Real-time price comparison between centralized exchange order books. The classic shape: buy on the cheaper venue, transfer, sell on the higher one. Pre-flight check on every alert — open networks, taker fees, fillable depth.
WebSocket workers in Rust subscribe to the spot order book on every supported CEX. Updates land in Redis the moment they're emitted by the exchange.
For each token, every exchange pair is scanned for spread direction. Both positive (buy A, sell B) and reverse routes — same scan, separate signals.
Volume-weighted average up to a $1k notional fill on each side. Only spreads that survive realistic slippage at fillable depth qualify as a signal.
Before sending: check deposit/withdraw status both ends, pick the cheapest open network, recompute net after fees. If both legs aren't usable, the signal doesn't fire.
From the deep majors down to the venues where spreads live longer because fewer scanners reach them.
Every Spot–Spot alert is the same shape: header line with token, spread%, magnitude emoji, profit at $1k, and the network. Buy/Sell block names exchanges with deeplinks; 🟢/🔴/⛔/❔ next to each price flags deposit/withdraw status.
Below — full SPOT table with every venue listing the token, sorted by spread, anchor row at the bottom for the sell side. Networks block lists contracts for chains we resolved.
WIF 12.62% 🔥(87$ on $1000) | SOL
EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v
All pairs shows every venue-pair for every token — the firehose. Useful when you're shopping for opportunities and want to see what's moving across the whole market.
Best spread collapses to one row per token (the highest-spread pair) with alternative routes hidden in an expand. Useful when you've decided on size and need the cleanest pick.
The standalone DEX-Dumps plan does not include CEX–CEX spreads. Pick a plan that includes Spot–Spot if this is your main workflow.
3 days inside the live channels. If the daily flow fits your size, the math works. If not, walk — no card on file.
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