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I have noticed that this is happenning with other Chinese exchanges such as OKcoin and FXBTC as well. There must be a reason why this arbitrage exists. It's probably the difficulty to close the loop between cashing out in RMB and funding your account on Bitstamp with €/$.

Meanwhile the safest way to do arbitrage is between BTC-E and Bitstamp because they both have low fees for SEPA deposits/withdrawals. Must be European though.




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