XRPの価格差について調べる

はじめに

Botterアドベントカレンダーで紹介されていたアービトラージ入門を読んで興味が出たので、一番シンプルな2通貨間の仮想通貨アービトラージってどんなもんなのかを調べてみることにしました。

そこで、2021/10/1 00:00:00+00～2021/12/31 23:59:59.999+00の約定履歴を元に、XRPの価格差がPoloniexともう一つの取引所で1%を超えた時間がどの程度あるか、乖離がどの程度かを調べてみました。確かどこかでXRPとpoloniexでアービトラージ云々とどこかで読んだ気がしたので…。

Calendar for 仮想通貨botter | Advent Calendar 2021 - Qiita

アービトラージ入門 裁定理論からマーケットが見える

わかったことのまとめ

(2022/1/1追記) 最初の計算は色々大幅に間違っていたので修正しました。ともあれ、以下のようなことがわかりました。

• 取引手数料を引いても利益の出る価格の乖離は、どの取引所のペアであっても確かに存在していること

• ただし、そのような価格の乖離が出るウィンドウは、ごくごく短いこと

• 散発的に色々な取引所でミスプライスが発生していそうであること

• 1%以上の乖離が起こると、持続時間は思ったよりも長いものもあること

仮想通貨アービトラージはプログラムやネットワークの高速化の工夫をキッチリやって、50msから100ms以内に反応できれば参加できるゲームなのかもしれないと思いました。ただ、それがどのくらいの難易度かはよくわかっていません。

Botを置く仮想マシンの場所をきちんと吟味して、プログラムはC++かRustで書き、ロジックをシンプルにしつつオンメモリの情報だけを使えばどうにかなるんでしょうか…。

ここから下は測定結果です。

---

測定結果

Poloniex対Binance

poloniex vs binance: XRP/BTC
2021-10-01 00:00:00.000+00 から 2021-12-31 23:59:59.999+00の集計結果です
価格乖離が1%以上の時間は0.12時間でした


価格乖離の分布
0 percentile: -26.532%
1 percentile: -0.248%
2 percentile: -0.172%
3 percentile: -0.141%
4 percentile: -0.117%
5 percentile: -0.113%
6 percentile: -0.109%
7 percentile: -0.105%
8 percentile: -0.101%
9 percentile: -0.092%
10 percentile: -0.061%
11 percentile: -0.059%
12 percentile: -0.059%
13 percentile: -0.058%
14 percentile: -0.058%
15 percentile: -0.057%
16 percentile: -0.057%
17 percentile: -0.057%
18 percentile: -0.056%
19 percentile: -0.056%
20 percentile: -0.055%
21 percentile: -0.055%
22 percentile: -0.055%
23 percentile: -0.054%
24 percentile: -0.054%
25 percentile: -0.054%
26 percentile: -0.053%
27 percentile: -0.052%
28 percentile: -0.052%
29 percentile: -0.051%
30 percentile: -0.051%
31 percentile: -0.050%
32 percentile: -0.047%
33 percentile: -0.046%
34 percentile: 0.000%
35 percentile: 0.000%
36 percentile: 0.000%
37 percentile: 0.000%
38 percentile: 0.000%
39 percentile: 0.000%
40 percentile: 0.000%
41 percentile: 0.000%
42 percentile: 0.000%
43 percentile: 0.000%
44 percentile: 0.000%
45 percentile: 0.000%
46 percentile: 0.000%
47 percentile: 0.000%
48 percentile: 0.000%
49 percentile: 0.000%
50 percentile: 0.000%
51 percentile: 0.000%
52 percentile: 0.000%
53 percentile: 0.000%
54 percentile: 0.000%
55 percentile: 0.000%
56 percentile: 0.000%
57 percentile: 0.000%
58 percentile: 0.000%
59 percentile: 0.000%
60 percentile: 0.000%
61 percentile: 0.000%
62 percentile: 0.000%
63 percentile: 0.000%
64 percentile: 0.000%
65 percentile: 0.000%
66 percentile: 0.000%
67 percentile: 0.000%
68 percentile: 0.000%
69 percentile: 0.000%
70 percentile: 0.000%
71 percentile: 0.046%
72 percentile: 0.047%
73 percentile: 0.050%
74 percentile: 0.051%
75 percentile: 0.052%
76 percentile: 0.053%
77 percentile: 0.053%
78 percentile: 0.054%
79 percentile: 0.054%
80 percentile: 0.054%
81 percentile: 0.055%
82 percentile: 0.055%
83 percentile: 0.056%
84 percentile: 0.056%
85 percentile: 0.057%
86 percentile: 0.057%
87 percentile: 0.058%
88 percentile: 0.058%
89 percentile: 0.059%
90 percentile: 0.061%
91 percentile: 0.093%
92 percentile: 0.104%
93 percentile: 0.108%
94 percentile: 0.110%
95 percentile: 0.113%
96 percentile: 0.121%
97 percentile: 0.162%
98 percentile: 0.193%
99 percentile: 0.319%
100 percentile: 4.919%

価格乖離の絶対値が1%を超えた連続時間の分布
0 percentile: 0.00 sec
1 percentile: 0.00 sec
2 percentile: 0.00 sec
3 percentile: 0.00 sec
4 percentile: 0.00 sec
5 percentile: 0.00 sec
6 percentile: 0.00 sec
7 percentile: 0.00 sec
8 percentile: 0.00 sec
9 percentile: 0.00 sec
10 percentile: 0.00 sec
11 percentile: 0.00 sec
12 percentile: 0.00 sec
13 percentile: 0.00 sec
14 percentile: 0.00 sec
15 percentile: 0.00 sec
16 percentile: 0.00 sec
17 percentile: 0.00 sec
18 percentile: 0.00 sec
19 percentile: 0.00 sec
20 percentile: 0.00 sec
21 percentile: 0.00 sec
22 percentile: 0.00 sec
23 percentile: 0.00 sec
24 percentile: 0.00 sec
25 percentile: 0.00 sec
26 percentile: 0.00 sec
27 percentile: 0.00 sec
28 percentile: 0.00 sec
29 percentile: 0.00 sec
30 percentile: 0.00 sec
31 percentile: 0.00 sec
32 percentile: 0.00 sec
33 percentile: 0.00 sec
34 percentile: 0.00 sec
35 percentile: 0.00 sec
36 percentile: 0.01 sec
37 percentile: 0.01 sec
38 percentile: 0.01 sec
39 percentile: 0.01 sec
40 percentile: 0.01 sec
41 percentile: 0.02 sec
42 percentile: 0.02 sec
43 percentile: 0.02 sec
44 percentile: 0.02 sec
45 percentile: 0.02 sec
46 percentile: 0.02 sec
47 percentile: 0.03 sec
48 percentile: 0.03 sec
49 percentile: 0.03 sec
50 percentile: 0.04 sec
51 percentile: 0.04 sec
52 percentile: 0.04 sec
53 percentile: 0.05 sec
54 percentile: 0.05 sec
55 percentile: 0.06 sec
56 percentile: 0.06 sec
57 percentile: 0.07 sec
58 percentile: 0.07 sec
59 percentile: 0.08 sec
60 percentile: 0.08 sec
61 percentile: 0.09 sec
62 percentile: 0.09 sec
63 percentile: 0.10 sec
64 percentile: 0.10 sec
65 percentile: 0.11 sec
66 percentile: 0.12 sec
67 percentile: 0.12 sec
68 percentile: 0.13 sec
69 percentile: 0.14 sec
70 percentile: 0.15 sec
71 percentile: 0.17 sec
72 percentile: 0.18 sec
73 percentile: 0.19 sec
74 percentile: 0.20 sec
75 percentile: 0.21 sec
76 percentile: 0.22 sec
77 percentile: 0.25 sec
78 percentile: 0.27 sec
79 percentile: 0.28 sec
80 percentile: 0.32 sec
81 percentile: 0.36 sec
82 percentile: 0.41 sec
83 percentile: 0.45 sec
84 percentile: 0.49 sec
85 percentile: 0.54 sec
86 percentile: 0.66 sec
87 percentile: 0.72 sec
88 percentile: 0.81 sec
89 percentile: 0.91 sec
90 percentile: 1.00 sec
91 percentile: 1.00 sec
92 percentile: 1.00 sec
93 percentile: 1.11 sec
94 percentile: 1.31 sec
95 percentile: 1.69 sec
96 percentile: 2.00 sec
97 percentile: 2.21 sec
98 percentile: 3.04 sec
99 percentile: 5.00 sec
100 percentile: 19.58 sec

Poloniex対Kraken

poloniex vs kraken: XRP/BTC
2021-10-01 00:00:00.000+00 から 2021-12-31 23:59:59.999+00の集計結果です
価格乖離が1%以上の時間は0.22時間でした


価格乖離の分布
0 percentile: -25.131%
1 percentile: -0.527%
2 percentile: -0.383%
3 percentile: -0.320%
4 percentile: -0.277%
5 percentile: -0.244%
6 percentile: -0.225%
7 percentile: -0.212%
8 percentile: -0.185%
9 percentile: -0.174%
10 percentile: -0.167%
11 percentile: -0.162%
12 percentile: -0.157%
13 percentile: -0.145%
14 percentile: -0.121%
15 percentile: -0.116%
16 percentile: -0.114%
17 percentile: -0.112%
18 percentile: -0.110%
19 percentile: -0.109%
20 percentile: -0.108%
21 percentile: -0.106%
22 percentile: -0.104%
23 percentile: -0.101%
24 percentile: -0.093%
25 percentile: -0.060%
26 percentile: -0.059%
27 percentile: -0.058%
28 percentile: -0.057%
29 percentile: -0.057%
30 percentile: -0.056%
31 percentile: -0.055%
32 percentile: -0.055%
33 percentile: -0.055%
34 percentile: -0.054%
35 percentile: -0.054%
36 percentile: -0.053%
37 percentile: -0.052%
38 percentile: -0.052%
39 percentile: -0.051%
40 percentile: -0.047%
41 percentile: 0.000%
42 percentile: 0.000%
43 percentile: 0.000%
44 percentile: 0.000%
45 percentile: 0.000%
46 percentile: 0.000%
47 percentile: 0.000%
48 percentile: 0.000%
49 percentile: 0.000%
50 percentile: 0.000%
51 percentile: 0.000%
52 percentile: 0.000%
53 percentile: 0.000%
54 percentile: 0.000%
55 percentile: 0.000%
56 percentile: 0.000%
57 percentile: 0.000%
58 percentile: 0.047%
59 percentile: 0.051%
60 percentile: 0.051%
61 percentile: 0.052%
62 percentile: 0.053%
63 percentile: 0.054%
64 percentile: 0.054%
65 percentile: 0.055%
66 percentile: 0.055%
67 percentile: 0.056%
68 percentile: 0.056%
69 percentile: 0.057%
70 percentile: 0.057%
71 percentile: 0.058%
72 percentile: 0.058%
73 percentile: 0.059%
74 percentile: 0.063%
75 percentile: 0.098%
76 percentile: 0.103%
77 percentile: 0.105%
78 percentile: 0.107%
79 percentile: 0.108%
80 percentile: 0.109%
81 percentile: 0.111%
82 percentile: 0.113%
83 percentile: 0.114%
84 percentile: 0.116%
85 percentile: 0.119%
86 percentile: 0.141%
87 percentile: 0.155%
88 percentile: 0.161%
89 percentile: 0.165%
90 percentile: 0.170%
91 percentile: 0.175%
92 percentile: 0.195%
93 percentile: 0.215%
94 percentile: 0.227%
95 percentile: 0.242%
96 percentile: 0.273%
97 percentile: 0.306%
98 percentile: 0.356%
99 percentile: 0.456%
100 percentile: 3.659%

価格乖離の絶対値が1%を超えた連続時間の分布
0 percentile: 0.00 sec
1 percentile: 0.00 sec
2 percentile: 0.00 sec
3 percentile: 0.00 sec
4 percentile: 0.00 sec
5 percentile: 0.00 sec
6 percentile: 0.00 sec
7 percentile: 0.00 sec
8 percentile: 0.00 sec
9 percentile: 0.00 sec
10 percentile: 0.00 sec
11 percentile: 0.00 sec
12 percentile: 0.00 sec
13 percentile: 0.00 sec
14 percentile: 0.00 sec
15 percentile: 0.00 sec
16 percentile: 0.00 sec
17 percentile: 0.00 sec
18 percentile: 0.00 sec
19 percentile: 0.00 sec
20 percentile: 0.00 sec
21 percentile: 0.00 sec
22 percentile: 0.00 sec
23 percentile: 0.00 sec
24 percentile: 0.00 sec
25 percentile: 0.00 sec
26 percentile: 0.00 sec
27 percentile: 0.00 sec
28 percentile: 0.00 sec
29 percentile: 0.00 sec
30 percentile: 0.00 sec
31 percentile: 0.00 sec
32 percentile: 0.00 sec
33 percentile: 0.00 sec
34 percentile: 0.00 sec
35 percentile: 0.00 sec
36 percentile: 0.02 sec
37 percentile: 0.03 sec
38 percentile: 0.05 sec
39 percentile: 0.09 sec
40 percentile: 0.10 sec
41 percentile: 0.12 sec
42 percentile: 0.15 sec
43 percentile: 0.18 sec
44 percentile: 0.21 sec
45 percentile: 0.23 sec
46 percentile: 0.25 sec
47 percentile: 0.29 sec
48 percentile: 0.31 sec
49 percentile: 0.36 sec
50 percentile: 0.39 sec
51 percentile: 0.43 sec
52 percentile: 0.48 sec
53 percentile: 0.53 sec
54 percentile: 0.56 sec
55 percentile: 0.59 sec
56 percentile: 0.64 sec
57 percentile: 0.66 sec
58 percentile: 0.69 sec
59 percentile: 0.73 sec
60 percentile: 0.75 sec
61 percentile: 0.78 sec
62 percentile: 0.80 sec
63 percentile: 0.89 sec
64 percentile: 0.92 sec
65 percentile: 0.97 sec
66 percentile: 1.00 sec
67 percentile: 1.00 sec
68 percentile: 1.00 sec
69 percentile: 1.00 sec
70 percentile: 1.00 sec
71 percentile: 1.00 sec
72 percentile: 1.00 sec
73 percentile: 1.00 sec
74 percentile: 1.00 sec
75 percentile: 1.05 sec
76 percentile: 1.16 sec
77 percentile: 1.28 sec
78 percentile: 1.42 sec
79 percentile: 1.48 sec
80 percentile: 1.62 sec
81 percentile: 1.84 sec
82 percentile: 1.93 sec
83 percentile: 2.00 sec
84 percentile: 2.00 sec
85 percentile: 2.00 sec
86 percentile: 2.06 sec
87 percentile: 2.26 sec
88 percentile: 2.53 sec
89 percentile: 3.00 sec
90 percentile: 3.04 sec
91 percentile: 3.21 sec
92 percentile: 4.00 sec
93 percentile: 4.30 sec
94 percentile: 5.00 sec
95 percentile: 6.15 sec
96 percentile: 7.42 sec
97 percentile: 8.85 sec
98 percentile: 12.29 sec
99 percentile: 15.55 sec
100 percentile: 85.00 sec

Poloniex対FTX

poloniex vs ftx: XRP/BTC
2021-10-01 00:00:00.000+00 から 2021-12-31 23:59:59.999+00の集計結果です
価格乖離が1%以上の時間は0.19時間でした


価格乖離の分布
0 percentile: -25.832%
1 percentile: -0.360%
2 percentile: -0.240%
3 percentile: -0.205%
4 percentile: -0.172%
5 percentile: -0.163%
6 percentile: -0.154%
7 percentile: -0.121%
8 percentile: -0.117%
9 percentile: -0.114%
10 percentile: -0.112%
11 percentile: -0.109%
12 percentile: -0.108%
13 percentile: -0.106%
14 percentile: -0.102%
15 percentile: -0.095%
16 percentile: -0.061%
17 percentile: -0.059%
18 percentile: -0.058%
19 percentile: -0.058%
20 percentile: -0.057%
21 percentile: -0.057%
22 percentile: -0.056%
23 percentile: -0.056%
24 percentile: -0.055%
25 percentile: -0.055%
26 percentile: -0.055%
27 percentile: -0.054%
28 percentile: -0.054%
29 percentile: -0.054%
30 percentile: -0.053%
31 percentile: -0.052%
32 percentile: -0.052%
33 percentile: -0.051%
34 percentile: -0.050%
35 percentile: -0.047%
36 percentile: 0.000%
37 percentile: 0.000%
38 percentile: 0.000%
39 percentile: 0.000%
40 percentile: 0.000%
41 percentile: 0.000%
42 percentile: 0.000%
43 percentile: 0.000%
44 percentile: 0.000%
45 percentile: 0.000%
46 percentile: 0.000%
47 percentile: 0.000%
48 percentile: 0.000%
49 percentile: 0.000%
50 percentile: 0.000%
51 percentile: 0.000%
52 percentile: 0.000%
53 percentile: 0.000%
54 percentile: 0.000%
55 percentile: 0.000%
56 percentile: 0.000%
57 percentile: 0.000%
58 percentile: 0.000%
59 percentile: 0.000%
60 percentile: 0.000%
61 percentile: 0.000%
62 percentile: 0.000%
63 percentile: 0.000%
64 percentile: 0.000%
65 percentile: 0.000%
66 percentile: 0.000%
67 percentile: 0.046%
68 percentile: 0.047%
69 percentile: 0.050%
70 percentile: 0.051%
71 percentile: 0.052%
72 percentile: 0.052%
73 percentile: 0.053%
74 percentile: 0.054%
75 percentile: 0.054%
76 percentile: 0.054%
77 percentile: 0.055%
78 percentile: 0.055%
79 percentile: 0.056%
80 percentile: 0.056%
81 percentile: 0.057%
82 percentile: 0.057%
83 percentile: 0.058%
84 percentile: 0.058%
85 percentile: 0.059%
86 percentile: 0.062%
87 percentile: 0.094%
88 percentile: 0.102%
89 percentile: 0.105%
90 percentile: 0.108%
91 percentile: 0.110%
92 percentile: 0.113%
93 percentile: 0.116%
94 percentile: 0.122%
95 percentile: 0.156%
96 percentile: 0.166%
97 percentile: 0.187%
98 percentile: 0.234%
99 percentile: 0.355%
100 percentile: 4.667%

価格乖離の絶対値が1%を超えた連続時間の分布
0 percentile: 0.00 sec
1 percentile: 0.00 sec
2 percentile: 0.00 sec
3 percentile: 0.00 sec
4 percentile: 0.00 sec
5 percentile: 0.00 sec
6 percentile: 0.00 sec
7 percentile: 0.00 sec
8 percentile: 0.00 sec
9 percentile: 0.00 sec
10 percentile: 0.00 sec
11 percentile: 0.00 sec
12 percentile: 0.00 sec
13 percentile: 0.00 sec
14 percentile: 0.00 sec
15 percentile: 0.00 sec
16 percentile: 0.00 sec
17 percentile: 0.00 sec
18 percentile: 0.00 sec
19 percentile: 0.00 sec
20 percentile: 0.00 sec
21 percentile: 0.00 sec
22 percentile: 0.00 sec
23 percentile: 0.00 sec
24 percentile: 0.00 sec
25 percentile: 0.00 sec
26 percentile: 0.00 sec
27 percentile: 0.00 sec
28 percentile: 0.00 sec
29 percentile: 0.00 sec
30 percentile: 0.00 sec
31 percentile: 0.00 sec
32 percentile: 0.00 sec
33 percentile: 0.00 sec
34 percentile: 0.00 sec
35 percentile: 0.00 sec
36 percentile: 0.00 sec
37 percentile: 0.00 sec
38 percentile: 0.00 sec
39 percentile: 0.00 sec
40 percentile: 0.00 sec
41 percentile: 0.00 sec
42 percentile: 0.00 sec
43 percentile: 0.00 sec
44 percentile: 0.00 sec
45 percentile: 0.00 sec
46 percentile: 0.00 sec
47 percentile: 0.00 sec
48 percentile: 0.00 sec
49 percentile: 0.00 sec
50 percentile: 0.00 sec
51 percentile: 0.00 sec
52 percentile: 0.01 sec
53 percentile: 0.10 sec
54 percentile: 0.13 sec
55 percentile: 0.18 sec
56 percentile: 0.20 sec
57 percentile: 0.24 sec
58 percentile: 0.27 sec
59 percentile: 0.29 sec
60 percentile: 0.32 sec
61 percentile: 0.37 sec
62 percentile: 0.41 sec
63 percentile: 0.47 sec
64 percentile: 0.51 sec
65 percentile: 0.56 sec
66 percentile: 0.59 sec
67 percentile: 0.63 sec
68 percentile: 0.67 sec
69 percentile: 0.75 sec
70 percentile: 0.81 sec
71 percentile: 0.87 sec
72 percentile: 0.89 sec
73 percentile: 0.94 sec
74 percentile: 0.96 sec
75 percentile: 1.00 sec
76 percentile: 1.00 sec
77 percentile: 1.00 sec
78 percentile: 1.00 sec
79 percentile: 1.00 sec
80 percentile: 1.00 sec
81 percentile: 1.00 sec
82 percentile: 1.03 sec
83 percentile: 1.13 sec
84 percentile: 1.20 sec
85 percentile: 1.36 sec
86 percentile: 1.48 sec
87 percentile: 1.59 sec
88 percentile: 1.72 sec
89 percentile: 1.88 sec
90 percentile: 2.00 sec
91 percentile: 2.02 sec
92 percentile: 2.26 sec
93 percentile: 2.50 sec
94 percentile: 3.00 sec
95 percentile: 3.45 sec
96 percentile: 4.96 sec
97 percentile: 6.11 sec
98 percentile: 6.96 sec
99 percentile: 10.03 sec
100 percentile: 71.88 sec

---

Poloniex対Bitfinex

poloniex vs bitfinex2: XRP/BTC
2021-10-01 00:00:00.000+00 から 2021-12-31 23:59:59.999+00の集計結果です
価格乖離が1%以上の時間は3.11時間でした


価格乖離の分布
0 percentile: -34.295%
1 percentile: -0.384%
2 percentile: -0.285%
3 percentile: -0.237%
4 percentile: -0.215%
5 percentile: -0.185%
6 percentile: -0.171%
7 percentile: -0.162%
8 percentile: -0.154%
9 percentile: -0.123%
10 percentile: -0.116%
11 percentile: -0.114%
12 percentile: -0.111%
13 percentile: -0.108%
14 percentile: -0.106%
15 percentile: -0.103%
16 percentile: -0.098%
17 percentile: -0.062%
18 percentile: -0.059%
19 percentile: -0.058%
20 percentile: -0.058%
21 percentile: -0.057%
22 percentile: -0.056%
23 percentile: -0.056%
24 percentile: -0.055%
25 percentile: -0.055%
26 percentile: -0.054%
27 percentile: -0.054%
28 percentile: -0.053%
29 percentile: -0.052%
30 percentile: -0.051%
31 percentile: -0.050%
32 percentile: -0.047%
33 percentile: 0.000%
34 percentile: 0.000%
35 percentile: 0.000%
36 percentile: 0.000%
37 percentile: 0.000%
38 percentile: 0.000%
39 percentile: 0.000%
40 percentile: 0.000%
41 percentile: 0.000%
42 percentile: 0.000%
43 percentile: 0.000%
44 percentile: 0.000%
45 percentile: 0.000%
46 percentile: 0.000%
47 percentile: 0.000%
48 percentile: 0.000%
49 percentile: 0.000%
50 percentile: 0.000%
51 percentile: 0.000%
52 percentile: 0.000%
53 percentile: 0.000%
54 percentile: 0.000%
55 percentile: 0.000%
56 percentile: 0.000%
57 percentile: 0.000%
58 percentile: 0.000%
59 percentile: 0.000%
60 percentile: 0.047%
61 percentile: 0.051%
62 percentile: 0.051%
63 percentile: 0.052%
64 percentile: 0.053%
65 percentile: 0.054%
66 percentile: 0.054%
67 percentile: 0.054%
68 percentile: 0.054%
69 percentile: 0.055%
70 percentile: 0.055%
71 percentile: 0.055%
72 percentile: 0.056%
73 percentile: 0.056%
74 percentile: 0.057%
75 percentile: 0.057%
76 percentile: 0.058%
77 percentile: 0.058%
78 percentile: 0.059%
79 percentile: 0.059%
80 percentile: 0.062%
81 percentile: 0.099%
82 percentile: 0.103%
83 percentile: 0.106%
84 percentile: 0.108%
85 percentile: 0.110%
86 percentile: 0.111%
87 percentile: 0.114%
88 percentile: 0.116%
89 percentile: 0.120%
90 percentile: 0.148%
91 percentile: 0.160%
92 percentile: 0.165%
93 percentile: 0.173%
94 percentile: 0.193%
95 percentile: 0.219%
96 percentile: 0.243%
97 percentile: 0.291%
98 percentile: 0.365%
99 percentile: 0.528%
100 percentile: 12.551%

価格乖離の絶対値が1%を超えた連続時間の分布
0 percentile: 0.00 sec
1 percentile: 0.00 sec
2 percentile: 0.00 sec
3 percentile: 0.00 sec
4 percentile: 0.00 sec
5 percentile: 0.00 sec
6 percentile: 0.00 sec
7 percentile: 0.00 sec
8 percentile: 0.00 sec
9 percentile: 0.00 sec
10 percentile: 0.00 sec
11 percentile: 0.00 sec
12 percentile: 0.00 sec
13 percentile: 0.00 sec
14 percentile: 0.00 sec
15 percentile: 0.00 sec
16 percentile: 0.00 sec
17 percentile: 0.00 sec
18 percentile: 0.00 sec
19 percentile: 0.00 sec
20 percentile: 0.00 sec
21 percentile: 0.00 sec
22 percentile: 0.00 sec
23 percentile: 0.00 sec
24 percentile: 0.00 sec
25 percentile: 0.00 sec
26 percentile: 0.00 sec
27 percentile: 0.00 sec
28 percentile: 0.00 sec
29 percentile: 0.00 sec
30 percentile: 0.00 sec
31 percentile: 0.00 sec
32 percentile: 0.00 sec
33 percentile: 0.00 sec
34 percentile: 0.01 sec
35 percentile: 0.03 sec
36 percentile: 0.04 sec
37 percentile: 0.04 sec
38 percentile: 0.05 sec
39 percentile: 0.07 sec
40 percentile: 0.09 sec
41 percentile: 0.10 sec
42 percentile: 0.12 sec
43 percentile: 0.15 sec
44 percentile: 0.16 sec
45 percentile: 0.18 sec
46 percentile: 0.22 sec
47 percentile: 0.23 sec
48 percentile: 0.26 sec
49 percentile: 0.27 sec
50 percentile: 0.29 sec
51 percentile: 0.31 sec
52 percentile: 0.34 sec
53 percentile: 0.37 sec
54 percentile: 0.39 sec
55 percentile: 0.42 sec
56 percentile: 0.44 sec
57 percentile: 0.47 sec
58 percentile: 0.49 sec
59 percentile: 0.52 sec
60 percentile: 0.56 sec
61 percentile: 0.61 sec
62 percentile: 0.65 sec
63 percentile: 0.69 sec
64 percentile: 0.74 sec
65 percentile: 0.78 sec
66 percentile: 0.85 sec
67 percentile: 0.88 sec
68 percentile: 0.91 sec
69 percentile: 0.94 sec
70 percentile: 0.96 sec
71 percentile: 0.99 sec
72 percentile: 1.00 sec
73 percentile: 1.00 sec
74 percentile: 1.00 sec
75 percentile: 1.00 sec
76 percentile: 1.00 sec
77 percentile: 1.00 sec
78 percentile: 1.03 sec
79 percentile: 1.15 sec
80 percentile: 1.22 sec
81 percentile: 1.29 sec
82 percentile: 1.36 sec
83 percentile: 1.51 sec
84 percentile: 1.60 sec
85 percentile: 1.75 sec
86 percentile: 1.97 sec
87 percentile: 2.00 sec
88 percentile: 2.03 sec
89 percentile: 2.26 sec
90 percentile: 2.53 sec
91 percentile: 2.84 sec
92 percentile: 3.00 sec
93 percentile: 3.34 sec
94 percentile: 4.17 sec
95 percentile: 5.00 sec
96 percentile: 5.65 sec
97 percentile: 8.26 sec
98 percentile: 13.34 sec
99 percentile: 43.58 sec
100 percentile: 3617.51 sec

Binance対Kraken

binance vs kraken: XRP/BTC
2021-10-01 00:00:00.000+00 から 2021-12-31 23:59:59.999+00の集計結果です
価格乖離が1%以上の時間は0.23時間でした


価格乖離の分布
0 percentile: -4.710%
1 percentile: -0.529%
2 percentile: -0.405%
3 percentile: -0.337%
4 percentile: -0.296%
5 percentile: -0.271%
6 percentile: -0.240%
7 percentile: -0.226%
8 percentile: -0.216%
9 percentile: -0.202%
10 percentile: -0.181%
11 percentile: -0.172%
12 percentile: -0.166%
13 percentile: -0.163%
14 percentile: -0.158%
15 percentile: -0.151%
16 percentile: -0.127%
17 percentile: -0.118%
18 percentile: -0.115%
19 percentile: -0.114%
20 percentile: -0.111%
21 percentile: -0.110%
22 percentile: -0.108%
23 percentile: -0.107%
24 percentile: -0.104%
25 percentile: -0.102%
26 percentile: -0.094%
27 percentile: -0.061%
28 percentile: -0.059%
29 percentile: -0.058%
30 percentile: -0.057%
31 percentile: -0.057%
32 percentile: -0.056%
33 percentile: -0.055%
34 percentile: -0.055%
35 percentile: -0.054%
36 percentile: -0.054%
37 percentile: -0.053%
38 percentile: -0.052%
39 percentile: -0.051%
40 percentile: -0.049%
41 percentile: -0.046%
42 percentile: 0.000%
43 percentile: 0.000%
44 percentile: 0.000%
45 percentile: 0.000%
46 percentile: 0.000%
47 percentile: 0.000%
48 percentile: 0.000%
49 percentile: 0.000%
50 percentile: 0.000%
51 percentile: 0.000%
52 percentile: 0.000%
53 percentile: 0.000%
54 percentile: 0.000%
55 percentile: 0.000%
56 percentile: 0.000%
57 percentile: 0.046%
58 percentile: 0.049%
59 percentile: 0.051%
60 percentile: 0.052%
61 percentile: 0.053%
62 percentile: 0.054%
63 percentile: 0.054%
64 percentile: 0.055%
65 percentile: 0.056%
66 percentile: 0.056%
67 percentile: 0.057%
68 percentile: 0.057%
69 percentile: 0.058%
70 percentile: 0.059%
71 percentile: 0.060%
72 percentile: 0.092%
73 percentile: 0.100%
74 percentile: 0.103%
75 percentile: 0.105%
76 percentile: 0.107%
77 percentile: 0.109%
78 percentile: 0.110%
79 percentile: 0.112%
80 percentile: 0.114%
81 percentile: 0.115%
82 percentile: 0.116%
83 percentile: 0.120%
84 percentile: 0.140%
85 percentile: 0.154%
86 percentile: 0.160%
87 percentile: 0.163%
88 percentile: 0.168%
89 percentile: 0.172%
90 percentile: 0.177%
91 percentile: 0.195%
92 percentile: 0.212%
93 percentile: 0.223%
94 percentile: 0.233%
95 percentile: 0.257%
96 percentile: 0.279%
97 percentile: 0.311%
98 percentile: 0.358%
99 percentile: 0.446%
100 percentile: 6.840%

価格乖離の絶対値が1%を超えた連続時間の分布
0 percentile: 0.00 sec
1 percentile: 0.00 sec
2 percentile: 0.00 sec
3 percentile: 0.00 sec
4 percentile: 0.00 sec
5 percentile: 0.00 sec
6 percentile: 0.00 sec
7 percentile: 0.00 sec
8 percentile: 0.00 sec
9 percentile: 0.00 sec
10 percentile: 0.00 sec
11 percentile: 0.00 sec
12 percentile: 0.00 sec
13 percentile: 0.00 sec
14 percentile: 0.00 sec
15 percentile: 0.00 sec
16 percentile: 0.00 sec
17 percentile: 0.00 sec
18 percentile: 0.00 sec
19 percentile: 0.00 sec
20 percentile: 0.00 sec
21 percentile: 0.01 sec
22 percentile: 0.01 sec
23 percentile: 0.01 sec
24 percentile: 0.01 sec
25 percentile: 0.01 sec
26 percentile: 0.01 sec
27 percentile: 0.02 sec
28 percentile: 0.02 sec
29 percentile: 0.02 sec
30 percentile: 0.02 sec
31 percentile: 0.02 sec
32 percentile: 0.03 sec
33 percentile: 0.03 sec
34 percentile: 0.03 sec
35 percentile: 0.04 sec
36 percentile: 0.04 sec
37 percentile: 0.05 sec
38 percentile: 0.05 sec
39 percentile: 0.05 sec
40 percentile: 0.05 sec
41 percentile: 0.06 sec
42 percentile: 0.06 sec
43 percentile: 0.06 sec
44 percentile: 0.07 sec
45 percentile: 0.07 sec
46 percentile: 0.08 sec
47 percentile: 0.08 sec
48 percentile: 0.09 sec
49 percentile: 0.09 sec
50 percentile: 0.10 sec
51 percentile: 0.11 sec
52 percentile: 0.11 sec
53 percentile: 0.12 sec
54 percentile: 0.12 sec
55 percentile: 0.13 sec
56 percentile: 0.13 sec
57 percentile: 0.14 sec
58 percentile: 0.15 sec
59 percentile: 0.15 sec
60 percentile: 0.16 sec
61 percentile: 0.17 sec
62 percentile: 0.18 sec
63 percentile: 0.18 sec
64 percentile: 0.19 sec
65 percentile: 0.20 sec
66 percentile: 0.21 sec
67 percentile: 0.22 sec
68 percentile: 0.23 sec
69 percentile: 0.25 sec
70 percentile: 0.27 sec
71 percentile: 0.28 sec
72 percentile: 0.29 sec
73 percentile: 0.32 sec
74 percentile: 0.34 sec
75 percentile: 0.35 sec
76 percentile: 0.39 sec
77 percentile: 0.43 sec
78 percentile: 0.44 sec
79 percentile: 0.47 sec
80 percentile: 0.50 sec
81 percentile: 0.53 sec
82 percentile: 0.56 sec
83 percentile: 0.59 sec
84 percentile: 0.65 sec
85 percentile: 0.74 sec
86 percentile: 0.77 sec
87 percentile: 0.86 sec
88 percentile: 1.00 sec
89 percentile: 1.09 sec
90 percentile: 1.28 sec
91 percentile: 1.43 sec
92 percentile: 1.56 sec
93 percentile: 1.92 sec
94 percentile: 2.22 sec
95 percentile: 2.63 sec
96 percentile: 3.31 sec
97 percentile: 4.34 sec
98 percentile: 5.39 sec
99 percentile: 8.27 sec
100 percentile: 119.26 sec

Binance対FTX

binance vs ftx: XRP/BTC
2021-10-01 00:00:00.000+00 から 2021-12-31 23:59:59.999+00の集計結果です
価格乖離が1%以上の時間は0.16時間でした


価格乖離の分布
0 percentile: -4.275%
1 percentile: -0.291%
2 percentile: -0.217%
3 percentile: -0.175%
4 percentile: -0.165%
5 percentile: -0.156%
6 percentile: -0.123%
7 percentile: -0.117%
8 percentile: -0.114%
9 percentile: -0.112%
10 percentile: -0.110%
11 percentile: -0.109%
12 percentile: -0.107%
13 percentile: -0.104%
14 percentile: -0.101%
15 percentile: -0.090%
16 percentile: -0.060%
17 percentile: -0.059%
18 percentile: -0.058%
19 percentile: -0.058%
20 percentile: -0.057%
21 percentile: -0.057%
22 percentile: -0.056%
23 percentile: -0.056%
24 percentile: -0.055%
25 percentile: -0.055%
26 percentile: -0.054%
27 percentile: -0.054%
28 percentile: -0.054%
29 percentile: -0.053%
30 percentile: -0.053%
31 percentile: -0.052%
32 percentile: -0.051%
33 percentile: -0.050%
34 percentile: -0.047%
35 percentile: -0.045%
36 percentile: 0.000%
37 percentile: 0.000%
38 percentile: 0.000%
39 percentile: 0.000%
40 percentile: 0.000%
41 percentile: 0.000%
42 percentile: 0.000%
43 percentile: 0.000%
44 percentile: 0.000%
45 percentile: 0.000%
46 percentile: 0.000%
47 percentile: 0.000%
48 percentile: 0.000%
49 percentile: 0.000%
50 percentile: 0.000%
51 percentile: 0.000%
52 percentile: 0.000%
53 percentile: 0.000%
54 percentile: 0.000%
55 percentile: 0.000%
56 percentile: 0.000%
57 percentile: 0.000%
58 percentile: 0.000%
59 percentile: 0.000%
60 percentile: 0.000%
61 percentile: 0.000%
62 percentile: 0.000%
63 percentile: 0.000%
64 percentile: 0.046%
65 percentile: 0.047%
66 percentile: 0.049%
67 percentile: 0.051%
68 percentile: 0.051%
69 percentile: 0.052%
70 percentile: 0.053%
71 percentile: 0.053%
72 percentile: 0.054%
73 percentile: 0.054%
74 percentile: 0.054%
75 percentile: 0.055%
76 percentile: 0.055%
77 percentile: 0.056%
78 percentile: 0.056%
79 percentile: 0.057%
80 percentile: 0.057%
81 percentile: 0.058%
82 percentile: 0.058%
83 percentile: 0.059%
84 percentile: 0.061%
85 percentile: 0.091%
86 percentile: 0.097%
87 percentile: 0.102%
88 percentile: 0.105%
89 percentile: 0.107%
90 percentile: 0.109%
91 percentile: 0.112%
92 percentile: 0.114%
93 percentile: 0.117%
94 percentile: 0.124%
95 percentile: 0.153%
96 percentile: 0.164%
97 percentile: 0.175%
98 percentile: 0.217%
99 percentile: 0.301%
100 percentile: 5.367%

価格乖離の絶対値が1%を超えた連続時間の分布
0 percentile: 0.00 sec
1 percentile: 0.00 sec
2 percentile: 0.00 sec
3 percentile: 0.00 sec
4 percentile: 0.00 sec
5 percentile: 0.00 sec
6 percentile: 0.00 sec
7 percentile: 0.00 sec
8 percentile: 0.00 sec
9 percentile: 0.00 sec
10 percentile: 0.00 sec
11 percentile: 0.00 sec
12 percentile: 0.00 sec
13 percentile: 0.00 sec
14 percentile: 0.00 sec
15 percentile: 0.00 sec
16 percentile: 0.00 sec
17 percentile: 0.00 sec
18 percentile: 0.00 sec
19 percentile: 0.00 sec
20 percentile: 0.00 sec
21 percentile: 0.00 sec
22 percentile: 0.00 sec
23 percentile: 0.00 sec
24 percentile: 0.00 sec
25 percentile: 0.00 sec
26 percentile: 0.00 sec
27 percentile: 0.00 sec
28 percentile: 0.00 sec
29 percentile: 0.00 sec
30 percentile: 0.00 sec
31 percentile: 0.00 sec
32 percentile: 0.00 sec
33 percentile: 0.00 sec
34 percentile: 0.01 sec
35 percentile: 0.01 sec
36 percentile: 0.01 sec
37 percentile: 0.01 sec
38 percentile: 0.01 sec
39 percentile: 0.01 sec
40 percentile: 0.02 sec
41 percentile: 0.02 sec
42 percentile: 0.03 sec
43 percentile: 0.03 sec
44 percentile: 0.03 sec
45 percentile: 0.04 sec
46 percentile: 0.04 sec
47 percentile: 0.05 sec
48 percentile: 0.05 sec
49 percentile: 0.05 sec
50 percentile: 0.06 sec
51 percentile: 0.06 sec
52 percentile: 0.06 sec
53 percentile: 0.07 sec
54 percentile: 0.07 sec
55 percentile: 0.08 sec
56 percentile: 0.08 sec
57 percentile: 0.09 sec
58 percentile: 0.09 sec
59 percentile: 0.10 sec
60 percentile: 0.11 sec
61 percentile: 0.11 sec
62 percentile: 0.12 sec
63 percentile: 0.13 sec
64 percentile: 0.13 sec
65 percentile: 0.14 sec
66 percentile: 0.15 sec
67 percentile: 0.16 sec
68 percentile: 0.17 sec
69 percentile: 0.17 sec
70 percentile: 0.18 sec
71 percentile: 0.19 sec
72 percentile: 0.20 sec
73 percentile: 0.22 sec
74 percentile: 0.24 sec
75 percentile: 0.26 sec
76 percentile: 0.28 sec
77 percentile: 0.29 sec
78 percentile: 0.31 sec
79 percentile: 0.34 sec
80 percentile: 0.38 sec
81 percentile: 0.39 sec
82 percentile: 0.42 sec
83 percentile: 0.44 sec
84 percentile: 0.48 sec
85 percentile: 0.52 sec
86 percentile: 0.55 sec
87 percentile: 0.60 sec
88 percentile: 0.67 sec
89 percentile: 0.75 sec
90 percentile: 0.85 sec
91 percentile: 0.98 sec
92 percentile: 1.10 sec
93 percentile: 1.35 sec
94 percentile: 1.62 sec
95 percentile: 1.84 sec
96 percentile: 2.33 sec
97 percentile: 2.82 sec
98 percentile: 5.23 sec
99 percentile: 8.35 sec
100 percentile: 67.11 sec

Binance対Bitfinex

binance vs bitfinex2: XRP/BTC
2021-10-01 00:00:00.000+00 から 2021-12-31 23:59:59.999+00の集計結果です
価格乖離が1%以上の時間は3.09時間でした


価格乖離の分布
0 percentile: -34.444%
1 percentile: -0.364%
2 percentile: -0.280%
3 percentile: -0.235%
4 percentile: -0.216%
5 percentile: -0.188%
6 percentile: -0.172%
7 percentile: -0.164%
8 percentile: -0.158%
9 percentile: -0.146%
10 percentile: -0.122%
11 percentile: -0.116%
12 percentile: -0.114%
13 percentile: -0.111%
14 percentile: -0.109%
15 percentile: -0.108%
16 percentile: -0.105%
17 percentile: -0.102%
18 percentile: -0.094%
19 percentile: -0.062%
20 percentile: -0.059%
21 percentile: -0.058%
22 percentile: -0.058%
23 percentile: -0.057%
24 percentile: -0.056%
25 percentile: -0.056%
26 percentile: -0.055%
27 percentile: -0.055%
28 percentile: -0.054%
29 percentile: -0.054%
30 percentile: -0.053%
31 percentile: -0.053%
32 percentile: -0.052%
33 percentile: -0.051%
34 percentile: -0.047%
35 percentile: -0.046%
36 percentile: 0.000%
37 percentile: 0.000%
38 percentile: 0.000%
39 percentile: 0.000%
40 percentile: 0.000%
41 percentile: 0.000%
42 percentile: 0.000%
43 percentile: 0.000%
44 percentile: 0.000%
45 percentile: 0.000%
46 percentile: 0.000%
47 percentile: 0.000%
48 percentile: 0.000%
49 percentile: 0.000%
50 percentile: 0.000%
51 percentile: 0.000%
52 percentile: 0.000%
53 percentile: 0.000%
54 percentile: 0.000%
55 percentile: 0.000%
56 percentile: 0.000%
57 percentile: 0.000%
58 percentile: 0.046%
59 percentile: 0.048%
60 percentile: 0.050%
61 percentile: 0.051%
62 percentile: 0.052%
63 percentile: 0.053%
64 percentile: 0.054%
65 percentile: 0.054%
66 percentile: 0.054%
67 percentile: 0.055%
68 percentile: 0.055%
69 percentile: 0.056%
70 percentile: 0.056%
71 percentile: 0.057%
72 percentile: 0.057%
73 percentile: 0.057%
74 percentile: 0.058%
75 percentile: 0.058%
76 percentile: 0.059%
77 percentile: 0.060%
78 percentile: 0.092%
79 percentile: 0.099%
80 percentile: 0.103%
81 percentile: 0.105%
82 percentile: 0.108%
83 percentile: 0.109%
84 percentile: 0.111%
85 percentile: 0.113%
86 percentile: 0.114%
87 percentile: 0.116%
88 percentile: 0.119%
89 percentile: 0.139%
90 percentile: 0.154%
91 percentile: 0.161%
92 percentile: 0.167%
93 percentile: 0.174%
94 percentile: 0.189%
95 percentile: 0.215%
96 percentile: 0.232%
97 percentile: 0.268%
98 percentile: 0.317%
99 percentile: 0.411%
100 percentile: 12.653%

価格乖離の絶対値が1%を超えた連続時間の分布
0 percentile: 0.00 sec
1 percentile: 0.00 sec
2 percentile: 0.00 sec
3 percentile: 0.00 sec
4 percentile: 0.00 sec
5 percentile: 0.00 sec
6 percentile: 0.00 sec
7 percentile: 0.00 sec
8 percentile: 0.00 sec
9 percentile: 0.00 sec
10 percentile: 0.00 sec
11 percentile: 0.00 sec
12 percentile: 0.00 sec
13 percentile: 0.00 sec
14 percentile: 0.00 sec
15 percentile: 0.00 sec
16 percentile: 0.00 sec
17 percentile: 0.00 sec
18 percentile: 0.00 sec
19 percentile: 0.00 sec
20 percentile: 0.00 sec
21 percentile: 0.00 sec
22 percentile: 0.00 sec
23 percentile: 0.00 sec
24 percentile: 0.00 sec
25 percentile: 0.00 sec
26 percentile: 0.00 sec
27 percentile: 0.01 sec
28 percentile: 0.01 sec
29 percentile: 0.01 sec
30 percentile: 0.01 sec
31 percentile: 0.02 sec
32 percentile: 0.02 sec
33 percentile: 0.02 sec
34 percentile: 0.02 sec
35 percentile: 0.03 sec
36 percentile: 0.03 sec
37 percentile: 0.03 sec
38 percentile: 0.04 sec
39 percentile: 0.04 sec
40 percentile: 0.05 sec
41 percentile: 0.05 sec
42 percentile: 0.05 sec
43 percentile: 0.05 sec
44 percentile: 0.06 sec
45 percentile: 0.06 sec
46 percentile: 0.07 sec
47 percentile: 0.07 sec
48 percentile: 0.08 sec
49 percentile: 0.08 sec
50 percentile: 0.09 sec
51 percentile: 0.09 sec
52 percentile: 0.10 sec
53 percentile: 0.11 sec
54 percentile: 0.11 sec
55 percentile: 0.12 sec
56 percentile: 0.12 sec
57 percentile: 0.13 sec
58 percentile: 0.13 sec
59 percentile: 0.14 sec
60 percentile: 0.14 sec
61 percentile: 0.15 sec
62 percentile: 0.16 sec
63 percentile: 0.16 sec
64 percentile: 0.17 sec
65 percentile: 0.17 sec
66 percentile: 0.18 sec
67 percentile: 0.19 sec
68 percentile: 0.21 sec
69 percentile: 0.22 sec
70 percentile: 0.22 sec
71 percentile: 0.23 sec
72 percentile: 0.25 sec
73 percentile: 0.26 sec
74 percentile: 0.28 sec
75 percentile: 0.29 sec
76 percentile: 0.31 sec
77 percentile: 0.33 sec
78 percentile: 0.35 sec
79 percentile: 0.36 sec
80 percentile: 0.39 sec
81 percentile: 0.41 sec
82 percentile: 0.44 sec
83 percentile: 0.46 sec
84 percentile: 0.49 sec
85 percentile: 0.55 sec
86 percentile: 0.59 sec
87 percentile: 0.62 sec
88 percentile: 0.68 sec
89 percentile: 0.76 sec
90 percentile: 0.84 sec
91 percentile: 0.92 sec
92 percentile: 1.10 sec
93 percentile: 1.34 sec
94 percentile: 1.60 sec
95 percentile: 1.86 sec
96 percentile: 2.53 sec
97 percentile: 5.07 sec
98 percentile: 8.76 sec
99 percentile: 27.52 sec
100 percentile: 3615.36 sec

Kraken対FTX

kraken vs ftx: XRP/BTC
2021-10-01 00:00:00.000+00 から 2021-12-31 23:59:59.999+00の集計結果です
価格乖離が1%以上の時間は0.31時間でした


価格乖離の分布
0 percentile: -3.774%
1 percentile: -0.610%
2 percentile: -0.468%
3 percentile: -0.397%
4 percentile: -0.354%
5 percentile: -0.320%
6 percentile: -0.293%
7 percentile: -0.274%
8 percentile: -0.257%
9 percentile: -0.236%
10 percentile: -0.226%
11 percentile: -0.217%
12 percentile: -0.209%
13 percentile: -0.188%
14 percentile: -0.176%
15 percentile: -0.171%
16 percentile: -0.167%
17 percentile: -0.163%
18 percentile: -0.160%
19 percentile: -0.154%
20 percentile: -0.144%
21 percentile: -0.119%
22 percentile: -0.116%
23 percentile: -0.114%
24 percentile: -0.112%
25 percentile: -0.110%
26 percentile: -0.109%
27 percentile: -0.108%
28 percentile: -0.106%
29 percentile: -0.103%
30 percentile: -0.100%
31 percentile: -0.091%
32 percentile: -0.059%
33 percentile: -0.058%
34 percentile: -0.057%
35 percentile: -0.057%
36 percentile: -0.056%
37 percentile: -0.055%
38 percentile: -0.055%
39 percentile: -0.054%
40 percentile: -0.053%
41 percentile: -0.053%
42 percentile: -0.051%
43 percentile: -0.050%
44 percentile: -0.048%
45 percentile: 0.000%
46 percentile: 0.000%
47 percentile: 0.000%
48 percentile: 0.000%
49 percentile: 0.000%
50 percentile: 0.000%
51 percentile: 0.000%
52 percentile: 0.000%
53 percentile: 0.000%
54 percentile: 0.000%
55 percentile: 0.000%
56 percentile: 0.000%
57 percentile: 0.000%
58 percentile: 0.000%
59 percentile: 0.048%
60 percentile: 0.051%
61 percentile: 0.052%
62 percentile: 0.053%
63 percentile: 0.054%
64 percentile: 0.054%
65 percentile: 0.055%
66 percentile: 0.055%
67 percentile: 0.056%
68 percentile: 0.057%
69 percentile: 0.058%
70 percentile: 0.059%
71 percentile: 0.062%
72 percentile: 0.098%
73 percentile: 0.102%
74 percentile: 0.105%
75 percentile: 0.107%
76 percentile: 0.109%
77 percentile: 0.110%
78 percentile: 0.112%
79 percentile: 0.114%
80 percentile: 0.117%
81 percentile: 0.123%
82 percentile: 0.147%
83 percentile: 0.156%
84 percentile: 0.161%
85 percentile: 0.164%
86 percentile: 0.169%
87 percentile: 0.176%
88 percentile: 0.188%
89 percentile: 0.209%
90 percentile: 0.219%
91 percentile: 0.230%
92 percentile: 0.247%
93 percentile: 0.272%
94 percentile: 0.290%
95 percentile: 0.323%
96 percentile: 0.356%
97 percentile: 0.408%
98 percentile: 0.485%
99 percentile: 0.657%
100 percentile: 5.361%

価格乖離の絶対値が1%を超えた連続時間の分布
0 percentile: 0.00 sec
1 percentile: 0.00 sec
2 percentile: 0.00 sec
3 percentile: 0.00 sec
4 percentile: 0.00 sec
5 percentile: 0.00 sec
6 percentile: 0.00 sec
7 percentile: 0.00 sec
8 percentile: 0.00 sec
9 percentile: 0.00 sec
10 percentile: 0.00 sec
11 percentile: 0.00 sec
12 percentile: 0.00 sec
13 percentile: 0.00 sec
14 percentile: 0.00 sec
15 percentile: 0.00 sec
16 percentile: 0.00 sec
17 percentile: 0.00 sec
18 percentile: 0.00 sec
19 percentile: 0.00 sec
20 percentile: 0.00 sec
21 percentile: 0.00 sec
22 percentile: 0.00 sec
23 percentile: 0.00 sec
24 percentile: 0.00 sec
25 percentile: 0.00 sec
26 percentile: 0.00 sec
27 percentile: 0.00 sec
28 percentile: 0.00 sec
29 percentile: 0.00 sec
30 percentile: 0.00 sec
31 percentile: 0.02 sec
32 percentile: 0.03 sec
33 percentile: 0.07 sec
34 percentile: 0.09 sec
35 percentile: 0.10 sec
36 percentile: 0.13 sec
37 percentile: 0.15 sec
38 percentile: 0.16 sec
39 percentile: 0.19 sec
40 percentile: 0.21 sec
41 percentile: 0.22 sec
42 percentile: 0.24 sec
43 percentile: 0.27 sec
44 percentile: 0.31 sec
45 percentile: 0.32 sec
46 percentile: 0.35 sec
47 percentile: 0.36 sec
48 percentile: 0.37 sec
49 percentile: 0.39 sec
50 percentile: 0.43 sec
51 percentile: 0.45 sec
52 percentile: 0.48 sec
53 percentile: 0.52 sec
54 percentile: 0.56 sec
55 percentile: 0.60 sec
56 percentile: 0.67 sec
57 percentile: 0.68 sec
58 percentile: 0.72 sec
59 percentile: 0.75 sec
60 percentile: 0.77 sec
61 percentile: 0.81 sec
62 percentile: 0.89 sec
63 percentile: 0.94 sec
64 percentile: 0.97 sec
65 percentile: 1.00 sec
66 percentile: 1.03 sec
67 percentile: 1.13 sec
68 percentile: 1.18 sec
69 percentile: 1.24 sec
70 percentile: 1.28 sec
71 percentile: 1.33 sec
72 percentile: 1.44 sec
73 percentile: 1.54 sec
74 percentile: 1.63 sec
75 percentile: 1.67 sec
76 percentile: 1.73 sec
77 percentile: 1.89 sec
78 percentile: 1.98 sec
79 percentile: 2.12 sec
80 percentile: 2.23 sec
81 percentile: 2.29 sec
82 percentile: 2.33 sec
83 percentile: 2.47 sec
84 percentile: 2.64 sec
85 percentile: 2.88 sec
86 percentile: 3.10 sec
87 percentile: 3.66 sec
88 percentile: 3.91 sec
89 percentile: 4.14 sec
90 percentile: 4.60 sec
91 percentile: 5.26 sec
92 percentile: 6.02 sec
93 percentile: 6.50 sec
94 percentile: 6.86 sec
95 percentile: 7.18 sec
96 percentile: 8.15 sec
97 percentile: 8.65 sec
98 percentile: 10.09 sec
99 percentile: 16.02 sec
100 percentile: 121.79 sec

Kraken対Bitfinex

kraken vs bitfinex2: XRP/BTC
2021-10-01 00:00:00.000+00 から 2021-12-31 23:59:59.999+00の集計結果です
価格乖離が1%以上の時間は3.20時間でした


価格乖離の分布
0 percentile: -33.998%
1 percentile: -0.538%
2 percentile: -0.406%
3 percentile: -0.348%
4 percentile: -0.314%
5 percentile: -0.282%
6 percentile: -0.262%
7 percentile: -0.233%
8 percentile: -0.222%
9 percentile: -0.215%
10 percentile: -0.204%
11 percentile: -0.178%
12 percentile: -0.172%
13 percentile: -0.167%
14 percentile: -0.162%
15 percentile: -0.158%
16 percentile: -0.150%
17 percentile: -0.122%
18 percentile: -0.117%
19 percentile: -0.114%
20 percentile: -0.113%
21 percentile: -0.111%
22 percentile: -0.109%
23 percentile: -0.107%
24 percentile: -0.105%
25 percentile: -0.102%
26 percentile: -0.092%
27 percentile: -0.060%
28 percentile: -0.058%
29 percentile: -0.058%
30 percentile: -0.057%
31 percentile: -0.056%
32 percentile: -0.056%
33 percentile: -0.055%
34 percentile: -0.055%
35 percentile: -0.054%
36 percentile: -0.053%
37 percentile: -0.052%
38 percentile: -0.051%
39 percentile: -0.048%
40 percentile: 0.000%
41 percentile: 0.000%
42 percentile: 0.000%
43 percentile: 0.000%
44 percentile: 0.000%
45 percentile: 0.000%
46 percentile: 0.000%
47 percentile: 0.000%
48 percentile: 0.000%
49 percentile: 0.000%
50 percentile: 0.000%
51 percentile: 0.000%
52 percentile: 0.000%
53 percentile: 0.000%
54 percentile: 0.000%
55 percentile: 0.000%
56 percentile: 0.049%
57 percentile: 0.051%
58 percentile: 0.052%
59 percentile: 0.053%
60 percentile: 0.054%
61 percentile: 0.054%
62 percentile: 0.055%
63 percentile: 0.056%
64 percentile: 0.056%
65 percentile: 0.057%
66 percentile: 0.057%
67 percentile: 0.058%
68 percentile: 0.059%
69 percentile: 0.063%
70 percentile: 0.099%
71 percentile: 0.103%
72 percentile: 0.106%
73 percentile: 0.108%
74 percentile: 0.109%
75 percentile: 0.111%
76 percentile: 0.113%
77 percentile: 0.114%
78 percentile: 0.116%
79 percentile: 0.120%
80 percentile: 0.141%
81 percentile: 0.155%
82 percentile: 0.161%
83 percentile: 0.165%
84 percentile: 0.169%
85 percentile: 0.174%
86 percentile: 0.184%
87 percentile: 0.205%
88 percentile: 0.217%
89 percentile: 0.227%
90 percentile: 0.236%
91 percentile: 0.258%
92 percentile: 0.280%
93 percentile: 0.307%
94 percentile: 0.340%
95 percentile: 0.377%
96 percentile: 0.443%
97 percentile: 0.521%
98 percentile: 0.679%
99 percentile: 1.107%
100 percentile: 12.551%

価格乖離の絶対値が1%を超えた連続時間の分布
0 percentile: 0.00 sec
1 percentile: 0.00 sec
2 percentile: 0.00 sec
3 percentile: 0.00 sec
4 percentile: 0.00 sec
5 percentile: 0.01 sec
6 percentile: 0.01 sec
7 percentile: 0.02 sec
8 percentile: 0.02 sec
9 percentile: 0.02 sec
10 percentile: 0.03 sec
11 percentile: 0.04 sec
12 percentile: 0.04 sec
13 percentile: 0.05 sec
14 percentile: 0.07 sec
15 percentile: 0.08 sec
16 percentile: 0.09 sec
17 percentile: 0.10 sec
18 percentile: 0.11 sec
19 percentile: 0.12 sec
20 percentile: 0.12 sec
21 percentile: 0.13 sec
22 percentile: 0.15 sec
23 percentile: 0.16 sec
24 percentile: 0.16 sec
25 percentile: 0.17 sec
26 percentile: 0.18 sec
27 percentile: 0.19 sec
28 percentile: 0.21 sec
29 percentile: 0.22 sec
30 percentile: 0.23 sec
31 percentile: 0.24 sec
32 percentile: 0.25 sec
33 percentile: 0.26 sec
34 percentile: 0.27 sec
35 percentile: 0.28 sec
36 percentile: 0.29 sec
37 percentile: 0.30 sec
38 percentile: 0.31 sec
39 percentile: 0.33 sec
40 percentile: 0.34 sec
41 percentile: 0.35 sec
42 percentile: 0.38 sec
43 percentile: 0.42 sec
44 percentile: 0.44 sec
45 percentile: 0.48 sec
46 percentile: 0.49 sec
47 percentile: 0.50 sec
48 percentile: 0.51 sec
49 percentile: 0.54 sec
50 percentile: 0.56 sec
51 percentile: 0.58 sec
52 percentile: 0.61 sec
53 percentile: 0.62 sec
54 percentile: 0.64 sec
55 percentile: 0.66 sec
56 percentile: 0.68 sec
57 percentile: 0.73 sec
58 percentile: 0.75 sec
59 percentile: 0.81 sec
60 percentile: 0.83 sec
61 percentile: 0.87 sec
62 percentile: 0.89 sec
63 percentile: 0.90 sec
64 percentile: 0.92 sec
65 percentile: 0.94 sec
66 percentile: 0.98 sec
67 percentile: 1.00 sec
68 percentile: 1.07 sec
69 percentile: 1.11 sec
70 percentile: 1.14 sec
71 percentile: 1.23 sec
72 percentile: 1.28 sec
73 percentile: 1.29 sec
74 percentile: 1.34 sec
75 percentile: 1.40 sec
76 percentile: 1.48 sec
77 percentile: 1.56 sec
78 percentile: 1.59 sec
79 percentile: 1.69 sec
80 percentile: 1.83 sec
81 percentile: 1.95 sec
82 percentile: 2.08 sec
83 percentile: 2.44 sec
84 percentile: 2.57 sec
85 percentile: 2.78 sec
86 percentile: 2.98 sec
87 percentile: 3.42 sec
88 percentile: 3.73 sec
89 percentile: 4.08 sec
90 percentile: 4.37 sec
91 percentile: 4.98 sec
92 percentile: 5.56 sec
93 percentile: 5.98 sec
94 percentile: 6.24 sec
95 percentile: 6.82 sec
96 percentile: 9.62 sec
97 percentile: 15.85 sec
98 percentile: 21.57 sec
99 percentile: 77.38 sec
100 percentile: 3590.78 sec

FTX対Bitfinex

ftx vs bitfinex2: XRP/BTC
2021-10-01 00:00:00.000+00 から 2021-12-31 23:59:59.999+00の集計結果です
価格乖離が1%以上の時間は3.12時間でした


価格乖離の分布
0 percentile: -34.221%
1 percentile: -0.514%
2 percentile: -0.361%
3 percentile: -0.313%
4 percentile: -0.271%
5 percentile: -0.236%
6 percentile: -0.219%
7 percentile: -0.207%
8 percentile: -0.180%
9 percentile: -0.171%
10 percentile: -0.164%
11 percentile: -0.159%
12 percentile: -0.150%
13 percentile: -0.122%
14 percentile: -0.116%
15 percentile: -0.114%
16 percentile: -0.111%
17 percentile: -0.109%
18 percentile: -0.107%
19 percentile: -0.104%
20 percentile: -0.101%
21 percentile: -0.093%
22 percentile: -0.060%
23 percentile: -0.059%
24 percentile: -0.058%
25 percentile: -0.057%
26 percentile: -0.056%
27 percentile: -0.056%
28 percentile: -0.055%
29 percentile: -0.054%
30 percentile: -0.054%
31 percentile: -0.053%
32 percentile: -0.052%
33 percentile: -0.052%
34 percentile: -0.051%
35 percentile: -0.048%
36 percentile: -0.046%
37 percentile: 0.000%
38 percentile: 0.000%
39 percentile: 0.000%
40 percentile: 0.000%
41 percentile: 0.000%
42 percentile: 0.000%
43 percentile: 0.000%
44 percentile: 0.000%
45 percentile: 0.000%
46 percentile: 0.000%
47 percentile: 0.000%
48 percentile: 0.000%
49 percentile: 0.000%
50 percentile: 0.000%
51 percentile: 0.000%
52 percentile: 0.000%
53 percentile: 0.000%
54 percentile: 0.000%
55 percentile: 0.000%
56 percentile: 0.046%
57 percentile: 0.049%
58 percentile: 0.051%
59 percentile: 0.052%
60 percentile: 0.052%
61 percentile: 0.053%
62 percentile: 0.054%
63 percentile: 0.054%
64 percentile: 0.055%
65 percentile: 0.055%
66 percentile: 0.056%
67 percentile: 0.056%
68 percentile: 0.057%
69 percentile: 0.057%
70 percentile: 0.058%
71 percentile: 0.059%
72 percentile: 0.060%
73 percentile: 0.090%
74 percentile: 0.100%
75 percentile: 0.103%
76 percentile: 0.106%
77 percentile: 0.108%
78 percentile: 0.109%
79 percentile: 0.110%
80 percentile: 0.112%
81 percentile: 0.114%
82 percentile: 0.116%
83 percentile: 0.118%
84 percentile: 0.132%
85 percentile: 0.153%
86 percentile: 0.160%
87 percentile: 0.164%
88 percentile: 0.168%
89 percentile: 0.174%
90 percentile: 0.182%
91 percentile: 0.206%
92 percentile: 0.217%
93 percentile: 0.229%
94 percentile: 0.254%
95 percentile: 0.279%
96 percentile: 0.319%
97 percentile: 0.371%
98 percentile: 0.462%
99 percentile: 0.762%
100 percentile: 12.653%

価格乖離の絶対値が1%を超えた連続時間の分布
0 percentile: 0.00 sec
1 percentile: 0.00 sec
2 percentile: 0.00 sec
3 percentile: 0.00 sec
4 percentile: 0.00 sec
5 percentile: 0.00 sec
6 percentile: 0.00 sec
7 percentile: 0.00 sec
8 percentile: 0.00 sec
9 percentile: 0.00 sec
10 percentile: 0.00 sec
11 percentile: 0.00 sec
12 percentile: 0.00 sec
13 percentile: 0.00 sec
14 percentile: 0.00 sec
15 percentile: 0.00 sec
16 percentile: 0.00 sec
17 percentile: 0.00 sec
18 percentile: 0.00 sec
19 percentile: 0.00 sec
20 percentile: 0.00 sec
21 percentile: 0.00 sec
22 percentile: 0.00 sec
23 percentile: 0.00 sec
24 percentile: 0.00 sec
25 percentile: 0.00 sec
26 percentile: 0.00 sec
27 percentile: 0.00 sec
28 percentile: 0.00 sec
29 percentile: 0.00 sec
30 percentile: 0.00 sec
31 percentile: 0.00 sec
32 percentile: 0.01 sec
33 percentile: 0.04 sec
34 percentile: 0.05 sec
35 percentile: 0.05 sec
36 percentile: 0.06 sec
37 percentile: 0.09 sec
38 percentile: 0.10 sec
39 percentile: 0.12 sec
40 percentile: 0.13 sec
41 percentile: 0.15 sec
42 percentile: 0.16 sec
43 percentile: 0.17 sec
44 percentile: 0.19 sec
45 percentile: 0.19 sec
46 percentile: 0.20 sec
47 percentile: 0.22 sec
48 percentile: 0.24 sec
49 percentile: 0.26 sec
50 percentile: 0.26 sec
51 percentile: 0.28 sec
52 percentile: 0.29 sec
53 percentile: 0.31 sec
54 percentile: 0.33 sec
55 percentile: 0.35 sec
56 percentile: 0.38 sec
57 percentile: 0.40 sec
58 percentile: 0.43 sec
59 percentile: 0.45 sec
60 percentile: 0.48 sec
61 percentile: 0.51 sec
62 percentile: 0.55 sec
63 percentile: 0.57 sec
64 percentile: 0.60 sec
65 percentile: 0.62 sec
66 percentile: 0.67 sec
67 percentile: 0.72 sec
68 percentile: 0.79 sec
69 percentile: 0.85 sec
70 percentile: 0.91 sec
71 percentile: 0.95 sec
72 percentile: 0.97 sec
73 percentile: 1.04 sec
74 percentile: 1.08 sec
75 percentile: 1.14 sec
76 percentile: 1.20 sec
77 percentile: 1.26 sec
78 percentile: 1.35 sec
79 percentile: 1.37 sec
80 percentile: 1.46 sec
81 percentile: 1.55 sec
82 percentile: 1.63 sec
83 percentile: 1.69 sec
84 percentile: 1.85 sec
85 percentile: 1.97 sec
86 percentile: 2.08 sec
87 percentile: 2.22 sec
88 percentile: 2.40 sec
89 percentile: 2.64 sec
90 percentile: 2.96 sec
91 percentile: 3.10 sec
92 percentile: 3.72 sec
93 percentile: 4.24 sec
94 percentile: 4.74 sec
95 percentile: 5.88 sec
96 percentile: 7.20 sec
97 percentile: 10.85 sec
98 percentile: 20.99 sec
99 percentile: 249.07 sec
100 percentile: 2602.27 sec