Blog
Des notes courtes et pratiques issues de l’usage du scanner — comment se comportent les spreads, où le funding paie vraiment, et quoi vérifier avant de prendre une route.
- ·5 min
Triggers vs manual entry: when automation actually earns its keep
A trigger is not "set and forget". It is a way to be present on a route you cannot watch — and it fails differently than you do.
- ·5 min
Why phantom spreads happen — and how to spot one before you trade it
A 6% gap that nobody is taking is telling you something. Usually it is a halted market, a dead book or a token that is not the token you think.
- ·4 min
Reading order book depth before you fire
The spread you see is the price of the first lot. What you get is the average price of every lot you have to eat.
- ·5 min
Spot-futures basis arbitrage: earning the premium without a direction
Buy the coin, short the perp, collect the basis. The mechanics are simple; the margin management is where the trade is actually won or lost.
- ·4 min
Why 10 ms data beats 100 ms in cross-exchange arbitrage
Arbitrage windows last seconds. Latency is not a vanity metric — it decides who fills first.
- ·5 min
Funding rate arbitrage basics: delta-neutral income across exchanges
Long where funding is cheaper, short where it is richer — up to three settlements a day, without betting on direction.
- ·3 min
How Arbitrex scans every listed market — no whitelist
The widest spreads often sit on alts both venues just listed. A curated top-100 misses them by design.