TradingView
egils75
16 mar 2021 09:56

BTC Multi Exchange Perpetual Premium 

Bitcoin / United States DollarCoinbase

Beskrivning

This script tracks the premium/discount of Bitcoin perpetual contracts at various exchanges.

The premium/discount is calculated against an index price. The index price is calculated from spot exchange prices and are weighted as follows:

Bitstamp:28,81%
Bittrex:5,5%
Coinbase: 38,07%
Gemini: 7,34%
Kraken: 20,28

The difference between this script and other available scripts, is that exciting script seems to only focus on one exchange. This script is also open source.

Versionsinformation

Fixed an error showing using spot instead of perpetual price.

Versionsinformation

Fixed a calculation error.

Versionsinformation

Added a few more exchanges.

Added the possibility to select the reference price. Choises are Bitmex Indices (as used in previous script) and Tradingviews index. Default is the TradingView index.

Versionsinformation

Added choice to include OKEX and Houbi exhcanges. These exchanges are on different timezones and produces irratic results on higher timeframes (12 hr and up?). These exchanges are left out by default, but can be included on lower timeframes.

Also Bitmex indices are updated (still default to Tradingviews index as reference.

Versionsinformation

Updated Bitmex Indices

Versionsinformation

Fixed calculation error

Versionsinformation

Updated Bitmex indices. Also, added Coinbase BTCUSD as a choice for reference price.

Versionsinformation

Updated OKX ticker in script
Updated Bitmex indices

Versionsinformation

Updated BitMEX Indices

Versionsinformation

Updated Bitmex indices (incl removal of FTX from indices)

Versionsinformation

Removed FTX

Versionsinformation

- Fixed some bugs
- Updated Bitumen Indices
- Added Coinbase to plot
Kommentarer
chaimpotok
Hi, Its saying study error . Invalid symbol BINACEUS"BTCUSD
egils75
@chaimpotok, Hi. Should be fixed know. Let me know if you still get errors.
xmd1979
thank you, good code
egils75
@xmd1979, Tanks, chief!
Mer