The arbitrage feed — margins computed, legs and stakes attached

Each opportunity is a complete object, not a data point: the market and event, whether it uses an exchange lay side, the total stake basis, and the legs — each leg its selection, its bookmaker or exchange, its price and its bet type — plus an optimal stake split sized so the return is level whichever way the event lands. Two shapes flow through it: back-vs-back sets across bookmakers (three-way match-odds arbs, for instance) and back-vs-lay pairs against an exchange. A single query filter, includeExchange, decides whether the exchange (lay) arbs are in your results.

The margin is the honest headline. Every opportunity carries the arb margin as it stood at the snapshot instant the board was computed — a real figure, not a promise. Your product applies its own floor with minProfit, narrows to the markets, bookmakers or eventIds you care about, and ranks what's left. The docs carry the field-by-field response and the coverage dashboard shows the books and freshness behind it before you talk to anyone.

Most arb data on the market is raw prices with a matching problem attached: normalise the books, resolve the same selection across them, find the opposing side, compute the margin, keep it alive as prices move. The arbitrage feed does that computation over OddsRelay's own odds board and hands you the result — the arb, its legs, its stakes and its margin — so the endpoint is the ranking layer's input, not its first month of engineering. The arbitrage betting API spoke walks the developer view; the exchange-lay page covers where the opposing lay side is priced.

Coverage decides how many arbs exist to find. The board spans 60+ UK bookmakers with bet365 included as standard, and the exchange side is priced from Betfair, Smarkets and Matchbook — so a genuine back-high/lay-low gap at a book a shallow feed skips is still an opportunity your product can show.

An arbitrage feed needs an opposing side to price against, so it is honest only where that side exists. It is live across UK and Ireland today — the markets with the exchange liquidity a lay side depends on. Where a market has no in-region exchange, we don't manufacture one: the honest output there is back-vs-back dutching across bookmakers, not a lay-based arb, and the regions view states which is which. We never imply a lay or exchange arb in a market that has no exchange.

That gate is the same one the exchange-lay page and the regions surface enforce — a deliberate limit, not an oversight. It's why the arb margins you see are ones a product could actually attempt, in markets where the opposing side is real.

Anyone selling arbitrage data owes you this plainly: genuine surebets are rare, small and short-lived. Bookmakers move, exchanges rebalance, and the margin that existed at the snapshot often isn't there at execution — which is exactly why every opportunity is labelled with its snapshot-time margin and never a guarantee. A good feed makes your product better at surfacing arbitrage — more books, margins already computed, prices fresh — but no feed makes returns certain, and we won't imply otherwise. The mechanics are written up in why surebets disappear.

Two more limits we state up front. The feed is pre-match on a ~3s polling cycle — right for pre-match arbitrage, not in-play execution. And it computes arbs over the current board today; full cross-book arb across all 60+ books at once, streaming delivery, historical archives and middles or low-hold views are on the roadmap, described as coming rather than shipped. If you'd rather test than take our word, start a free trial and point your ranking logic at the live endpoint this week.