Multi-Platform Perpetual Contract Strategy Integrates PerpDe
A new multi-platform perpetual contract strategy system is being developed to integrate popular PerpDex systems into a unified adapter, facilitating seamless strategy execution across different exchanges. The system focuses on spread arbitrage by comparing price differences between two exchanges, executing limit orders on one and market orders on the other, emphasizing the importance of low latency and speed.
The strategy employs multiple threads for various tasks: obtaining price and account data via WebSocket, monitoring arbitrage opportunities, executing trades, and synchronizing positions and balances. Despite these measures, challenges such as WebSocket and API delays persist, necessitating passive API polling, which can lead to rate limit issues. The system’s release is pending further stability testing, with plans to incorporate a risk control module to enhance long-term reliability.