Which exchange has the cheapest SOCK?

Lowest ask price: Perpetual: MEXC at 0.0001325.

How is the net spread calculated?

Net spread = (best bid on the sell exchange − best ask on the buy exchange) ÷ best ask − taker fees. Spot routes pay one taker fee per exchange. Perpetual routes pay two per exchange, to open and to close. Max profit is read from both order books, so it includes slippage, and spot routes also subtract the withdrawal fee.

SOCK Arbitrage: Live Price Spreads Across Exchanges

Name: SOCK prices across exchanges
Creator: ArbTide

LiveAs of 2026-10-06 03:38 UTC · refreshes every 15 s

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Left out of spreads until they recover, so their opportunities are missing: LBank 56 s

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Funding rates Alert me on SOCK spreads

As of 2026-10-06 03:38 UTC, ArbTide tracks SOCK perpetual prices across exchanges. On perpetual markets, you can buy SOCK on MEXC at 0.0001325 and sell on BingX at 0.0001339, a 0.92% net spread after 0.14% in taker fees.

SOCK perpetual prices by exchange

BuyMEXC@ 0.0001325SellBingX@ 0.0001339Net spread 0.92% after 0.14% feesNet after fees at $1K: spread closes · $10K: spread closes · $50K: spread closes. Most profit around $2.4.

Sort by

BingX
0.0001339
Bid
Market
SOCK/USDT:USDT
Ask
0.000134
Book spread
0.075%
24h volume
$905.6K
Taker fee
0.050%
MEXC
0.000131
Bid
Market
SOCK/USDT:USDT
Ask
0.0001325
Book spread
1.132%
24h volume
$105.2K
Taker fee
0.020%

SOCK perpetual prices by exchange

BingX	SOCK/USDT:USDT	0.0001339	0.000134	0.075%	$905.6K	0.050%
MEXC	SOCK/USDT:USDT	0.000131	0.0001325	1.132%	$105.2K	0.020%

Showing 2 of 2

Holding perpetual positions? Compare SOCK funding rates across exchanges.

Frequently asked questions

Is there a SOCK arbitrage opportunity right now?: Yes. On perpetual markets, you can buy SOCK on MEXC at 0.0001325 and sell on BingX at 0.0001339, a 0.92% net spread after 0.14% in taker fees.
Which exchange has the cheapest SOCK?: Lowest ask price: Perpetual: MEXC at 0.0001325.
How is the net spread calculated?: Net spread = (best bid on the sell exchange − best ask on the buy exchange) ÷ best ask − taker fees. Spot routes pay one taker fee per exchange. Perpetual routes pay two per exchange, to open and to close. Max profit is read from both order books, so it includes slippage, and spot routes also subtract the withdrawal fee.

How the net spread is calculated

Net spread = (best bid on the sell exchange − best ask on the buy exchange) ÷ best ask − taker fees.
Spot routes pay one taker fee on each exchange and require moving coins between exchanges or holding inventory on both. The Transfer column shows the cheapest open network, its withdrawal fee and the trade size where that fee equals the spread, or why the coin cannot move right now.
Perpetual routes need no transfer: long on the cheaper exchange, short on the more expensive one, and close both when prices converge. They pay two taker fees on each exchange, and funding payments apply while the positions are open.
Max profit is read from both order books: we buy up the asks and sell into the bids until the next level stops paying, and show the size where profit peaks. Routes we have not read yet show the size at the best price only, marked top.
Only markets with at least $100K of 24h volume, a book spread under 2% and quotes updated in the last 60 seconds are compared, and both quotes must be taken within 15 seconds of each other. Spreads above 20% are dropped as likely different tokens sharing a ticker.

New to this? Read what crypto arbitrage is.