Cross-venue arbitrage validation

Evaluate cross-venue mid-price loops. Read arbitrage_executable, gross_spread_bps, net_arbitrage_bps.

post/v1/hft/arbitrage/validate

Request

  • Base URL: https://financesec.api.caleralabs.com
  • URL: https://financesec.api.caleralabs.com/v1/hft/arbitrage/validate
  • Auth: API key in header X-License-Key

Request body

symbolstring
venuesstring[]

Example request

{
  "symbol": "NVDA",
  "venues": [
    "NASDAQ",
    "BATS",
    "ARCA"
  ]
}

Response

Arbitrage validation result

statusstring
symbolstring
evaluated_venuesstring[]
venue_mid_pricesobject
gross_spread_bpsnumber
net_arbitrage_bpsnumber
arbitrage_executableboolean
latency_usinteger

Example response

{
  "status": "VALIDATED",
  "symbol": "NVDA",
  "gross_spread_bps": 3.1,
  "net_arbitrage_bps": 1.9,
  "arbitrage_executable": true,
  "latency_us": 40
}

Changes

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