BTC Multi Exchange Perpetual Premium

16. März 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. März 2021

Versionshinweise

Fixed an error showing using spot instead of perpetual price.

19. März 2021

Versionshinweise

Fixed a calculation error.

26. März 2021

Versionshinweise

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. Juli 2021

Versionshinweise

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

Versionshinweise

Updated Bitmex Indices

24. Jan. 2022

Versionshinweise

Fixed calculation error

9. Feb. 2022

Versionshinweise

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

9. Nov. 2022

Versionshinweise

Updated OKX ticker in script
Updated Bitmex indices

9. Nov. 2022

Versionshinweise

Updated BitMEX Indices

27. Nov. 2022

Versionshinweise

Updated Bitmex indices (incl removal of FTX from indices)

21. Jan. 2023

Versionshinweise

Removed FTX

25. März

Versionshinweise

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

22. Nov.

Versionshinweise

Updated Bitmex Indices.

Updated to Pine v6