How the crypto arbitrage scanner works
ArbiLayer compares live prices for the same coin across centralized exchanges, perpetual DEXs and on-chain pools, and lists the pairs of markets where one is cheaper than the other. Every row is a ready trade: the Long column is where you buy, the Short column is where you sell, and the numbers show whether the gap is still there after costs.
Five types of arbitrage
- Perp–Perp: long the cheaper perpetual and short the more expensive one. No transfer is needed, and you also collect or pay the funding difference.
- Spot–Perp: buy spot and short the perpetual — the classic cash-and-carry trade that earns the spread plus funding on the short leg.
- Spot–Spot: buy on one exchange, withdraw, deposit and sell on another. Deposit and withdrawal status is shown for both sides.
- DEX–Perp and DEX–Spot: on-chain pool prices against exchange markets. DEX tokens are matched by contract address, not by ticker.
How the net spread is calculated
Spread is the best bid on the selling venue against the best ask on the buying venue — the price a market order would get, not a mid price. Net subtracts a taker-fee model for both legs: 0.16% for two perpetual legs, 0.2% when a spot leg is involved and 0.1% more for a DEX swap. Spread+F adds the next funding payment, Depth shows how much size fits before the gap closes, and Funding 24h / 30D shows whether holding the position earns or costs money.
Example: a coin trades at $1.000 on Exchange A and $1.012 on Exchange B. The gross spread is 1.2%. After 0.16% in fees the net is about 1.04%. If the short side also pays positive funding, the position earns it while you wait for the prices to converge.
Before you trade
Check the contract badge (✓ means the deposit contracts match on both venues), the depth, and the D/W dots for deposits and withdrawals. Open the spread chart to see whether a gap is persistent or a one-off spike, and compare funding rates for both legs. Data is for information only and is not investment advice.