Spot leg versus futures leg
The setup begins with measuring the gap between a spot market and a related futures contract.
Strategy Page
This page targets traders looking for spot futures arbitrage opportunities where a cash market and a derivative market drift far enough apart to create a workable spread.
The setup begins with measuring the gap between a spot market and a related futures contract.
A spread can look attractive until depth, fees, and transfer timing are considered across both legs.
A scanner helps traders review the spread before stale screenshots or manual checks make it irrelevant.
The headline spread matters less if funding or carry assumptions remove the edge.
Both exchanges need enough liquidity and stable execution for the setup to stay actionable.
Exchange, pair, and spread filters keep the workflow centered on executable opportunities.
Start from the broader scanner page to connect generic crypto arbitrage intent with strategy-specific routes.
Compare futures futures arbitrage spreads across exchanges and monitor derivative market differences with a real-time crypto scanner.
Explore triangular arbitrage scanner content for multi-pair crypto routes, faster monitoring, and clearer route-based setup discovery.
Use the broader crypto arbitrage scanner page for discovery, then keep this page as a focused entry point for basis-style searches.