{"id":4249,"date":"2026-11-02T10:45:45","date_gmt":"2026-11-02T15:45:45","guid":{"rendered":"https:\/\/hftarbitrageplatform.com\/?p=4249"},"modified":"2026-11-02T10:45:48","modified_gmt":"2026-11-02T15:45:48","slug":"%d8%a7%d9%84%d8%a7%d8%b3%d8%aa%d8%ab%d9%85%d8%a7%d8%b1-%d9%81%d9%8a-2-%d8%ae%d8%b7%d9%88%d8%a9-%d9%85%d9%82%d8%a7%d8%a8%d9%84-3-%d8%ae%d8%b7%d9%88%d8%a9","status":"publish","type":"post","link":"https:\/\/hftarbitrageplatform.com\/ar\/2-legs-latency-1-vs-3-legs-arbitrage\/","title":{"rendered":"\u0645\u062a\u0648\u0633\u0637 \u0632\u0645\u0646 \u0627\u0644\u062c\u0631\u064a\u064a\u0646 1 \u0645\u0642\u0627\u0628\u0644 3 \u0627\u0644\u062c\u0631\u064a\u064a\u0646: \u0645\u0642\u0627\u0631\u0646\u0629 \u0627\u0644\u0646\u062a\u0627\u0626\u062c \u0627\u0644\u062d\u064a\u0629 (2026)"},"content":{"rendered":"

Most arbitrage software is sold on backtests and screenshots. We would rather show you live accounts. Since 20 October 2026<\/strong> we have been running two strategies from the HFT Arbitrage Platform side by side on live accounts, both with a public monitoring page: the classic 2-Legs Latency 1<\/strong> on two accounts, and the newer 3-Legs<\/strong> strategy on three. Same engine, same instruments, same period. The only real difference is how the trades are spread across accounts.<\/p>\n\n

This article puts the two next to each other: how each one works, the live widgets (they update on their own), the numbers as of 2 November 2026, and what the trade logs reveal that the headline profit does not. The short version: both make money at the same profit factor, 2-Legs Latency 1 is more capital-efficient, and 3-Legs removes the trading pattern brokers look for first.<\/p>\n\n

The two strategies in one minute<\/h2>\n\n

2-Legs Latency 1: the hedged two-account classic<\/h3>\n\n

2-Legs Latency 1 is an upgrade of lock arbitrage. Long before a signal appears, the platform opens a neutral hedge: a Buy on Account 1 and a Sell on Account 2, same symbol, same size. When the fast feed moves ahead of the slow broker by more than the entry threshold, the platform does not open a new trade. It closes the leg that is on the wrong side and lets the other leg run with a virtual trailing stop. To fix the profit and restore the hedge, it opens the opposite position again. Because one account is now flat and the other still holds the running trade, that opposite position often ends up on the same<\/em> account as the running trade, so for a while one account holds a Buy and a Sell on the same symbol: a lock<\/strong>.<\/p>\n\n\n

\n\n2-Legs Latency 1: one cycle on two accounts<\/text>\nAccount 1<\/text>\nAccount 2<\/text>\n\n\n1. Initial hedge<\/text>\n2. Signal: close the wrong leg<\/text>\n3. Fix profit<\/text>\n\nBUY 1.0<\/text>\n\nSELL 1.0<\/text>\n\nBUY runs<\/text>\n\nclosed<\/text>\n\n\nBUY<\/text>\n\nSELL<\/text>\n\nflat<\/text>\n\n\nLOCK on Account 1<\/text>\nThe next sell-side signal repeats the pattern in mirror image,<\/text>\nso locks keep appearing, alternating between the two accounts.<\/text>\nSimplified. Real cycles add trailing, lot and timing randomization and news filters.<\/text>\n<\/svg>\n
The weak spot of any two-account design: fixing the profit forces both directions onto one account for a while.<\/figcaption>\n<\/figure>\n\n\n

For a deeper look at how one-account and two-account execution differ, see our guide to one-leg vs two-leg latency arbitrage<\/a>.<\/p>\n\n

3-Legs: a third account takes the profit-fixing leg<\/h3>\n\n

3-Legs starts exactly like the classic model: Buy on Account 1, Sell on Account 2, Account 3 flat. The difference appears when the profit has to be fixed. Instead of opening the opposite position on an account that already holds a trade, the platform opens it on whichever account is free, usually the third one. The Buy and the Sell of a cycle always sit on different accounts<\/strong>, so no account ever has to hold both directions on the same symbol. The full mechanism is explained step by step in our article on how rotating exposure across three accounts works<\/a>.<\/p>\n\n\n

\n\n3-Legs: the same cycle on three accounts<\/text>\nAccount 1<\/text>\nAccount 2<\/text>\nAccount 3<\/text>\n\n\n\n1. Initial hedge<\/text>\n2. Signal: close the wrong leg<\/text>\n3. Fix profit on the free account<\/text>\n\nBUY 1.0<\/text>\n\nSELL 1.0<\/text>\n\nflat<\/text>\n\nBUY runs<\/text>\n\nclosed<\/text>\n\nflat<\/text>\n\nBUY only<\/text>\n\nflat<\/text>\n\nSELL 1.0<\/text>\n\nno lock<\/text>\nEvery account only ever holds one direction per symbol.<\/text>\nThe roles rotate on the next signal, so all three accounts stay busy.<\/text>\n<\/svg>\n
The third account works as a floating leg. The group is still hedged, but no single account shows the lock pattern.<\/figcaption>\n<\/figure>\n\n\n

Live monitoring: 2-Legs Latency 1<\/h2>\n\n

The widget below is pulled live from the independent monitoring service Strategy X-Ray, which reads the accounts with read-only (investor) access. The figures change as the strategy trades.<\/p>\n\n\n

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