Edge of the World
Arbitrage Detective
Put an apparent pricing gap through the order book.
Two prices can look inconsistent until you try to buy the quantities you need. Arbitrage Detective checks the payoff relationship, walks the available depth and adds the fees before calling something a candidate.
View larger ↗The saved screen checks 63 baskets at five order sizes. At 100 shares per leg, the closest basket misses the line by $0.55 after the stated costs.
Where the easy money goes
The first price on a book only covers the quantity offered there. Larger orders reach worse prices, and each leg can carry a cost. The screen makes those steps visible beside the minimum payoff.
A separate pricing-glitch exercise changes a copy of the captured asks, so the calculation can be checked on a deliberately positive case. The project is an offline research screen; fills across several legs would still need to happen together.
Under the hood
Decimal order-book calculations for binary complements and reviewed deadline relationships.
Five order sizes, explicit fee and retrieval-time guards, and an isolated pricing-glitch exercise.
The screen checks 63 baskets at five sizes. At the default 100 shares, none clears the stated costs. That is still a useful answer before putting money behind a pricing gap.