Crypto Arbitrage Calculator
Free Crypto Arbitrage Calculator. Calculate arbitrage profit between exchanges after trading fees and withdrawal costs.
Calculate Arbitrage Profit
Enter buy and sell prices on two exchanges to see if the spread covers fees.
How to use Crypto Arbitrage Calculator
The Arbitrage Calculator identifies profit opportunities from price discrepancies of the same cryptocurrency across different exchanges. Enter the buy price on one exchange and the sell price on another, along with trading fees and transfer costs, to see the net profit and percentage return. The tool accounts for maker/taker fees on both legs plus network withdrawal fees.
Real arbitrage windows typically last seconds to minutes. Use this calculator to determine your minimum profitable spread — the price gap needed to cover all fees and still make money. Compare multiple exchange pairs to find the most consistent opportunities, and factor in transfer times: a 30-minute BTC confirmation window means the price gap must be wide enough to survive volatility during the transfer.
Input guide and assumptions
The two required prices are the buy price (lower exchange) and sell price (higher exchange). Fee fields accept separate percentages for each exchange's trading fee plus a flat withdrawal/network fee in USD. Position size determines the dollar amount you plan to move.
Optional fields include transfer time (in minutes) for risk assessment and slippage tolerance. The calculator outputs net profit, ROI percentage, break-even spread, and an annualized return estimate based on how many round-trips you could complete per day.
How to interpret results correctly
The headline output is net arbitrage profit — gross spread minus both trading fees and the withdrawal fee. Read it next to the break-even spread: that figure is the percentage price gap you must clear just to cover costs. If your gross spread percentage sits below break-even, the trade is a guaranteed loss no matter how large the position. A green +ROI is only meaningful if it survives transfer time and slippage, neither of which this static snapshot captures.
Net ROI is the honest number, not gross spread. A 0.5% gap on a $10,000 buy looks like $50, but two 0.1% fees plus a $5 withdrawal often leave roughly $20 — a 0.2% return per round-trip. Compare your inputs against the <a href="/exchange-fees/">exchange fees calculator</a> to confirm the maker/taker tiers are real, and treat any net ROI under about 0.2% as noise that one bad fill will erase.
Practical scenarios and planning workflow
CEX-to-CEX spot arbitrage is the core use case: you spot BTC cheaper on exchange A than the bid on exchange B, buy on A, withdraw, and sell on B. Enter both prices, both taker fees, and the network withdrawal fee to see whether the gap actually clears costs. This is also useful for vetting "guaranteed profit" arbitrage bot pitches — plug in their claimed spreads and watch fees swallow most of the edge.
Use it to compare venues before committing capital: test the same coin across several exchange pairs and keep only the route where net profit stays positive after a realistic withdrawal fee. It also models stablecoin de-peg trades and the spot leg of a cash-and-carry. For the per-leg coin quantities, the <a href="/converter/">crypto converter</a> helps you sanity-check that your amount and price decimals line up.
Risk and execution checklist
- Before sending funds: 1) Confirm both prices are live bids/asks you can actually hit, not mid-market quotes. 2) Use taker fees, since arbitrage fills aggress the book. 3) Add the exact network withdrawal fee for the chain you will move on. 4) Check that order-book depth on the sell side absorbs your full size without walking the price down past break-even.
- After calculating: if net ROI is positive but thin, ask whether the spread will survive the transfer. A BTC withdrawal can take 30–60 minutes across confirmations; an ERC-20 token a few minutes. During that window the sell price can move more than your entire margin, so only proceed when the buffer above break-even comfortably exceeds the asset's typical move over your transfer time.
Common mistakes to avoid
- The biggest error is using maker fees or ignoring withdrawal cost entirely. Arbitrage fills are takers, so both legs pay the higher fee, and the fixed network fee hits hardest on small positions — a $5 withdrawal is 0.5% of a $1,000 trade by itself. Many "profitable" spreads turn negative the moment you enter honest taker fees on both sides plus the real on-chain cost.
- The second mistake is treating the snapshot as risk-free. Real arbitrage windows close in seconds, while a cross-exchange transfer takes minutes — you are short the spread during the whole transfer. Thin order books add slippage the calculator cannot see: a size that moves the price 0.3% on the sell side can wipe a 0.5% gross gap. Retail cross-exchange arbitrage is usually unprofitable after these frictions.
Performance benchmarks and expectation ranges
Realistic cross-exchange spreads on liquid pairs (BTC, ETH) run 0.1–0.6% and rarely persist; anything above ~1% on a major usually signals stale data, a withdrawal halt, or a price you cannot actually fill. Major-exchange taker fees sit around 0.075–0.20% per leg, so two legs alone cost 0.15–0.40% before withdrawals — that is the floor your gross spread must beat.
Withdrawal fees vary wildly by network: a few cents on Solana or an L2, $1–$3 on many tokens, and several dollars worth of BTC on the Bitcoin mainnet. Annualized, even a clean 0.2% net per round-trip only compounds if you can repeat it many times daily — and each repeat re-incurs every fee. Verify your assumed gap with the <a href="/break-even-calculator/">break-even calculator</a> before assuming the route scales.
Execution templates you can reuse
Workflow: 1) Pre-fund both exchanges so no transfer is needed mid-trade, or accept transfer-time risk explicitly. 2) Read the live ask on the cheap venue and the live bid on the expensive one. 3) Enter both, both taker fees, and the withdrawal fee. 4) Proceed only if net profit clears break-even with a margin wider than the asset's typical move over your settlement window. 5) Buy, then immediately sell against pre-positioned balance.
Pre-positioning balances on both exchanges is what separates viable arbitrage from a gamble — it converts a minutes-long transfer into two near-simultaneous fills, then you rebalance inventory later when spreads are calm. If you cannot pre-fund, factor the round-trip withdrawal both ways into costs. Re-run the <a href="/exchange-fees/">exchange fees calculator</a> whenever your 30-day volume changes your taker tier.
Data hygiene and model maintenance
Log every executed round-trip: timestamp, both prices, fees paid on each leg, withdrawal cost, fill slippage versus the quote you entered, and realized net versus the calculator's estimate. Over a few dozen trades the gap between modeled and realized profit reveals your true slippage and how often spreads collapse before you fill — usually a sobering correction to the on-screen ROI.
Monitor exchange withdrawal status and fee schedules continuously, since both change without notice. A suspended withdrawal traps capital on the cheap side while the spread evaporates, and a quiet fee increase can flip your edge negative. Keep a running record of each venue's confirmation times so your break-even buffer reflects how long funds are actually exposed in transit.
Final validation before capital deployment
Final checks before moving funds: confirm the sell-side bid still exceeds your break-even spread at the moment of execution, not when you first spotted it. Verify the withdrawal network and that deposits are enabled on the receiving exchange — sending on a chain the destination does not credit is the most expensive arbitrage mistake there is. Confirm both your buy and sell sizes fit available depth.
Validate the net number against a second source: independently multiply your quantity by each leg's fee and subtract the withdrawal to confirm the calculator's total fees match. If net ROI is under roughly 0.2%, treat the opportunity as not worth the execution and transfer risk — one delayed confirmation or one thin fill will turn it into a loss.
Authoritative sources
Frequently asked questions
How does crypto arbitrage profit get calculated?
Profit = (sell price − buy price) × quantity − total fees − slippage − transfer costs. Example: buy 1 BTC at $73,500 on Kraken, sell at $73,800 on Binance: gross $300, minus 0.20% taker fees ($295), minus $30 BTC withdrawal fee, minus 0.05% slippage = ~$200 net per BTC.
How do you actually execute cross-exchange arbitrage?
Pre-fund both exchanges with capital, monitor real-time prices via APIs (CCXT or custom WebSocket), execute simultaneous buy/sell when spread > total cost. Most pros never transfer assets between trades — they rebalance once per week. Transfer-based arbitrage is mostly dead; CEX↔DEX (e.g., Binance ↔ Uniswap) still has 0.1–0.5% spreads on altcoins.
What spreads are typical in 2026?
BTC/USDT between major CEXs: 0.02–0.10% (after fees, often unprofitable for retail). Mid-cap alts on Tier-2 exchanges: 0.3–1.5%. CEX↔DEX on lower-liquidity tokens: 0.5–3%. Cross-chain (e.g., USDC on Ethereum vs Solana): 0.05–0.20% spreads, but bridge fees of $5–50 eat most retail-sized trades.
What's the biggest arbitrage mistake?
Ignoring withdrawal time. Spread of 0.5% looks great, but if BTC takes 60 minutes to confirm and price moves 1% against you mid-transfer, your profit becomes a loss. Lock-in via stablecoin transfers (USDT TRC-20 confirms in 30 seconds, fee $1) or maintain pre-funded balances on both exchanges so you never need to bridge during a trade.
CEX arbitrage vs DEX arbitrage — which is more profitable?
DEX arbitrage (Uniswap ↔ Sushi ↔ Curve via flash loans) yields ~$50M/year cumulatively but is dominated by MEV bots — retail can't compete on Ethereum mainnet. CEX arbitrage is more accessible: Binance↔Bybit↔OKX spreads are exploitable with $50K+ capital and a Python bot. Realistic returns: 10–25% APY for skilled operators.
Is triangular arbitrage still profitable?
Rarely on major pairs. BTC→ETH→USDT→BTC loops on Binance close in milliseconds and require co-location. On smaller exchanges (KuCoin, Gate.io), triangular spreads of 0.1–0.4% appear briefly on illiquid altcoin triplets. Building a bot that scans 200+ pairs and executes via REST API is a $5K/month side income for skilled developers, not a get-rich strategy.
Related calculators
← ← All Trading Tools calculators