Measuring One-Way and Triangular Arbitrage in Cryptocurrency Spot Markets
Every arbitrage opportunity on the top of the order books of Binance, Kraken and Gate.io over twelve days, and how much of it the market actually took.
- 132 M
- opportunities detected
- 3
- exchanges compared
- 28 ms
- median lifetime on Binance
- 300×
- faster than real time, engine in pure C