Tracking Maximum Price Spreads Across Exchanges
Summary
This small monitoring routine tracks the largest observed difference between exchange prices. On each polling cycle, it reads the best bid from every configured exchange, identifies the highest and lowest values, and calculates their spread. When the spread exceeds the previous maximum, it logs the new maximum and the corresponding high and low prices, then prints current ticker data for each exchange. It checks that at least two exchanges are configured and polls once per minute.
The document is a measurement utility rather than an arbitrage strategy: it records a maximum spread but does not evaluate executable prices, submit orders, or account for fees, latency, liquidity, or transfer constraints. Its output may help research price discrepancies across venues, but a recorded spread alone does not establish a tradable opportunity. No market, time period, or empirical results are supplied.
Key ideas
- The routine compares the best bid reported by each configured exchange.
- It records and logs a new maximum when the gap between the highest and lowest bids increases.
- Ticker details are printed when a new maximum is observed, and polling occurs once per minute.
- A spread observation does not account for execution costs or demonstrate an executable arbitrage opportunity.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.