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Crypto Cross-Rate Dislocation

COMPOSED · ID crypto_cross_rate_dislocation

現在の測定値を確認する

The live view recomputes Crypto Cross-Rate Dislocation on the wire and shows the method it used and every signal it read, so the number can be checked rather than trusted.

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01

数学的モデルと方法論

No-arbitrage conditions across four relations, all reducing to the law of one price (Cassel 1918): cross-venue (one pair, two order books, priced at the touch), cross-fx (one asset in two currencies against an FX reference), cross-coin (two assets in one currency against the venue's own direct book) and cross-coin/fx (a four-leg circuit crossing both an asset and a currency boundary). Deviations are reported in basis points gross and net of execution, the net figure charging each fill at an assumed best-tier taker rate. Readings are screened before they are ranked: quotes that never moved across the window, venues the other venues contradict, books whose own quoted spread exceeds five percent, and legs too thin to fill are reported as findings rather than as opportunities. Level and score band the net edge, not the gross deviation. Execution plans assume balances already held on every venue named. The relations are published; the screening rules, the cost assumption and the bands are pronto's

02

ソース信号入力

  • crypto
  • macro
03

アクセスと統合

Computed in real time and available over the MCP tool get_fused_signal at /mcp, and enumerated in the fusion products guide. Included from the Team plan. Compare access at /pricing or call get_plans over MCP. Readings depend on current source availability; source licences still apply.