策略类型
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 个算法1 个库
算法网络
套利算法如何跨库连接
Arbitrage
Hummingbot2 algos
cross_exchange_market_makingadvanced
amm_arbadvanced
交易决策流程
套利算法如何在交易系统中协同工作
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
算法对比
在关键维度上对比套利算法
算法对比矩阵点击列以展开详情
| 指标 | cross_exchange_market_makingHummingbot | amm_arbHummingbot |
|---|---|---|
| 复杂度 | ⭐⭐⭐⭐advanced | ⭐⭐⭐⭐advanced |
| 预测类型 | 混合 | 混合 |
| 训练速度 | ⚡⚡ | ⚡⚡ |
| 准确度 | 📊📊 | 📊📊 |
| 最适合 | 通用 | 通用 |
Hummingbot
Cross-exchange arbitrage market making using price differences between two exchanges.
速度⚡⚡
准确度📊📊📊
关键参数
| min_profitability | 0.003 | Minimum profit threshold (0.3%) |
Arbitrage Trading Strategies，算法参考
- cross_exchange_market_making (Hummingbot)
- Cross-exchange arbitrage market making using price differences between two exchanges. 关键参数： min_profitability (Minimum profit threshold (0.3%)).源代码： 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. 关键参数： min_profitability (Minimum arbitrage profit (1%)).源代码： https://github.com/hummingbot/hummingbot/tree/master/hummingbot/strategy/amm_arb.