Cross-venue perpetual arbitrage. Long the perp on the cheap exchange, short it on the expensive one — instant delta-zero. No transfer, no on-chain, no network fees. The gap closes because funding rates diverge to push both sides back to fair value. 30+ perpetual venues scanned including Hyperliquid, Lighter and EdgeX.
Rust WebSocket workers subscribe to the perp orderbook + funding stream on every supported exchange. Hyperliquid, Lighter, EdgeX get bespoke parsers — they speak different protocols than the CEX standard.
For each perpetual, every venue pair is scanned for spread direction. With 30+ venues that's 870+ pair combinations per token, computed in parallel. Both sides of the spread emit signals so you can pick direction.
Volume-weighted average up to a $1k notional fill on each side. Funding-rate signs matter: if both legs charge funding the same way, the spread will be slow to close — flagged on the alert.
Alert lists both legs with deeplinks, current funding rates with cadence (Hyperliquid 1h, Binance 8h), spread closure projection, and recommended hold horizon. Open both legs — you're delta-zero from the moment the second fills.
Including the venues most scanners skip — Hyperliquid, Lighter, EdgeX, Phemex — where spreads live longer because depth is concentrated and competitors are thin.
Header carries the spread, magnitude tier, projected net at $1k. Long and Short rows show both perpetual legs with funding rates inline so you see the funding sign before you size the position.
The FUTURES table lists every perp venue trading the contract, sorted by spread, with funding rate + cadence. Rows where funding works against you are dimmed — useful when you're picking which leg to enter on.
SOL 2.14% ⚡(18$ on $1000) | PERP
All perp pairs is the firehose — every venue-pair for every contract, sorted by spread, magnitude filter, depth filter. Useful when you're shopping for the highest-spread route on a token you already want to trade.
Funding diff sorts by funding-rate divergence: large funding deltas across venues telegraph upcoming spread closure. Open the trade before the spread closes, exit after the funding flip.
Same plan as Spot–Spot and Spot–Futures hedge. Standalone DEX-Dumps does not include perp arbitrage.
3 days inside the live FUTURES channels. If the cross-venue flow fits, the math works at any size. If not, walk — no card on file.
Start trial