Spreads

Current cross-venue spreads

The spread between two venues' perpetuals on the same coin right now, one row per venue pair and symbol, from the engine's last print (seconds old). spread_pct is the better of the two entry directions and direction says which; both are given, with the bid and ask on each leg.

On the Demo plan the print arrives 15 minutes late, and the five widest spreads of every venue (on either leg) are withheld whatever the filter. meta.withheld is the number withheld from the whole snapshot, the same whatever the filter, and the cursor stops after 100 rows.

For how often a spread paid over a window, use /spreads/backtest.

get/api/v1/spreads

Request

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

Query parameters

coinstring

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

exchangestring

Keep pairs 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, i.e. spreads among the listed venues only.

exclude_exchangestring

Drop pairs 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_spread_pctnumber double

Keep pairs whose spread_pct is at least this many percent, e.g. 0.3.

max_spread_pctnumber double

Keep pairs whose spread_pct is at most this many percent, e.g. 5 to drop dead markets.

directionstring

long_a_short_b or short_a_long_b: keep pairs whose better side is that one. Default: both.

min_volume_usdtnumber double

Keep pairs where BOTH legs' 24h volume is at least this many USDT, e.g. 500000.

min_strengthinteger

Keep pairs whose strength is at least this, 0 to 5.

max_age_secondsinteger

Keep pairs printed within this many seconds of meta.as_of, 1 to 120.

sortstring

spread_desc (default), spread_asc, volume_desc, volume_asc, strength_desc, updated_desc, coin_asc. Volume is the smaller leg's.

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.