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GET
/
api
/
v1
/
arbitrage
/
history
Get Arbitrage History
curl --request GET \
  --url https://api.example.com/api/v1/arbitrage/history
{
  "history": [
    {
      "id": 123,
      "symbol": "<string>",
      "buy_exchange": "<string>",
      "sell_exchange": "<string>",
      "buy_price": 123,
      "sell_price": 123,
      "profit_percent": 123,
      "detected_at": "<string>"
    }
  ],
  "count": 123,
  "page": 123,
  "limit": 123
}

​
Overview

This endpoint returns historical arbitrage opportunities that were detected by the system. It supports filtering by symbol, exchange, and date range, with pagination for large result sets.

​
Query Parameters

​
page
integer
default:"1"
Page number for pagination (starts at 1)
​
limit
integer
default:"20"
Number of items per page (1-100)
​
symbol
string
Filter by trading pair symbol (e.g., BTC/USDT)
​
exchange
string
Filter by exchange name (applies to both buy and sell exchanges)
​
start_date
string
Filter opportunities detected after this date (ISO 8601 format: 2026-03-01T00:00:00Z)
​
end_date
string
Filter opportunities detected before this date (ISO 8601 format)

​
Response

​
history
array
List of historical arbitrage opportunities
​
count
integer
Number of items in the current page
​
page
integer
Current page number
​
limit
integer
Items per page limit

​
Data Retention

Historical arbitrage data is stored with the following retention policy:
  • Spot arbitrage opportunities: Retained for analysis and backtesting
  • Data age: The endpoint retrieves opportunities from the last 24 hours by default
  • Database table: arbitrage_opportunities
For long-term historical analysis, consider exporting data periodically or using the statistics endpoint.

​
Example Request

curl -X GET "https://api.neuratrade.com/api/v1/arbitrage/history?symbol=BTC/USDT&page=1&limit=10" \
  -H "Authorization: Bearer YOUR_API_KEY"

​
Example Response

{
  "history": [
    {
      "id": 12847,
      "symbol": "BTC/USDT",
      "buy_exchange": "binance",
      "sell_exchange": "bybit",
      "buy_price": 43250.50,
      "sell_price": 43680.25,
      "profit_percent": 0.993,
      "detected_at": "2026-03-03T09:45:12Z"
    },
    {
      "id": 12846,
      "symbol": "BTC/USDT",
      "buy_exchange": "okx",
      "sell_exchange": "bitget",
      "buy_price": 43180.00,
      "sell_price": 43550.80,
      "profit_percent": 0.858,
      "detected_at": "2026-03-03T09:30:45Z"
    },
    {
      "id": 12845,
      "symbol": "BTC/USDT",
      "buy_exchange": "binance",
      "sell_exchange": "okx",
      "buy_price": 43100.25,
      "sell_price": 43425.60,
      "profit_percent": 0.755,
      "detected_at": "2026-03-03T09:15:20Z"
    }
  ],
  "count": 3,
  "page": 1,
  "limit": 10
}

​
Pagination

When working with large datasets, use pagination to retrieve results efficiently: 
# First page
curl -X GET "https://api.neuratrade.com/api/v1/arbitrage/history?page=1&limit=20"

# Second page
curl -X GET "https://api.neuratrade.com/api/v1/arbitrage/history?page=2&limit=20"

# Third page
curl -X GET "https://api.neuratrade.com/api/v1/arbitrage/history?page=3&limit=20"
Pagination Tips:
  • Use appropriate limit values (10-50) for optimal performance
  • The count field tells you how many items are in the current page
  • If count < limit, you’ve reached the last page
  • Maximum limit is 100 items per request

​
Filtering by Date Range

Retrieve opportunities within a specific time window: 
curl -X GET "https://api.neuratrade.com/api/v1/arbitrage/history?start_date=2026-03-01T00:00:00Z&end_date=2026-03-03T23:59:59Z" \
  -H "Authorization: Bearer YOUR_API_KEY"

​
Combining Filters

All query parameters can be combined for precise filtering: 
curl -X GET "https://api.neuratrade.com/api/v1/arbitrage/history?symbol=ETH/USDT&exchange=binance&start_date=2026-03-01T00:00:00Z&page=1&limit=25" \
  -H "Authorization: Bearer YOUR_API_KEY"

​
Use Cases

​
1. Backtesting Strategies

Analyze historical opportunities to validate trading strategies: 
const response = await fetch(
  'https://api.neuratrade.com/api/v1/arbitrage/history?symbol=BTC/USDT&limit=100',
  {
    headers: { 'Authorization': 'Bearer YOUR_API_KEY' }
  }
);

const data = await response.json();
const avgProfit = data.history.reduce((sum, opp) => 
  sum + opp.profit_percent, 0
) / data.history.length;

console.log(`Average profit: ${avgProfit.toFixed(3)}%`);

​
2. Exchange Performance Analysis

Identify which exchanges offer the best arbitrage opportunities: 
import requests
from collections import Counter

response = requests.get(
    'https://api.neuratrade.com/api/v1/arbitrage/history',
    params={'limit': 100},
    headers={'Authorization': 'Bearer YOUR_API_KEY'}
)

data = response.json()
exchanges = [f"{h['buy_exchange']}-{h['sell_exchange']}" 
             for h in data['history']]
pairs = Counter(exchanges).most_common(5)

for pair, count in pairs:
    print(f"{pair}: {count} opportunities")

​
3. Profit Trend Analysis

Track how profit percentages change over time: 
# Get last 7 days of data
curl -X GET "https://api.neuratrade.com/api/v1/arbitrage/history?start_date=2026-02-25T00:00:00Z&limit=100" \
  -H "Authorization: Bearer YOUR_API_KEY" \
  | jq '[.history[] | {date: .detected_at, profit: .profit_percent}]'

​
Implementation Details

Current Implementation Note:The history endpoint currently simulates historical data from recent market data. For production deployments, ensure that detected opportunities are being persisted to the arbitrage_opportunities table for accurate historical tracking.Query logic: services/backend-api/internal/api/handlers/arbitrage.go:1024-1085

​
Source Reference

Implementation: services/backend-api/internal/api/handlers/arbitrage.go:240-280 Database repository: services/backend-api/internal/database/arbitrage_repository.go:143-185

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