Crypto Arbitrage Calculator
Calculate the net profit from buying a cryptocurrency on one exchange and selling it on another where the price is higher. Use this to quickly assess whether a price discrepancy is worth exploiting after accounting for fees.
About this calculator
Crypto arbitrage exploits price differences for the same asset across different exchanges. The net profit formula is: Profit = (Price on Exchange B − Price on Exchange A) × Amount − Fees. The first part, (Price B − Price A) × Amount, gives your gross profit from the price spread. Subtracting total fees — which include trading fees on both exchanges and any network transfer costs — reveals your true net gain. If the result is negative, the fees outweigh the spread and the trade is not profitable. Arbitrage opportunities are typically short-lived because traders and bots close the price gap quickly. Speed of execution and low fees are therefore critical to successful arbitrage trading.
How to use
Suppose Bitcoin trades at $29,800 on Exchange A and $30,050 on Exchange B. You want to trade 0.5 BTC, and your total fees (trading + withdrawal) are $18. Enter $29,800 for Price on Exchange A, $30,050 for Price on Exchange B, 0.5 for Trade Amount, and $18 for Total Fees. The calculation: Profit = ($30,050 − $29,800) × 0.5 − $18 = $250 × 0.5 − $18 = $125 − $18 = $107. Your net arbitrage profit is $107. If fees were $130 instead, the trade would result in a $5 loss.
Frequently asked questions
What fees should I include when calculating crypto arbitrage profit?
You should account for every cost that reduces your spread income. This includes the taker or maker trading fee on the buy exchange, the trading fee on the sell exchange, the blockchain withdrawal or transfer fee to move the asset between platforms, and any currency conversion fees if fiat is involved. Overlooking even one fee layer can turn a seemingly profitable arbitrage trade into a loss. Always calculate fees as a percentage of the trade size to understand their full impact.
Why do price differences exist between cryptocurrency exchanges?
Price discrepancies arise because exchanges operate independently with different pools of buyers and sellers, liquidity depths, and order books. Geographic demand differences, varying fiat on-ramps, and platform-specific trading volumes all contribute to price divergence. During periods of high volatility, spreads can widen significantly as liquidity dries up on smaller exchanges. Regulatory restrictions in certain regions can also prevent capital flows that would otherwise equalize prices across platforms.
How quickly do crypto arbitrage opportunities disappear?
Most arbitrage opportunities in liquid crypto markets last seconds to a few minutes before bots and professional traders close the gap. For well-traded pairs like BTC/USDT, price differences above 0.1–0.2% are rare and fleeting. Opportunities tend to last longer on smaller altcoins or less liquid exchanges where fewer participants are actively monitoring spreads. Manual arbitrage is therefore most practical in niche markets or during extreme volatility events where spreads temporarily widen beyond normal levels.