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spot_perpetual_arbitrage

📁 Strategy folder

📝 Summary

This strategy looks at the price on the spot connector and the price on the derivative connector. Then it calculates the spread between the two connectors. The key features for this strategy are min_divergence and min_convergence.

When the spread between spot and derivative markets reaches a value above min_divergence, the first part of the operation will be executed, creating a buy/sell order on the spot connector, while opening an opposing long/short position on the derivative connector.

With the position open, the bot will scan the prices on both connectors, and once the price spread between them reaches a value below min_convergence, the bot will close both positions.

đŸĻ Exchanges supported

spot exchanges perp exchanges

👷 Maintainer

Open

🛠ī¸ Strategy configs

Config map

Parameter Type Default Prompt New? Prompt
spot_connector string True Enter a spot connector (Exchange/AMM)
spot_market string True Enter the token trading pair you would like to trade on [spot_connector]
perpetual_connector string True Enter a derivative name (Exchange/AMM)
perpetual_market string True Enter the token trading pair you would like to trade on [derivative_connector]
order_amount decimal True What is the amount of [base_asset] per order?
perpetual_leverage int 1 True How much leverage would you like to use on the derivative exchange?
min_opening_arbitrage_pct decimal 1 True What is the minimum spread between the spot and derivative market price before starting an arbitrage?
min_closing_arbitrage_pct decimal 0.1 True What is the minimum spread between the spot and derivative market price before closing an existing arbitrage?
spot_market_slippage_buffer decimal 0.05 True How much buffer do you want to add to the price to account for slippage for orders on the spot market
perpetual_market_slippage_buffer decimal 0.05 True How much buffer do you want to add to the price to account for slippage for orders on the derivative market
next_arbitrage_cycle_delay float 120 False How long do you want the strategy to wait to cool off from an arbitrage cycle (in seconds)

📓 Description

Trading logic

ℹī¸ More Resources

How to Use the New Spot-perpetual Arbitrage Strategy: Learn how the spot-perpetual arbitrage strategy works and how you can make use of it.

Spot-Perpetual Arbitrage Strategy Demo | Hummingbot Live: A live demo on how you can set parameters to run the spot-perpetual arbitrage strategy

Check out Hummingbot Academy for more resources related to this strategy and others!