策略類型
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 個演算法1 個函式庫
演算法網路
套利演算法如何跨函式庫連接
Arbitrage
Hummingbot2 algos
cross_exchange_market_makingadvanced
amm_arbadvanced
交易決策流程
套利演算法如何在交易系統中協同運作
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
演算法比較
在關鍵維度上對比套利演算法
演算法對比矩陣點擊欄以展開詳情
| 指標 | cross_exchange_market_makingHummingbot | amm_arbHummingbot |
|---|---|---|
| 複雜度 | ⭐⭐⭐⭐advanced | ⭐⭐⭐⭐advanced |
| 預測類型 | 混合 | 混合 |
| 訓練速度 | ⚡⚡ | ⚡⚡ |
| 準確度 | 📊📊 | 📊📊 |
| 最適合 | 通用 | 通用 |
Hummingbot
Cross-exchange arbitrage market making using price differences between two exchanges.
速度⚡⚡
準確度📊📊📊
關鍵參數
| min_profitability | 0.003 | Minimum profit threshold (0.3%) |
Arbitrage Trading Strategies，演算法參考
- cross_exchange_market_making (Hummingbot)
- Cross-exchange arbitrage market making using price differences between two exchanges. 關鍵參數： min_profitability (Minimum profit threshold (0.3%)).原始碼： 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. 關鍵參數： min_profitability (Minimum arbitrage profit (1%)).原始碼： https://github.com/hummingbot/hummingbot/tree/master/hummingbot/strategy/amm_arb.