Monitoring Price Differences Across Spot and Futures Exchanges

Summary

This document describes a polling tool for comparing prices from two exchanges, including spot and futures markets. Users can choose each market’s quote currency, futures contract and leverage settings, and whether to compare best ask, last price, or best bid. Prices are converted to a selected common currency using exchange rate settings, then the tool calculates either a difference or a ratio and records the result.

A configurable interval controls polling, while upper and lower thresholds define when alerts are triggered. Alerts can be toggled through a command, and an alert period limits how often another alert can fire. The document gives implementation details, but no market data, performance evaluation, or evidence that a price difference can be traded profitably. It is a monitoring method rather than an execution strategy; persistent polling and retries also mean its readings depend on exchange data availability and may not reflect executable prices after fees or slippage.

Key ideas

• The tool compares selected prices from two exchanges, including spot and futures markets.
• Users can select quote currencies and convert prices using exchange rate settings.
• The comparison can be expressed as either a price difference or a price ratio.
• Upper and lower thresholds trigger alerts, with a configurable interval between alerts.
• The document does not assess fees, execution quality, or profitability.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.