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Thanks! I just sent you a PM.

Actually it exists today if you know where to look ;)

Ok so that makes much more sense. Do you mind if I shoot you a PM so I can show you what I'm looking at? The scenario I'm talking about currently exists on multiple exchanges for a particular asset. Just want to make sure I'm looking at this right.

So if two different exchanges have different put prices for the same strike price wouldn't the arbitrage play be to buy both of them and wait for them to converge or expiration and pocket the difference? I'm just getting familiar with options so I just want to make sure I got it right.

Nope

Not the derivatives we're offering ;)

C# for the back end.

If you'd like it that way lol

So I'm going to shoot it straight, we're currently building a trading engine for a crypto derivatives platform and we're looking to bring on another developer. If you're interested feel free to shoot me a message. Thanks.