BTC Multi Exchange Perpetual Premium

16 Mac 2021

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.

16 Mac 2021

Nota Keluaran

Fixed an error showing using spot instead of perpetual price.

19 Mac 2021

Nota Keluaran

Fixed a calculation error.

26 Mac 2021

Nota Keluaran

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.

26 Jul 2021

Nota Keluaran

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.

7 Jan 2022

Nota Keluaran

Updated Bitmex Indices

24 Jan 2022

Nota Keluaran

Fixed calculation error

9 Feb 2022

Nota Keluaran

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

9 Nov 2022

Nota Keluaran

Updated OKX ticker in script
Updated Bitmex indices

9 Nov 2022

Nota Keluaran

Updated BitMEX Indices

27 Nov 2022

Nota Keluaran

Updated Bitmex indices (incl removal of FTX from indices)

21 Jan 2023

Nota Keluaran

Removed FTX

25 Mac 2024

Nota Keluaran

- Fixed some bugs
- Updated Bitumen Indices
- Added Coinbase to plot

22 Nov 2024

Nota Keluaran

Updated Bitmex Indices.

Updated to Pine v6