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Report

Arbitrage

Title (2)

It's not about finding crypto arbitrage. It's about finding the ones worth trading.

We measured tradable price inefficiencies across 21 centralized crypto exchanges and 580 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. 

What's inside the report for week 29

  • Cross-exchange arbitrage across 21 exchanges and 580 pairs, measured over one week.

  • In depth arbitrage opportunity use case from SAND/USDT

  • How often price inefficiencies occur, how wide they run, and how long they stay open.

  • How much executable depth sits behind them — the difference between a real opportunity and noise.

  • A full methodology: tick-level data, sub-500 ms synchronization, and order-book depth on every event.

Group 21

What's inside the report for week 31

  • Cross-exchange arbitrage across 23 exchanges and 618 pairs, measured over one week.

  • In depth arbitrage opportunity use case from SAND/USDT

  • How often price inefficiencies occur, how wide they run, and how long they stay open.

  • How much executable depth sits behind them — the difference between a real opportunity and noise.

  • A full methodology: tick-level data, sub-500 ms synchronization, and order-book depth on every event.

Rectangle 61

Built for Seamless Integration

API documentation covering WebSocket streams, REST endpoints, authentication, and payload structures — ready to use with AI coding tools.

Blocksize API Snippet

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

Active Feeds

  • 5

Endpoints

  • VWAP
  • Bid/Ask
  • 30min VWAP
  • 24h VWAP


Historic Data

  • 7 Days

Seats

  • 1

Support

  • Docs
  • Email

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

Active Feeds

  • 50

Endpoints

  • VWAP
  • Bid/Ask
  • 30min VWAP
  • 24h VWAP


Historic Data

  • 1 Month

Seats

  • 5

Support

  • Docs
  • Email

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

Active Feeds

  • 350

Endpoints

  • VWAP
  • Bid/Ask
  • 30min VWAP
  • 24h VWAP
  • State Prices

Historic Data

  • 3 Months

Seats

  • 10

Support

  • Docs
  • Email
  • Slack SLA

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

Active Feeds

  • Unlimited

Endpoints

  • VWAP
  • Bid/Ask
  • 30min VWAP
  • 24h VWAP
  • State Price
  • Commodities

Historic Data

  • Upon Request

Seats

  • Custom

Support

  • Docs
  • Email
  • Slack SLA
  • Redphone
  • On-Demand Feeds
  • Downtime SLA