Arbitrex vs Bitsgap
These are not really the same product. Bitsgap is an all-in-one platform for automated trading — grid bots, DCA bots, a unified terminal and portfolio tracking across connected exchanges. Arbitrex is a specialist tool: cross-exchange arbitrage, and the trading layer that exists to take those specific trades. Which one fits depends on whether arbitrage is one strategy among several for you, or the whole point.
Depth in one strategy vs breadth across many
A platform that ships grid, DCA and portfolio tooling has to spread its engineering across all of them. Arbitrex spends all of it on spreads: three spread types, live order book depth on both legs, per-venue fee and cap handling, and a trigger model built specifically for two-legged entries.
No whitelist on the scan
Arbitrex scans every market a connected venue lists, majors and long-tail alike. Arbitrage opportunities are strongly skewed toward thin and newly listed coins, so a curated universe removes most of the edge before you start looking.
Funding and basis are first-class, not a side feature
Funding-rate divergence and spot-futures basis are scanned continuously and shown next to futures-futures routes, with the net yield after fees. These are the delta-neutral strategies that keep working in a flat market, and they need their own data, not a repurposed price feed.
Where Bitsgap is the better answer
If you want directional automation — grid bots in a range, DCA into a position, one dashboard for everything you hold — that is Bitsgap territory and Arbitrex does not compete there. Plenty of people run both: one for directional strategies, one for the spread book.
Perguntas frequentes
Does Bitsgap have arbitrage?
It has offered arbitrage-flavoured tooling alongside its bots; check their current feature list, since a platform this broad changes its modules often. The structural difference is scope: for Bitsgap it is one feature among many, for Arbitrex it is the product.
Should I use both?
That is a reasonable setup. Grid and DCA bots answer a directional question; cross-exchange spreads answer a market-neutral one. They do not conflict, and neither one covers what the other does.
How does pricing compare?
Arbitrex keeps the full scanner on the free tier at roughly 100 ms and charges for the ~10 ms WebSocket stream and automation. Compare that against the tier of a general platform that actually includes its arbitrage module, not against its entry plan.