Itemized fee breakdown and net P&L for any arbitrage trade — fees, slippage and gas. For arbitrage and trading agents.

Cross-regional price differentials for oil, gas, metals and grains, with transport-cost breakdown. For commodity and arbitrage agents.

GPU compute price arbitrage — ONE $0.25 call returns live $/GPU-hour for one GPU class (H100, H200, B200, A100, L40S, RTX 4090/5090) across the vast.ai marketplace floor, RunPod community/secure cloud, and the AWS on-demand anchor, plus the spread multiple and 24/7 monthly savings versus the anchor. Marketplace-vs-hyperscaler spreads of 3-4x are routine in 2026 — for agents provisioning training or inference this is direct spend recovery. Live provider APIs, no LLM in the path.

Live CEX spot arbitrage across Binance, Coinbase, Kraken and Bybit — net profit after fees. For crypto trading and arbitrage agents.

Cross-protocol DeFi yield arbitrage — borrow/deposit spread opportunities across all chains. For DeFi and arbitrage agents.

Cross-pool and cross-chain DEX price arbitrage, with flash-loan execution paths. For DeFi and MEV agents.

ETF NAV premium/discount arbitrage — mechanics for US, European, Asian and crypto ETFs versus spot. For arbitrage and trading agents.

Agent-ready execution package — calldata, gas estimates and a risk assessment for any arbitrage opportunity. Built for autonomous trading agents.

Zero-capital flash-loan strategy builder — execution calldata for Aave V3 and Balancer with executor-contract templates. For autonomous DeFi agents.

Stablecoin parallel-rate premium — how far the street price of a digital dollar (per-venue USDT quotes) diverges from the official FX rate in capital-controlled economies: venue table, median street rate, premium %, signal read. ARS, VES, BRL, COP, PEN, MXN, CLP, BOB; ARS includes the blue/MEP/CCL board. Live quotes, no LLM.

AI inference price arbitrage — every provider serving a given model with live input/output $/Mtoken, blended 3:1 cost, cheapest-vs-dearest spread multiple, quantization caveats. Same open-weights model spans 2-5x across providers; for agents that buy inference this is self-referential spend recovery. Live listings, no LLM.

Statistical arbitrage — cointegrated pairs with z-score signals across crypto, equities, forex and DeFi. For quant and trading agents.

Perps funding-rate arbitrage — delta-neutral carry across Hyperliquid, Binance, Bybit, GMX and dYdX. For trading and arbitrage agents.

Prediction market cross-venue arbitrage — matches live Polymarket contracts to Kalshi contracts for the same events: both leg strategies, gross cost, Kalshi taker fee, net edge per contract, ARB_CANDIDATE / CONVERGENCE_GAP / ALIGNED verdicts. Optional ?query= topic filter. Deterministic order-book math, no LLM.

Top live arbitrage opportunities across DeFi, DEX, perps, ETF, commodity and sports, ranked by net expected value. For autonomous arbitrage agents.

Sports surebet scanner — mathematically guaranteed-profit arbitrage across 80+ global bookmakers. For betting and arbitrage agents.

Cross-exchange spread tick — ONE $0.02 call returns the live executable spread for a pair across Binance, Coinbase, Kraken, Bybit: best bid venue, best ask venue, spread in bps, and a deterministic TRADE / THIN / NONE verdict. Built for arbitrage monitoring loops; escalate to /api/crypto ($0.07) for the full CEX arbitrage read with fees and transfer paths. 30s freshness, no LLM in the path.