Crypto Price Inefficiencies
It's not about finding crypto arbitrage. It's about finding the ones worth trading.
Telling them apart comes down to the quality of the data behind it. Finding real arbitrage requires seeing the whole market accurately in real time. We built the data that lets you do that.
BTC/USD: realtime_vwap
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ETH/USD: realtime_vwap
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SOL/USD: realtime_vwap
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Real price inefficiencies hide in fragmented liquidity
Crypto trades across hundreds of venues at once, with no consolidated tape. The same asset prints at different prices on different exchanges every second — and most of those gaps are noise, while the real, tradable ones surface and vanish in moments. Telling them apart required seeing the whole market.
Why Blocksize?
Seeing the whole market is a data problem.
We surface price inefficiency with our data by observing 70+ exchanges and 9,000+ pairs in real-time, filtering outliers and down-weighting drifting venues. It's the same oracle-grade feed that secures billions across DeFi, validated by consensus.
Oracle-Grade
We operate as a tier-one data publisher across Chainlink, Pyth, Redstone and more. Every price update is independently validated by node operators and verified through on-chain consensus, creating continuous quality enforcement at every block.
Multi-Venue Fair Value
Even top-tier exchanges only fall within a tight fair-value corridor 25% of the time. Single-source feeds are incomplete. Thats why we aggregate prices from 70+ exchanges across 9,000+ pairs in real-time. Capturing the full picture of global liquidity.
Proven On-Chain
The same feeds securing $38.85B across 7 leading oracle networks are delivered directly into institutional systems via API. No other provider bridges on-chain consensus verification with off-chain institutional delivery at this scale.
Accuracy First
Our sub-250ms multi-venue VWAP updates multiple times per second. In crypto markets, exceeding settlement speed yields no practical advantage, while improving accuracy yields immense benefit. Every update arrives validated, not merely fast.
Methodology
Built on aggregated, tick-level market data
Raw tick-level quotes and trades aggregated from 70+ exchanges — the same institutional-grade crypto market data feed our clients run in production.
Every venue is time-aligned to under 500 ms, so each cross-exchange price comparison reflects a real dislocation, not a timing gap between feeds.
Full L2 order-book context on every event, so each opportunity is measured against the size that can actually be filled.
Only cross-exchange spreads above 100 bps, net of fees, are counted — every figure is already net of costs.
Unrebated taker fees applied to both legs, the conservative case, with no maker rebates assumed.
Outliers and drifting sources are down-weighted and untradable spreads removed, so the dataset reflects the consensus price the whole market agrees on.
Report
Arbitrage
It's not about finding crypto arbitrage. It's about finding the ones worth trading.
We measure tradable price inefficiencies weekly across 20+ centralized crypto exchanges and 550+ trading pairs using Blocksize’s low-latency tick-level quote data. Every dislocation of at least 100 bps net of taker fees was corroborated across venues and tracked through its full lifecycle — from first divergent print to the last second it remained executable. Download the reports here.
Built for Seamless Integration
API documentation covering WebSocket streams, REST endpoints, authentication, and payload structures — ready to use with AI coding tools.
Pricing Packages
Prices For Every Use Case
Choose the data tier that matches your scale and precision requirements.
14 day trial on each package
15%
Developer
For simple apps, scripts, or dashboards that need reliable crypto prices without complexity. Quick access with just enough coverage to get started.
$49 per month
Start-Up
For teams building products that rely on consistent, scalable pricing across multiple assets — whether for portfolio tracking, in-app pricing, or automated trading.
$299 per month
Business
For teams running best execution, benchmarking, surveillance, or risk management. Methodology-driven pricing and broader coverage for high-confidence operational and compliance decisions.
$799 per month
Enterprise
For institutions, oracles, and systems requiring oracle-grade live aggregation and accuracy. Built for integrations at scale, procurement, redistribution, and mission-critical pricing infrastructure.
$Request per month