Inter-Exchange Arb
Spatial arbitrage of the same spot asset across two exchanges — buys the cheaper book, sells the richer, within a skew cap.
What it is designed for
Designed for persistent cross-venue price gaps. Requires funded balances on both exchanges; gaps close fast.
How this system is built
The exact configuration you get when you take it into the builder — nothing hidden behind registration.
| Market type (Spot / Futures) | Spot |
| Trade direction (Long / Short) | Long |
| Leverage | 1× |
| Deposit | $1,000 |
| Minimum spread between venues | 0.3% |
| Size per trade | $200 |
| Max imbalance between venues | $2,000 |
| Check interval | 1 min |
The physics of this system
Numbers below are derived from this configuration by the same modules the live engine uses — grid geometry, the fee model and the engine-specific economics. Nothing here is an estimate of profit: these are the distances, sizes and thresholds the system will actually work with.
| Reference deposit | $1,000 |
| Market | Spot |
| Leverage | 1× |
| Notional at full leverage | $1,000 |
A $1,000 deposit at 1× leverage opens up to $1,000 of notional on spot.
Economics of one cycle
| Round-trip feeentry counted as taker · exit counted as taker | 0.36 % |
No price target. The engine acts when a threshold is crossed — a spread between venues or a drift from target weights.
One round trip costs 0.360 % of turnover. This engine has no price target, so the round trip is paid out of what it earns another way.
A template has no exchange account attached, so rates are the platform fallback — the worst account measured across supported exchanges. A real account is usually cheaper, which moves every ratio below in your favour.
What the market has to show
| Price gap between the two venues | 0.81 % |
| Net edge floor in this system | 0.30 % |
The configured threshold is a floor on the NET edge — what is left after the taker fee of both exchanges and the slippage buffer. For a round to execute the two venues must differ by at least 0.81 %, of which 0.30 % stays with the system.
This engine does not place a ladder from an entry price, so there is no level table to show. What it does place is described above.
What proves it
This system cannot be reproduced by historical candles, and we say so instead of showing a number we cannot stand behind.
Depends on simultaneous live prices on two venues plus transfer/latency constraints — no single-series history models it.
All metrics are a backtest on real 30-day candles. Past performance does not guarantee future results — start small and in demo.
The strategy, explained
The same engine, described from the mechanics up — before you commit capital to it.
Inter-Arb: the price gap between exchangesBuys cheap on one exchange and sells dear on another after fees. Holds inventory on both — no automatic transfers between them.Other systems for this market regime
Take it, then prove it yourself.
The configuration transfers into the builder in one click. Paper trading is free and needs no card.