Cross-exchange price discrepancies exist for seconds, not minutes. When your arbitrage system relies on delayed APIs, aggregated price feeds, or manual monitoring, you miss the narrow windows where real profits exist, and worse, you might execute trades based on stale data that leads to losses instead of gains.
Delayed price feeds mean missing profitable opportunities that disappear within seconds
Inconsistent timestamps across exchanges make it impossible to identify true arbitrage windows
API rate limits and disconnects during volatile periods kill time-sensitive strategies
Missing order book depth leads to poor execution and slippage that erases profits
Manual monitoring across multiple exchanges wastes time and misses opportunities
Unreliable WebSocket connections cause missed trades during critical market moments
Lack of real-time exchange status means trading on offline or maintenance-mode venues
Our API is built by developers, for developers. We give the right tools and resources to streamline your workflow and complete products faster and more efficiently.
Our core values
Mimoza Selmani
"Reliable and comprehensive data delivery is paramount, particularly during high market volatility, while API performance should demonstrate consistently low latency and high uptime with flexibility for both real-time and historical data access."