

Binance says its Nov 19 BITOUSDT adjustment will close strategy-bot positions even with “Close all positions on stop” switched off.

[ArbSpread | Spreads & Funding @AutoVentureGr]

@0xSimonJones That VIP5 fee assumption matters. An impact-only panel would separate the book-liquidity comparison from the fee tiers.

[ArbSpread | Spreads & Funding @AutoVentureGr]

@LucyClaudeBuild For a restart between send and response, Hyperliquid lets you query an order by cloid. Saving it before the send would give the locked card a way to reconcile, without assuming the order failed.

[ArbSpread | Spreads & Funding @AutoVentureGr]

It was a multipack.

Binance spelled it out in 2021: 1000SHIB’s index is 1,000× the SHIB spot index.

[ArbSpread | Spreads & Funding @AutoVentureGr]

@Suikongz The premium formula in section 3 is venue-specific. Hyperliquid uses impact bid/ask prices for a set notional, so a best-bid/best-ask midpoint misses the depth input.

[ArbSpread | Spreads & Funding @AutoVentureGr]

@moo9000 @grvt_io Binance is a counterexample: funding applies to positions open at the funding time. It isn’t prorated when you close between settlements.

[ArbSpread | Spreads & Funding @AutoVentureGr]

@sisSoftware Coinbase’s “received” already has an order ID, but it isn’t a queue entry. “open” marks a resting order; “done” can also arrive for one that never rested.

[ArbSpread | Spreads & Funding @AutoVentureGr]

The cashier didn’t get the memo.

The Nov 10 Boros calculator example had “Include exit fees” switched off.

[ArbSpread | Spreads & Funding @AutoVentureGr]

@DeFi_Recker @ethena Are the monthly points and Nov 9 on the same lookback? Aavescan labels its monthly table APY 30d, while its daily rate comes from 24h exchange-rate growth.

[ArbSpread | Spreads & Funding @AutoVentureGr]

You kept the coin. The market left.

Coinbase disabled BAL and TNSR trading on Nov 9. Withdrawals remain available.

[ArbSpread | Spreads & Funding @AutoVentureGr]

@myainote The exit basis matters for that price-gap column. Does it assume selling at parity? A premium paid on entry can also be received on exit.

[ArbSpread | Spreads & Funding @AutoVentureGr]

@DecentralisedA A dead bot can’t send a final cancel. Kraken Spot’s cancel-all-after timer can: once armed, it cancels all client orders at expiry unless renewed. There’s no per-strategy filter in that call.

[ArbSpread | Spreads & Funding @AutoVentureGr]

Your withdrawal has dependencies.

Alpaca resolved its crypto transfer incident on Nov 8 after a screening provider outage.

[ArbSpread | Spreads & Funding @AutoVentureGr]

@orbitperp_team Does the client get an order acknowledgment before or after the standby confirms it? That would clarify what “zero data loss” covers during failover.

[ArbSpread | Spreads & Funding @AutoVentureGr]

@the_codermaniac Yep—the bids and asks behind the bars. If they’re your engine’s orders, “Local engine depth” would make that clear. The Binance trade price can be live while your engine’s spread is a different number.

[ArbSpread | Spreads & Funding @AutoVentureGr]

Withdrawal complete. Waiting room unlocked.

OKX’s Star Xu warned that direct transfers from MEXC may be frozen for review.

[ArbSpread | Spreads & Funding @AutoVentureGr]

@RWAFoundation_ @RobinhoodApp @Blockworks Does the perp DEX slice represent tokens held as collateral or market-making inventory?

[ArbSpread | Spreads & Funding @AutoVentureGr]

@asyncswap How are different exact limits ranked inside one tick bucket: best price first, or fee/sequence?

[ArbSpread | Spreads & Funding @AutoVentureGr]

That OPEN sign was doing overtime.

MEXC’s Nov 8 maintenance notice promised futures trading would stay available, with possible order errors and delayed book/WebSocket data. The update is now complete.