전략 유형
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.
2개 알고리즘1개 라이브러리
알고리즘 네트워크
차익거래 알고리즘이 라이브러리 간에 어떻게 연결되는지
Arbitrage
Hummingbot2 algos
cross_exchange_market_makingadvanced
amm_arbadvanced
트레이딩 결정 파이프라인
차익거래 알고리즘이 거래 시스템에서 어떻게 함께 작동하는지
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
알고리즘 비교
핵심 지표로 차익거래 알고리즘 비교
알고리즘 비교 매트릭스열을 클릭하여 세부 정보 펼치기
| 항목 | cross_exchange_market_makingHummingbot | amm_arbHummingbot |
|---|---|---|
| 복잡도 | ⭐⭐⭐⭐advanced | ⭐⭐⭐⭐advanced |
| 예측 유형 | 혼합 | 혼합 |
| 훈련 속도 | ⚡⚡ | ⚡⚡ |
| 정확도 | 📊📊 | 📊📊 |
| 최적 용도 | 범용 | 범용 |
Hummingbot
Cross-exchange arbitrage market making using price differences between two exchanges.
속도⚡⚡
정확도📊📊📊
주요 파라미터
| min_profitability | 0.003 | Minimum profit threshold (0.3%) |
Arbitrage Trading Strategies, 알고리즘 참조
- cross_exchange_market_making (Hummingbot)
- Cross-exchange arbitrage market making using price differences between two exchanges. 주요 파라미터: min_profitability (Minimum profit threshold (0.3%)).소스: 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. 주요 파라미터: min_profitability (Minimum arbitrage profit (1%)).소스: https://github.com/hummingbot/hummingbot/tree/master/hummingbot/strategy/amm_arb.