Arbitrage workflows help you review and operate strategies that look for price or market-structure differences across spot and futures contexts when supported. Arbitrage is not risk-free: fees, latency, liquidity, funding, slippage, and exchange behavior can erase or reverse the expected edge.
spot/futures arbitrage workflows can create complex exposure. Understand fees, funding, margin, and execution risk before live use.
What This Feature Does
BitRage is the spot/futures arbitrage area. When it is enabled, it helps you review the spread together with the trade reality behind it: fees, funding, liquidity, margin, fills, exchange behavior, and the risk that the opportunity changes before execution completes.
Risk Factors
Latency between venues or market types. Fees, funding, spread, and slippage. Incomplete fills or rejected orders. Exchange outages, rate limits, and margin requirements. Incorrect assumptions about spot versus futures exposure.
Example Workflow
You review a potential spot/futures opportunity, check fees and liquidity, review risk and capital requirements, then monitor fills and exposure after execution.
Trading Reality
It gives Gunbot a browser workspace for monitoring, strategy work, backtesting, risk review, history, and exchange-connected operations. These pages explain what the product does. Your account data stays on your local trading bot, behind login.
Operational Limits
The dashboard depends on the connected Gunbot instance, the exchange API, and the network between them. It can make problems easier to notice, but it does not remove market risk or take responsibility away from you: exchange permissions, strategy settings, open orders, and capital allocation still need your review.
Plain Definition
Spot/futures arbitrage workflows look for differences between markets that may be related but priced differently. The idea sounds simple, but the operation is fragile because exchanges, fees, margin, funding, and timing determine whether the apparent edge is real.
What To Compare
Spot/futures arbitrage review has to compare more than the spread. Fees, funding, order book depth, latency, margin requirements, liquidation distance, and the chance that only one leg fills all decide whether the opportunity can survive real execution.
Spot/Futures Arbitrage Checklist
| Check | Why it matters |
|---|---|
| Funding | A positive spread can disappear after funding costs. |
| Partial fills | One filled leg without the other creates directional exposure. |
| Margin | Futures exposure can be liquidated even if the theoretical spread is correct. |
| Rate limits | Exchange limits can delay or block one side of the workflow. |
| History | Post-trade review needs clean records for both market details. |
What The Dashboard Should Help With
A good BitRage arbitrage workflow keeps opportunity review near balances, risk, charts, history, and exchange detail. You should not have to evaluate a spread in one place and then hunt elsewhere for margin, orders, or failed fills.
FAQ
Is BitRage risk-free?
No. Real arbitrage workflows can fail because of fees, latency, partial fills, funding, liquidity, and exchange behavior.
Does Gunbot Live replace exchange margin review?
No. Futures and margin-related risks must be checked directly against exchange rules and account state.
Why is arbitrage not risk-free?
Because execution happens in real markets with fees, funding, latency, partial fills, liquidity gaps, exchange errors, and margin constraints.
Is spot/futures arbitrage suitable for beginners?
Usually not without careful education. Futures mechanics and two-sided execution risk can be harder to manage than a simple spot strategy.
Last updated: