戦略タイプ
Arbitrage Trading Strategies
Cross-Market Price Discrepancy Capture
Arbitrage strategies exploit price discrepancies between markets, exchanges, or related instruments. These market-neutral strategies aim to capture risk-free profits through simultaneous buy and sell operations.
2 アルゴリズム1 ライブラリ
アルゴリズムネットワーク
アービトラージアルゴリズムのライブラリ間連携
Arbitrage
Hummingbot2 algos
cross_exchange_market_makingadvanced
amm_arbadvanced
トレーディング判断パイプライン
アービトラージアルゴリズムが取引システム内でどのように協調するか
1
Price Discovery
Multi-market monitoring
Real-time price feeds
Order book depth analysis
2
Spread Calculation
Profitability analysis
Price difference > threshold
Fee-adjusted profit
3
Simultaneous Execution
Atomic buy-sell
Leg 1: Buy on exchange A
Leg 2: Sell on exchange B
4
Settlement
Position reconciliation
Trade confirmation
Balance reconciliation
5
Risk Management
Execution risk control
Leg execution risk
Exchange downtime fallback
アルゴリズム比較
主要な観点でアービトラージアルゴリズムを比較
アルゴリズム比較マトリクス列をクリックして詳細を表示
| 項目 | cross_exchange_market_makingHummingbot | amm_arbHummingbot |
|---|---|---|
| 複雑度 | ⭐⭐⭐⭐advanced | ⭐⭐⭐⭐advanced |
| 予測タイプ | 混合 | 混合 |
| 学習速度 | ⚡⚡ | ⚡⚡ |
| 精度 | 📊📊 | 📊📊 |
| 最適用途 | 汎用 | 汎用 |
Hummingbot
Cross-exchange arbitrage market making using price differences between two exchanges.
速度⚡⚡
精度📊📊📊
主要パラメータ
| min_profitability | 0.003 | Minimum profit threshold (0.3%) |
Arbitrage Trading Strategies, アルゴリズムリファレンス
- cross_exchange_market_making (Hummingbot)
- Cross-exchange arbitrage market making using price differences between two exchanges. 主要パラメータ: min_profitability (Minimum profit threshold (0.3%)).ソース: https://github.com/hummingbot/hummingbot/tree/master/hummingbot/strategy/cross_exchange_market_making.
- amm_arb (Hummingbot)
- Automated Market Maker arbitrage between DEX and CEX using on-chain/off-chain price differences. 主要パラメータ: min_profitability (Minimum arbitrage profit (1%)).ソース: https://github.com/hummingbot/hummingbot/tree/master/hummingbot/strategy/amm_arb.