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GET
/
api
/
v1
/
arbitrage
/
opportunities
Get Spot Arbitrage Opportunities
curl --request GET \
  --url https://api.example.com/api/v1/arbitrage/opportunities
{
  "opportunities": [
    {
      "symbol": "<string>",
      "buy_exchange": "<string>",
      "sell_exchange": "<string>",
      "buy_price": 123,
      "sell_price": 123,
      "profit_percent": 123,
      "profit_amount": 123,
      "volume": 123,
      "timestamp": "<string>",
      "opportunity_type": "<string>"
    }
  ],
  "count": 123,
  "timestamp": "<string>"
}

​
Overview

This endpoint analyzes market data to identify profitable arbitrage opportunities where an asset can be bought on one exchange and simultaneously sold on another for profit. The system employs multiple detection strategies including price differences, technical analysis, volatility patterns, and bid-ask spread analysis.

​
Query Parameters

​
min_profit
number
default:"0.5"
Minimum profit percentage threshold to filter opportunities (e.g., 0.5 for 0.5%)
​
limit
integer
default:"50"
Maximum number of opportunities to return (1-100)
​
symbol
string
Filter opportunities for a specific trading pair (e.g., BTC/USDT)

​
Response

​
opportunities
array
List of detected arbitrage opportunities
​
count
integer
Number of opportunities in the response
​
timestamp
string
Response generation timestamp in ISO 8601 format

​
Profit Calculation

The profit percentage is calculated using high-precision decimals to avoid floating-point errors:
profit_percent = ((sell_price - buy_price) / buy_price) * 100
profit_amount = (sell_price - buy_price) * volume
This calculation does not include:
  • Exchange trading fees (typically 0.1% - 0.5% per trade)
  • Withdrawal fees
  • Network transfer fees
  • Slippage
Always factor in total transaction costs before executing trades.

​
Detection Strategies

The endpoint uses multiple strategies to identify opportunities:
  1. Cross-Exchange Price Differences: Compares prices across exchanges for the same symbol within a 5-minute window
  2. Technical Analysis: Identifies oversold/overbought conditions using 5-period SMA with 30-minute historical data
  3. Volatility Analysis: Detects high volatility patterns over 1-hour windows where price range exceeds minimum profit threshold
  4. Bid-Ask Spread: Finds opportunities to buy at lowest ask and sell at highest bid across exchanges

​
Example Request

curl -X GET "https://api.neuratrade.com/api/v1/arbitrage/opportunities?min_profit=1.0&limit=10&symbol=BTC/USDT" \
  -H "Authorization: Bearer YOUR_API_KEY"

​
Example Response

{
  "opportunities": [
    {
      "symbol": "BTC/USDT",
      "buy_exchange": "binance",
      "sell_exchange": "bybit",
      "buy_price": 43250.50,
      "sell_price": 43680.25,
      "profit_percent": 0.993,
      "profit_amount": 429.75,
      "volume": 1.5,
      "timestamp": "2026-03-03T10:15:30Z",
      "opportunity_type": "arbitrage"
    },
    {
      "symbol": "ETH/USDT",
      "buy_exchange": "okx",
      "sell_exchange": "bitget",
      "buy_price": 2345.80,
      "sell_price": 2368.90,
      "profit_percent": 0.984,
      "profit_amount": 23.10,
      "volume": 12.3,
      "timestamp": "2026-03-03T10:15:28Z",
      "opportunity_type": "spread"
    }
  ],
  "count": 2,
  "timestamp": "2026-03-03T10:15:30Z"
}

​
Implementation Details

Arbitrage opportunities are time-sensitive and may disappear within seconds. The endpoint:
  • Uses market data from the last 5 minutes for cross-exchange analysis
  • Automatically notifies high-profit opportunities (>1%) via configured notification channels
  • Sorts results by profit percentage (descending)
  • Returns empty array if no opportunities meet the minimum profit threshold

​
Source Reference

Implementation: services/backend-api/internal/api/handlers/arbitrage.go:159-205 Core detection logic:
  • Cross-exchange opportunities: arbitrage.go:498-574
  • Technical analysis: arbitrage.go:649-785
  • Volatility detection: arbitrage.go:787-870
  • Spread analysis: arbitrage.go:872-1009

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