Documentation

User guides for arbitrage operators

Everything you need to set up Arbidex, monitor spreads, and execute delta-neutral strategies without surprises.

Data pipeline

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Quickstart checklist

Create your workspace

Sign up, verify email, and set your base currency. Profiles stay isolated so you can test without impacting live capital.

Connect data sources

Add API keys for dYdX, Hyperliquid, and Binance (read-only). Rotate keys regularly; we never store withdrawal rights.

Scan & filter

Open the Scanner to filter by funding spread, depth, and latency. Save presets for your favorite symbols.

Execute delta-neutral legs

Use the Trade page per symbol to size both legs, view slippage estimates, and export fills to your journal.

Operational notes

Pre-trade health checks

  • Confirm both venues have at least 5x your desired notional in top-of-book depth.
  • Check funding timestamps; spreads compress quickly after hourly prints.
  • Keep a 2-3x buffer above maintenance margin; liquidation wipes the edge.
  • Export fills to CSV after each rotation to reconcile funding receipts.
Guide 1

Funding arbitrage playbook

Step-by-step checklist for capturing positive funding while neutralizing delta risk across venues.

  • Identify top quartile spreads
  • Lock borrow/loan rates
  • Net exposure to ~0.00 delta
  • Track hourly funding receipts
Guide 2

Risk controls

Guardrails to avoid hidden tail risks when spreads look attractive.

  • Use per-venue caps
  • Respect maintenance margin buffers
  • Simulate 2x fee impact
  • Auto-expire stale orders
Guide 3

Data freshness

How our feeds stay low-latency and what to check before executing.

  • WebSocket heartbeat < 500ms
  • Fallback REST diffing
  • Circuit breaker on skewed marks
  • Visual latency badge per venue
ArbHawk Docs | Funding Rate Arbitrage Guides