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I built a tool that finds funding arbitrage opportunities in real time (up to 200%+ APR)

For the past months I’ve been trading funding rate arbitrage across multiple DEXs and CEXs.

Some of the spreads I was seeing were 50%–200% APR — but almost impossible to capture manually.

At first I did everything manually:
– checking funding rates
– comparing spreads
– trying to open positions fast enough

But it always ended the same way:

By the time I found a good opportunity… it was already gone.

So I built my own system.

👉 What it does:
– tracks funding rates across exchanges in real time
– detects long/short arbitrage setups instantly
– helps execute before spreads disappear

Over time I added:
– a scoring system to rank the best opportunities
– monitoring of 500+ tokens
– execution-focused signals (not just theoretical setups)

The biggest realization:
👉 finding opportunities is easy
👉 execution speed is the real edge

Now I use it daily — and the difference vs manual trading is huge.


I ended up turning it into a product:
👉 https://arbex.io/signals

(Not trying to sell — just sharing what’s working for me.)


Also testing something interesting:

I launched a referral system where traders can earn recurring commissions (up to 25%) by sharing it.

👉 https://arbex.io/referrals

Curious if distribution through traders works better than paid ads.


Recently I’ve also started building custom setups:
– private arbitrage bots
– execution infrastructure
– white-label solutions

This part is evolving faster than I expected.


Would love feedback from anyone working on:
– arbitrage
– market-neutral strategies
– automated trading
– or building in crypto in general

on March 29, 2026
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    interesting approach. the execution speed point is spot on — i built something similar for cold outreach (scraping agency websites and sending personalized emails) and the same principle applies. by the time you manually find a good prospect and craft an email, the window has moved. automation that acts in real-time is the only way to scale. curious how you handle the latency between exchanges for the actual trade execution.

    1. 1

      Appreciate this — and yeah, completely agree, execution speed is the real edge.

      That’s actually where most of the system complexity ended up.

      Right now the approach is:

      – near-simultaneous execution across both exchanges
      – trades only trigger above a safety threshold (~1%+ after fees/slippage)
      – if execution conditions aren’t clean, the system skips the trade entirely

      What I found is that detecting opportunities is relatively easy…
      but capturing them consistently is a completely different problem.

      Latency between exchanges is definitely the biggest constraint — especially when spreads compress in seconds — so I’ve been prioritizing execution quality over frequency.

      Less trades, but cleaner ones.

      Also experimenting with:
      – tighter execution coordination
      – reducing API roundtrip delays
      – and more controlled environments for order placement

      Still a lot to improve here, but that’s where most of the edge seems to be.

      Curious — in your case, did you also notice that once execution was solved, everything else became secondary?

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