How far apart QX and QSwap prices were
qmax_venue_premiumHour by hour, the gap between the asset's QX and QSwap prices (positive = QSwap dearer) and how often it was wider than the trading costs for a trade of 'reference_qu'. This is an UPPER BOUND on arbitrage, not a profit: it uses hourly average prices, so it leaves out the QX bid-ask spread (often wider than the costs) and the delay between the two transactions. Returns { bothVenues, breakEvenPct, points, summary, note }.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| asset | Yes | Asset symbol, for example CFB or QDOGE (case does not matter). Use qmax_list_assets to find one. | |
| range | No | 30d | |
| reference_qu | No | Trade size in QU used to work out the break-even gap (default 10,000,000) |