Spreads

Backtested cross-venue spreads

The public scanner's ranked spreads, priced against real order-book depth for an order of size_usd over the scan window. est_profit_pct is per round trip after fees; cycles counts how often the spread opened and closed. strategy_url opens a new strategy on the pair in the terminal, coin and both venues filled in.

A backtest, not the live print: use /spreads for what the spread is right now. The Demo plan withholds the five best rows of every venue (on either leg) whatever the filter. withheld_top is the number withheld from the whole snapshot, the same whatever the filter, and the cursor stops after 100 rows. Paid plans see every row.

get/api/v1/spreads/backtest

Request

  • Base URL: https://arbitron.app
  • URL: https://arbitron.app/api/v1/spreads/backtest
  • Auth: HTTP bearer

Query parameters

size_usdinteger

Order size the depth is priced at: 25, 100 or 500. Default 100.

coinstring

One ticker or a comma-separated list, e.g. BTC,ETH. Case-insensitive.

exchangestring

Keep spreads with these venues. One venue or a comma-separated list, spelled as /exchanges spells it, e.g. Binance,Bybit.

exchange_matchstring

any (default): either leg is in exchange. all: both legs are.

exclude_exchangestring

Drop spreads with any of these venues on either leg. One venue or a comma-separated list, spelled as /exchanges spells it, e.g. Binance,Bybit.

min_profit_pctnumber double

Keep spreads whose est_profit_pct is at least this.

max_profit_pctnumber double

Keep spreads whose est_profit_pct is at most this.

min_avg_profit_pctnumber double

Keep spreads whose avg_profit_pct is at least this.

min_cyclesinteger

Keep spreads that opened and closed at least this many times over the window.

min_confidenceinteger

Keep spreads whose confidence is at least this, 0 to 100.

min_volume_usdtnumber double

Keep spreads where BOTH legs' 24h volume is at least this many USDT.

active_within_hoursinteger

Keep spreads whose last cycle closed within this many hours, 1 to 720.

sortstring

profit_desc (default), profit_asc, avg_profit_desc, cycles_desc, confidence_desc, volume_desc, spread_range_desc, last_cycle_desc, coin_asc.

limitinteger

Rows per page, 1 to 500 (Demo: 50). Default 100.

cursorstring

meta.next_cursor from the previous page.

fieldsstring

Comma-separated row fields to keep, e.g. exchange,coin,rate_pct; the others are dropped from every row. Unknown names are a 400 that lists the fields.

Response

OK

Changes

No recorded changes to this operation across all 1 revision of this API.