₿ Bitcoin Spot-Perp Arbitrage — Live Strategy Analysis
Exploit the basis spread between spot and perpetual futures prices. Updated hourly with live data from the Algo Tick API.
Current State — March 14, 2026
Strategy Overview
Spot-perp arbitrage captures the price difference (basis) between an asset's spot price and its perpetual futures price. When funding rates are positive, longs pay shorts — a trader can buy spot and short the perp to collect the funding rate as yield, while remaining delta-neutral.
The Math
Yield = (Funding Rate × 3 × 365) − Execution Costs. Basis = (Perp Price − Spot Price) / Spot Price × 10000 bps.
Risk Factors
Risk comes from liquidation on the short perp leg during extreme moves, exchange counterparty risk, and funding rate reversal.
Automate This Strategy
Get this exact signal via our API. Here are the endpoints you need:
# Spreads signal
curl -H "X-API-Key: YOUR_KEY" \
https://algotick.dev/v1/signals/spreads?coin=BTC# Arbitrage signal
curl -H "X-API-Key: YOUR_KEY" \
https://algotick.dev/v3/signals/arbitrage?coin=BTC# Volatility signal
curl -H "X-API-Key: YOUR_KEY" \
https://algotick.dev/v1/signals/volatility?coin=BTCDon't run this strategy manually
Every data point on this page is available via our sub-millisecond API. Build a bot that executes this Spot-Perp Arbitrage strategy automatically.
Get API Key → See code templates →Related Strategies — Bitcoin
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