<\/p>\n
<\/p>\n
\u0627\u0644\u0627\u0633\u062a\u0631\u0627\u062a\u064a\u062c\u064a\u062a\u0627\u0646 \u0627\u0644\u0644\u062a\u0627\u0646 \u064a\u0648\u062c\u0651\u0647 \u0628\u064a\u0646\u0647\u0645\u0627 VIP Crypto Arbitrage Bot — \u0627\u0644\u0645\u0631\u0627\u062c\u062d\u0629 \u0627\u0644\u0627\u062a\u062c\u0627\u0647\u064a\u0629 \u0630\u0627\u062a \u0627\u0644\u0637\u0631\u0641 \u0627\u0644\u0648\u0627\u062d\u062f<\/strong> \u0648\u0645\u0631\u0627\u062c\u062d\u0629 \u0627\u0644\u062a\u062d\u0648\u0637 \u0627\u0644\u0645\u062d\u0627\u064a\u062f\u0629 \u0644\u0644\u0633\u0648\u0642<\/strong>. \u0627\u0644\u0622\u0644\u064a\u0629\u060c \u0627\u0644\u062d\u0633\u0627\u0628\u0627\u062a\u060c \u062d\u062c\u0645 \u0631\u0623\u0633 \u0627\u0644\u0645\u0627\u0644\u060c \u0645\u062a\u0637\u0644\u0628\u0627\u062a \u0627\u0644\u0648\u0633\u064a\u0637\u060c \u0645\u0644\u0641 \u0627\u0644\u0645\u062e\u0627\u0637\u0631\u060c \u0648\u0645\u062a\u0649 \u062a\u0633\u062a\u062e\u062f\u0645 \u0643\u0644 \u0648\u0627\u062d\u062f\u0629.<\/p>\n <\/p>\n \u0645\u0631\u0627\u062c\u062d\u0629 One-Leg<\/strong> \u062a\u0641\u062a\u062d \u0645\u0631\u0643\u0632\u064b\u0627 \u0627\u062a\u062c\u0627\u0647\u064a\u064b\u0627 \u0648\u0627\u062d\u062f\u064b\u0627 \u0639\u0646\u062f\u0645\u0627 \u064a\u0642\u0641\u0632 \u0633\u0639\u0631 \u0623\u062d\u062f \u0627\u0644\u0645\u0646\u0635\u0627\u062a \u0628\u0639\u064a\u062f\u064b\u0627 \u0639\u0646 \u0645\u0631\u062c\u0639 \u0633\u0639\u0631\u064a\u060c \u062b\u0645 \u062a\u063a\u0644\u0642\u0647 \u0639\u0646\u062f\u0645\u0627 \u064a\u0646\u063a\u0644\u0642 \u0627\u0644\u0633\u0628\u0631\u064a\u062f. \u0639\u0627\u0626\u062f \u0623\u0639\u0644\u0649 \u0644\u0643\u0644 \u0635\u0641\u0642\u0629\u060c \u0645\u0639 \u0645\u062e\u0627\u0637\u0631 \u0627\u062a\u062c\u0627\u0647 \u0627\u0644\u0633\u0648\u0642 \u0623\u062b\u0646\u0627\u0621 \u0641\u062a\u0631\u0629 \u0627\u0644\u0627\u062d\u062a\u0641\u0627\u0638.<\/p>\n \u0645\u0631\u0627\u062c\u062d\u0629 Hedge<\/strong> \u062a\u0641\u062a\u062d \u0645\u0631\u0627\u0643\u0632 \u0645\u062a\u0639\u0627\u0643\u0633\u0629 \u0641\u064a \u0627\u0644\u0648\u0642\u062a \u0646\u0641\u0633\u0647 \u0639\u0644\u0649 \u0645\u0646\u0635\u062a\u064a\u0646 — \u0634\u0631\u0627\u0621 \u0639\u0644\u0649 \u0627\u0644\u0623\u0631\u062e\u0635\u060c \u0648\u0628\u064a\u0639 \u0639\u0644\u0649 \u0627\u0644\u0623\u063a\u0644\u0649 — \u0648\u062a\u063a\u0644\u0642\u0647\u0645\u0627 \u0645\u0639\u064b\u0627 \u0639\u0646\u062f\u0645\u0627 \u062a\u062a\u0642\u0627\u0631\u0628 \u0627\u0644\u0623\u0633\u0639\u0627\u0631. \u062a\u0639\u0631\u0636 \u0635\u0627\u0641\u064d \u0634\u0628\u0647 \u0645\u0639\u062f\u0648\u0645 \u0644\u0644\u0633\u0648\u0642\u060c \u0644\u0643\u0646 \u0631\u0623\u0633 \u0627\u0644\u0645\u0627\u0644 \u064a\u0643\u0648\u0646 \u0645\u0644\u062a\u0632\u0645\u064b\u0627 \u0639\u0644\u0649 \u0627\u0644\u062c\u0627\u0646\u0628\u064a\u0646 \u0648\u0627\u0644\u0631\u0628\u062d \u0644\u0643\u0644 \u0635\u0641\u0642\u0629 \u0623\u0635\u063a\u0631.<\/p>\n \u0625\u0630\u0627 \u0643\u0646\u062a \u062a\u0628\u062f\u0623:<\/strong> \u0627\u0628\u062f\u0623 \u0628\u0645\u0631\u0627\u062c\u062d\u0629 Hedge. \u0625\u0630\u0627 \u0643\u0627\u0646 \u0644\u062f\u064a\u0643 $5k+ \u0648\u062a\u062a\u062d\u0645\u0644 \u0627\u0644\u062a\u0630\u0628\u0630\u0628:<\/strong> \u0623\u0636\u0641 One-Leg \u0641\u0648\u0642\u0647\u0627.<\/p>\n<\/p><\/div>\n <\/p>\n \u0627\u0644\u0645\u062e\u0627\u0637\u0631: \u0645\u062a\u0648\u0633\u0637\u0629 · \u0627\u0644\u0645\u064a\u0632\u0629: \u0639\u0627\u0644\u064a\u0629<\/span>\n <\/div>\n \u062a\u0643\u062a\u0634\u0641 \u0645\u0631\u0627\u062c\u062d\u0629 One-Leg \u0627\u062e\u062a\u0644\u0627\u0644\u064b\u0627 \u0633\u0639\u0631\u064a\u064b\u0627 \u0639\u0627\u0628\u0631\u064b\u0627 \u0639\u0644\u0649 \u0645\u0646\u0635\u0629 \u0648\u0627\u062d\u062f\u0629 \u0645\u0642\u0627\u0628\u0644 \u0645\u0631\u062c\u0639 \u0633\u0639\u0631\u064a (\u0627\u0644\u0633\u0639\u0631 \u0627\u0644\u0648\u0633\u0637\u064a \u0627\u0644\u0645\u062c\u0645\u0639 \u0644\u062f\u0649 \u0627\u0644\u0628\u0648\u062a)\u060c \u0648\u062a\u0641\u062a\u062d \u0645\u0631\u0643\u0632\u064b\u0627 \u0627\u062a\u062c\u0627\u0647\u064a\u064b\u0627 \u0648\u0627\u062d\u062f\u064b\u0627<\/strong> \u064a\u062d\u0642\u0642 \u0631\u0628\u062d\u064b\u0627 \u0639\u0646\u062f\u0645\u0627 \u064a\u0639\u0648\u062f \u0627\u0644\u0627\u062e\u062a\u0644\u0627\u0644 \u0625\u0644\u0649 \u0637\u0628\u064a\u0639\u062a\u0647. \u0628\u062e\u0644\u0627\u0641 \u0645\u0631\u0627\u062c\u062d\u0629 Hedge\u060c \u064a\u0648\u062c\u062f \u0637\u0631\u0641 \u0648\u0627\u062d\u062f \u0641\u0642\u0637 \u0641\u064a \u0627\u0644\u0633\u0648\u0642 — \u0644\u0630\u0644\u0643 \u064a\u062d\u0645\u0644 \u0627\u0644\u0645\u0631\u0643\u0632 \u062a\u0639\u0631\u0636\u064b\u0627 \u0627\u062a\u062c\u0627\u0647\u064a\u064b\u0627 \u0623\u062b\u0646\u0627\u0621 \u0641\u062a\u0631\u0629 \u0627\u0644\u0627\u062d\u062a\u0641\u0627\u0638.<\/p>\n \u064a\u0642\u0631\u0623 \u0627\u0644\u0628\u0648\u062a tick \u0639\u0644\u0649 Exchange A\u061b \u0648\u064a\u0642\u0627\u0631\u0646\u0647 \u0628\u0627\u0644\u0640 mid \u0627\u0644\u0645\u062c\u0645\u0639 \u0639\u0628\u0631 \u0645\u0646\u0635\u0627\u062a \u0645\u0631\u062c\u0639\u064a\u0629.<\/p>\n<\/p><\/div>\n \u064a\u062a\u0623\u0643\u062f \u0645\u0646 \u0623\u0646 \u0627\u0644\u0633\u0628\u0631\u064a\u062f > \u0627\u0644\u062d\u062f \u0628\u0639\u062f \u0627\u0644\u0631\u0633\u0648\u0645\u060c \u0648\u0627\u0644\u0627\u0646\u0632\u0644\u0627\u0642 \u0627\u0644\u0633\u0639\u0631\u064a\u060c \u0648\u0633\u0639\u0631 \u0627\u0644\u062a\u0646\u0641\u064a\u0630 \u0627\u0644\u0645\u0639\u062f\u0644 \u062d\u0633\u0628 \u0639\u0645\u0642 \u0627\u0644\u0633\u0648\u0642.<\/p>\n<\/p><\/div>\n \u0634\u0631\u0627\u0621 \u0627\u0644\u062c\u0627\u0646\u0628 \u0627\u0644\u0623\u0631\u062e\u0635 \u0623\u0648 \u0628\u064a\u0639 \u0627\u0644\u062c\u0627\u0646\u0628 \u0627\u0644\u0623\u063a\u0644\u0649 — \u0623\u064a\u0647\u0645\u0627 \u0645\u0633\u0639\u0631 \u0628\u0634\u0643\u0644 \u062e\u0627\u0637\u0626 \u0645\u0642\u0627\u0631\u0646\u0629 \u0628\u0627\u0644\u0640 mid.<\/p>\n<\/p><\/div>\n \u064a\u063a\u0644\u0642 \u0639\u0646\u062f\u0645\u0627 \u064a\u0639\u0648\u062f \u0627\u0644\u0633\u0639\u0631 \u0636\u0645\u0646 \u0647\u0627\u0645\u0634 \u0627\u0644\u062a\u0633\u0627\u0645\u062d \u0645\u0646 \u0627\u0644\u0645\u0631\u062c\u0639\u060c \u0623\u0648 \u0639\u0646\u062f\u0645\u0627 \u064a\u062a\u0645 \u062a\u0641\u0639\u064a\u0644 stop-out \u0639\u0646\u062f \u062d\u0631\u0643\u0629 \u0639\u0643\u0633\u064a\u0629.<\/p>\n<\/p><\/div><\/div>\n # trade<\/span> # P&L if convergence completes<\/span> # bot rejects: spread (after fees) is below threshold<\/span> \u064a\u0648\u0636\u062d \u0627\u0644\u0645\u062b\u0627\u0644 \u0633\u0628\u0628 \u0623\u0647\u0645\u064a\u0629 \u0628\u0648\u0627\u0628\u0629 \u0627\u0644\u0631\u0633\u0648\u0645 + \u0627\u0644\u0627\u0646\u0632\u0644\u0627\u0642 \u0627\u0644\u0633\u0639\u0631\u064a<\/strong>. \u064a\u0628\u062f\u0648 \u0627\u0644\u0627\u062e\u062a\u0644\u0627\u0644 \u0627\u0644\u062e\u0627\u0645 \u0627\u0644\u0628\u0627\u0644\u063a 48 USDT \u062c\u0630\u0627\u0628\u064b\u0627\u060c \u0644\u0643\u0646\u0647 \u064a\u062a\u0644\u0627\u0634\u0649 \u0628\u0639\u062f 9.51 USDT \u0645\u0646 \u0631\u0633\u0648\u0645 taker \u06483.20 USDT \u0645\u0646 \u0627\u0644\u0627\u0646\u0632\u0644\u0627\u0642 \u0627\u0644\u0633\u0639\u0631\u064a \u0627\u0644\u0645\u062a\u0648\u0642\u0639. \u062a\u0631\u0641\u0636 \u0645\u0646\u0637\u0642\u064a\u0629 \u0627\u0644\u062d\u062f \u0644\u062f\u0649 \u0627\u0644\u0628\u0648\u062a \u0647\u0630\u0647 \u0627\u0644\u0635\u0641\u0642\u0629 \u0648\u062a\u0646\u062a\u0638\u0631 \u0627\u062e\u062a\u0644\u0627\u0644\u064b\u0627 \u0623\u0648\u0633\u0639.<\/p>\n \u062a\u0639\u0645\u0644 \u0645\u0631\u0627\u062c\u062d\u0629 One-Leg \u0628\u0623\u0641\u0636\u0644 \u0634\u0643\u0644 \u0639\u0646\u062f\u0645\u0627 \u064a\u0643\u0648\u0646 \u0627\u0644\u0627\u062e\u062a\u0644\u0627\u0644 \u0643\u0628\u064a\u0631\u064b\u0627 \u0645\u0642\u0627\u0631\u0646\u0629 \u0628\u0627\u0644\u062a\u0642\u0644\u0628 \u0627\u0644\u0645\u0639\u062a\u0627\u062f \u0641\u064a \u0627\u0644\u0637\u0631\u0641\u060c \u0648\u0639\u0646\u062f\u0645\u0627 \u064a\u0643\u0648\u0646 \u0645\u0631\u062c\u0639 \u0627\u0644\u0623\u0633\u0639\u0627\u0631 \u0639\u0627\u0644\u064a \u0627\u0644\u062c\u0648\u062f\u0629 (\u062a\u062c\u0645\u064a\u0639 \u0645\u0646\u062e\u0641\u0636 \u0627\u0644\u062a\u0623\u062e\u064a\u0631 \u0639\u0628\u0631 3 \u0645\u0646\u0635\u0627\u062a \u0639\u0644\u0649 \u0627\u0644\u0623\u0642\u0644)\u060c \u0648\u0639\u0646\u062f\u0645\u0627 \u062a\u0643\u0648\u0646 \u0641\u062a\u0631\u0629 \u0627\u0644\u0627\u062d\u062a\u0641\u0627\u0638 \u0642\u0635\u064a\u0631\u0629 (\u0639\u0627\u062f\u0629 < 30 \u062b\u0627\u0646\u064a\u0629). \u0641\u064a \u0633\u0627\u0639\u0627\u062a \u0627\u0644\u062a\u0642\u0644\u0628 \u0627\u0644\u0645\u0646\u062e\u0641\u0636 \u0648\u0627\u0644\u0623\u0632\u0648\u0627\u062c \u0627\u0644\u0645\u0647\u064a\u0645\u0646\u0629 \u0628\u0627\u0644\u0639\u0645\u0644\u0627\u062a \u0627\u0644\u0645\u0633\u062a\u0642\u0631\u0629\u060c \u062a\u062a\u0631\u0627\u062c\u0639 \u0627\u0644\u0627\u0633\u062a\u0631\u0627\u062a\u064a\u062c\u064a\u0629 \u0644\u0623\u0646 \u0627\u0644\u0627\u062e\u062a\u0644\u0627\u0644\u0627\u062a \u0646\u0627\u062f\u0631\u064b\u0627 \u0645\u0627 \u062a\u062a\u062c\u0627\u0648\u0632 \u062d\u062f \u0627\u0644\u0631\u0633\u0648\u0645.<\/p>\n <\/p>\n \u0627\u0644\u0645\u062e\u0627\u0637\u0631: \u0645\u0646\u062e\u0641\u0636\u0629 · \u0627\u0644\u0645\u064a\u0632\u0629: \u0645\u062a\u0648\u0633\u0637\u0629<\/span>\n <\/div>\n \u062a\u0641\u062a\u062d \u0645\u0631\u0627\u062c\u062d\u0629 Hedge \u0645\u0631\u0627\u0643\u0632 \u0645\u062a\u0639\u0627\u0643\u0633\u0629 \u0641\u064a \u0627\u0644\u0648\u0642\u062a \u0646\u0641\u0633\u0647 \u0639\u0644\u0649 \u0645\u0646\u0635\u062a\u064a\u0646<\/strong> — \u0634\u0631\u0627\u0621 \u0639\u0644\u0649 \u0627\u0644\u062c\u0627\u0646\u0628 \u0627\u0644\u0623\u0631\u062e\u0635\u060c \u0648\u0628\u064a\u0639 \u0639\u0644\u0649 \u0627\u0644\u062c\u0627\u0646\u0628 \u0627\u0644\u0623\u063a\u0644\u0649. \u0627\u0644\u0645\u0631\u0643\u0632 delta-neutral\u061b \u0627\u0644\u0631\u0628\u062d \u0647\u0648 \u0627\u0644\u0633\u0628\u0631\u064a\u062f \u0627\u0644\u0630\u064a \u064a\u0646\u063a\u0644\u0642 \u0628\u063a\u0636 \u0627\u0644\u0646\u0638\u0631 \u0639\u0646 \u0627\u062a\u062c\u0627\u0647 \u0627\u0644\u0633\u0648\u0642. \u064a\u062c\u0628 \u0646\u0634\u0631 \u0631\u0623\u0633 \u0627\u0644\u0645\u0627\u0644 \u0639\u0644\u0649 \u0643\u0644\u0627<\/em> \u0627\u0644\u062c\u0627\u0646\u0628\u064a\u0646\u060c \u0648\u0643\u0644 \u062c\u0627\u0646\u0628 \u064a\u062a\u062d\u0645\u0644 \u0631\u0633\u0648\u0645\u0647 \u0627\u0644\u062e\u0627\u0635\u0629.<\/p>\n \u064a\u0641\u062d\u0635 \u0627\u0644\u0628\u0648\u062a \u0643\u0644 \u0623\u0632\u0648\u0627\u062c \u0627\u0644\u0645\u0646\u0635\u0627\u062a \u0627\u0644\u0645\u0643\u0648\u0646\u0629 \u0644\u0644\u0623\u0635\u0644 \u0646\u0641\u0633\u0647\u061b \u0648\u064a\u0639\u0644\u0651\u0645 \u0627\u0644\u0633\u0628\u0631\u064a\u062f\u0627\u062a \u0627\u0644\u062a\u064a \u062a\u062a\u062c\u0627\u0648\u0632 \u0627\u0644\u062d\u062f.<\/p>\n<\/p><\/div>\n \u064a\u062a\u0623\u0643\u062f \u0645\u0646 \u0623\u0646 \u0627\u0644\u0631\u0633\u0648\u0645 + \u0627\u0644\u0627\u0646\u0632\u0644\u0627\u0642 \u0627\u0644\u0633\u0639\u0631\u064a \u0627\u0644\u0645\u062c\u0645\u0639\u0629<\/em> \u0639\u0644\u0649 \u0643\u0644\u0627 \u0627\u0644\u0637\u0631\u0641\u064a\u0646 \u0623\u0642\u0644 \u0645\u0646 \u0627\u0644\u0633\u0628\u0631\u064a\u062f \u0628\u0639\u062f \u062e\u0635\u0645 \u0627\u0646\u0632\u0644\u0627\u0642 \u0627\u0644\u0625\u063a\u0644\u0627\u0642 \u0627\u0644\u0645\u062a\u0648\u0642\u0639.<\/p>\n<\/p><\/div>\n \u064a\u0631\u0633\u0644 \u0623\u0648\u0627\u0645\u0631 \u0645\u0632\u062f\u0648\u062c\u0629 — \u0634\u0631\u0627\u0621 \u0639\u0644\u0649 \u0627\u0644\u062c\u0627\u0646\u0628 \u0627\u0644\u0631\u062e\u064a\u0635\u060c \u0648\u0628\u064a\u0639 \u0639\u0644\u0649 \u0627\u0644\u062c\u0627\u0646\u0628 \u0627\u0644\u063a\u0627\u0644\u064a. \u064a\u062d\u0627\u0648\u0644 \u0627\u0644\u062a\u0646\u0641\u064a\u0630 \u0636\u0645\u0646 \u0646\u0627\u0641\u0630\u0629 200–500 ms.<\/p>\n<\/p><\/div>\n \u0639\u0646\u062f\u0645\u0627 \u064a\u0635\u0644 \u0627\u0644\u0633\u0628\u0631\u064a\u062f \u0625\u0644\u0649 \u062d\u062f \u0627\u0644\u0625\u063a\u0644\u0627\u0642 (\u0639\u0627\u062f\u0629 5–10% \u0645\u0646 \u0633\u0628\u0631\u064a\u062f \u0627\u0644\u062f\u062e\u0648\u0644)\u060c \u064a\u0642\u0648\u0645 \u0628\u0641\u0643 \u0643\u0644\u0627 \u0627\u0644\u0637\u0631\u0641\u064a\u0646.<\/p>\n<\/p><\/div><\/div>\n # entry \u2014 paired<\/span> # waiting for convergence (typical: 5\u201360 seconds)<\/span> # close P&L<\/span> # bot threshold for ETH at 5-ETH size: net >= 0.06% of notional ~ 9 USDT<\/span> \u062a\u062d\u0642\u0642 \u0645\u0631\u0627\u062c\u062d\u0629 Hedge \u0627\u0644\u0631\u0628\u062d \u0645\u0646 \u062a\u0642\u0627\u0631\u0628 \u0627\u0644\u0633\u0628\u0631\u064a\u062f<\/strong>\u060c \u0648\u0644\u064a\u0633 \u0645\u0646 \u0627\u062a\u062c\u0627\u0647 \u0623\u064a \u0645\u0646 \u0627\u0644\u0633\u0648\u0642\u064a\u0646. \u0644\u0627\u062d\u0638 \u0623\u0646 4 \u0631\u0633\u0648\u0645 \u062a\u062f\u0627\u0648\u0644<\/strong> (\u062f\u062e\u0648\u0644 \u0634\u0631\u0627\u0621\u060c \u062f\u062e\u0648\u0644 \u0628\u064a\u0639\u060c \u062e\u0631\u0648\u062c \u0634\u0631\u0627\u0621\u060c \u062e\u0631\u0648\u062c \u0628\u064a\u0639) \u0628\u0627\u0644\u0625\u0636\u0627\u0641\u0629 \u0625\u0644\u0649 \u062a\u0645\u0648\u064a\u0644 perp \u0627\u0644\u0627\u062e\u062a\u064a\u0627\u0631\u064a \u062a\u0634\u0643\u0644 \u0623\u0631\u0636\u064a\u0629 \u0627\u0644\u062a\u0643\u0644\u0641\u0629. \u064a\u0631\u0641\u0636 \u0627\u0644\u0628\u0648\u062a \u0647\u0630\u0647 \u0627\u0644\u0635\u0641\u0642\u0629 \u0631\u063a\u0645 \u0623\u0646\u0647\u0627 \u0645\u0648\u062c\u0628\u0629 \u062a\u0642\u0646\u064a\u064b\u0627 \u0644\u0623\u0646 \u0635\u0627\u0641\u064a +1.55 USDT \u064a\u0642\u0639 \u062a\u062d\u062a \u062d\u062f \u0647\u0627\u0645\u0634 \u0627\u0644\u0645\u064a\u0632\u0629 \u0644\u062f\u0649 \u0627\u0644\u0628\u0648\u062a.<\/p>\n \u062a\u0639\u0645\u0644 \u0645\u0631\u0627\u062c\u062d\u0629 Hedge \u0628\u0623\u0641\u0636\u0644 \u0634\u0643\u0644 \u0639\u0644\u0649 \u0627\u0644\u0623\u0632\u0648\u0627\u062c \u0627\u0644\u0633\u0627\u0626\u0644\u0629 (BTC\u060c ETH\u060c \u0648\u0623\u0641\u0636\u0644 15 \u0639\u0645\u0644\u0629 \u0628\u062f\u064a\u0644\u0629) \u0639\u0628\u0631 \u0645\u0646\u0635\u0627\u062a \u0639\u0627\u0644\u064a\u0629 \u0627\u0644\u062d\u062c\u0645\u060c \u062e\u0644\u0627\u0644 \u0641\u062a\u0631\u0627\u062a \u062a\u0634\u062a\u062a \u0645\u062a\u0648\u0633\u0637 \u0625\u0644\u0649 \u0645\u0631\u062a\u0641\u0639 \u0628\u064a\u0646 \u0627\u0644\u0645\u0646\u0635\u0627\u062a (\u0628\u0639\u062f \u0627\u0644\u0623\u062e\u0628\u0627\u0631\u060c \u0623\u062b\u0646\u0627\u0621 \u0627\u0644\u062a\u0635\u0641\u064a\u0629\u060c \u0623\u062b\u0646\u0627\u0621 \u0627\u0644\u0627\u0641\u062a\u062a\u0627\u062d\u0627\u062a \u0627\u0644\u0625\u0642\u0644\u064a\u0645\u064a\u0629)\u060c \u0648\u0645\u0639 \u0627\u0644\u0623\u0632\u0648\u0627\u062c \u0627\u0644\u0645\u0633\u0639\u0631\u0629 \u0628\u0627\u0644\u0639\u0645\u0644\u0627\u062a \u0627\u0644\u0645\u0633\u062a\u0642\u0631\u0629 \u0644\u062a\u062c\u0646\u0628 \u062a\u0639\u0631\u0636 FX. \u0641\u064a \u0627\u0644\u0623\u0632\u0648\u0627\u062c \u0627\u0644\u0636\u0639\u064a\u0641\u0629 \u0623\u0648 \u0627\u0644\u062c\u0644\u0633\u0627\u062a \u0627\u0644\u0647\u0627\u062f\u0626\u0629 \u064a\u0641\u0634\u0644 \u0627\u0644\u0633\u0628\u0631\u064a\u062f \u0641\u064a \u062a\u062c\u0627\u0648\u0632 \u0623\u0631\u0636\u064a\u0629 \u0627\u0644\u0631\u0633\u0648\u0645 \u0627\u0644\u0623\u0631\u0628\u0639 \u0648\u064a\u0628\u0642\u0649 \u0627\u0644\u0628\u0648\u062a \u062e\u0627\u0645\u0644\u0627\u064b.<\/p>\n <\/p>\n
\n \u0645\u0631\u0627\u062c\u062d\u0629 Hedge<\/a>
\n \u0645\u0642\u0627\u0631\u0646\u0629 \u062c\u0646\u0628\u064b\u0627 \u0625\u0644\u0649 \u062c\u0646\u0628<\/a>
\n \u0623\u064a \u0627\u0633\u062a\u0631\u0627\u062a\u064a\u062c\u064a\u0629 \u062a\u062e\u062a\u0627\u0631<\/a>
\n \u0627\u0644\u0623\u0646\u0648\u0627\u0639 \u0627\u0644\u0641\u0631\u0639\u064a\u0629<\/a>
\n \u0627\u0644\u0645\u062e\u0627\u0637\u0631 & \u0627\u0644\u0645\u0632\u0627\u0644\u0642<\/a>
\n \u0627\u0644\u0623\u0633\u0626\u0644\u0629 \u0627\u0644\u0634\u0627\u0626\u0639\u0629<\/a>\n <\/div><\/div>\n\u0627\u0644\u0625\u062c\u0627\u0628\u0629 \u0627\u0644\u0645\u062e\u062a\u0635\u0631\u0629<\/h3>\n
\u0645\u0631\u0627\u062c\u062d\u0629 One-Leg<\/h2>\n
\u0627\u062a\u062c\u0627\u0647\u064a\u0629 — \u0627\u0644\u062a\u0642\u0627\u0637 \u0627\u0644\u0627\u0631\u062a\u062f\u0627\u062f \u0627\u0644\u0633\u0631\u064a\u0639<\/h3>\n
\u0627\u0644\u0622\u0644\u064a\u0629<\/h3>\n
\u0645\u062b\u0627\u0644 \u0631\u0642\u0645\u064a<\/h3>\n
\n# tick observation<\/span>
\nBybit bid 43,180<\/span> ask 43,184<\/span>
\nMid (Binance, OKX, Kraken, Coinbase) 43,232<\/span>
\n# dislocation<\/span>
\nspread = 43,232 − 43,184 = +48 USDT<\/span> # Bybit underpriced<\/span>
\nthreshold = +18 USDT<\/span> → pass<\/p>\n
\nsize = 0.20 BTC<\/span>
\nentry (Bybit ask) = 43,184<\/span>
\nexit (when Bybit mid ≥ 43,225) target = 43,225<\/span>
\nfees (taker 0.055% × 2) = 9.51 USDT<\/span>
\nexpected slippage on entry\/exit = 3.20 USDT<\/span><\/p>\n
\ngross = (43,225 − 43,184) × 0.20 = +8.20 USDT<\/span>
\nnet = 8.20 − 9.51 − 3.20 = −4.51 USDT<\/span> # too small<\/span><\/p>\n
\n# bot fires only on dislocations >= 30 USDT (typical for 0.2 BTC size)<\/span>\n <\/div>\n\n
\n
\u0623\u0641\u0636\u0644 \u0627\u0644\u0638\u0631\u0648\u0641 \u0627\u0644\u0645\u0646\u0627\u0633\u0628\u0629 \u0644\u0640 One-Leg<\/h3>\n
\u0645\u0631\u0627\u062c\u062d\u0629 Hedge (\u0628\u064a\u0646 \u0627\u0644\u0645\u0646\u0635\u0627\u062a)<\/h2>\n
\u0645\u062d\u0627\u064a\u062f\u0629 \u0644\u0644\u0633\u0648\u0642 — \u0627\u0644\u062a\u0642\u0627\u0637 \u0627\u0644\u0633\u0628\u0631\u064a\u062f \u0645\u0628\u0627\u0634\u0631\u0629<\/h3>\n
\u0627\u0644\u0622\u0644\u064a\u0629<\/h3>\n
\u0645\u062b\u0627\u0644 \u0631\u0642\u0645\u064a<\/h3>\n
\n# tick observation<\/span>
\nBybit ask 3,158.40<\/span>
\nOKX bid 3,162.10<\/span>
\nspread = 3,162.10 − 3,158.40 = +3.70 USDT<\/span> # OKX overpriced<\/span>
\nsize = 5 ETH<\/span><\/p>\n
\nLONG Bybit @ 3,158.40<\/span> notional = 15,792 USDT<\/span>
\nSHORT OKX @ 3,162.10<\/span> notional = 15,810 USDT<\/span>
\ngross spread captured = +18.50 USDT<\/span><\/p>\n
\n… spread narrows to +0.60 USDT<\/span>
\nexit Bybit @ 3,160.10<\/span> exit OKX @ 3,160.70<\/span><\/p>\n
\nBybit leg = (3,160.10 − 3,158.40) × 5 = +8.50<\/span>
\nOKX leg = (3,162.10 − 3,160.70) × 5 = +7.00<\/span>
\ngross = +15.50 USDT<\/span>
\nfees (4 taker 0.055% × 15.8k) = −13.91 USDT<\/span>
\nfunding (5 ETH × 5s on OKX perp) = −0.04 USDT<\/span>
\nnet = +1.55 USDT<\/span> # thin but positive \u2014 bot fires only when expected net >= +3<\/span><\/p>\n
\n# this trade gets rejected \u2192 bot waits for wider spread<\/span>\n <\/div>\n\n
\n
\u0623\u0641\u0636\u0644 \u0627\u0644\u0638\u0631\u0648\u0641 \u0627\u0644\u0645\u0646\u0627\u0633\u0628\u0629 \u0644\u0640 Hedge<\/h3>\n
One-Leg \u0645\u0642\u0627\u0628\u0644 Hedge — \u0645\u0642\u0627\u0631\u0646\u0629 \u062c\u0646\u0628\u064b\u0627 \u0625\u0644\u0649 \u062c\u0646\u0628<\/h2>\n