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OPEN-SOURCE SCRIPT

BTC Multi Exchange Perpetual Premium

By egils75
Updated
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.
Release Notes
Fixed an error showing using spot instead of perpetual price.
Release Notes
Fixed a calculation error.
Release Notes
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.
Release Notes
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.
Release Notes
Updated Bitmex Indices
Release Notes
Fixed calculation error
Release Notes
Updated Bitmex indices. Also, added Coinbase BTCUSD as a choice for reference price.
Release Notes
Updated OKX ticker in script
Updated Bitmex indices
Release Notes
Updated BitMEX Indices
Release Notes
Updated Bitmex indices (incl removal of FTX from indices)
Release Notes
Removed FTX
Release Notes
- Fixed some bugs
- Updated Bitumen Indices
- Added Coinbase to plot
Release Notes
Updated Bitmex Indices.

Updated to Pine v6
Bitcoin (Cryptocurrency)bitcoinforecastbitcoinpriceBTCBTCUSDBTCUSDTOscillatorsperpetualperpetualswappremium

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.

Want to use this script on a chart?

egils75

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.