2022年度版 FX・暗号通貨レイテンシーアービトラージソフトの新手法とアイデア

はじめに - 最初のレイテンシーアービトラージロボット

The idea of レイテンシーアービトラージ for the Forex market appeared quite a long time ago and the first algorithms were rather simple. They were latency arbitrage robots – MetaTrader Expert Advisors that consisted of two parts. The first part is a latency arbitrage feeder – an Expert Advisor that was installed on the MetaTrader terminal of a broker who had fast quotes calculated them and passed them to the second Expert Advisor – latency arbitrage ea that was installed on the MetaTrader with slow quotes. The latency arbitrage compared slow and fast quotes and, when the difference appeared, sent an order. 

Since Forex brokers mostly earn not only on markups on prices and commissions but also on traders’ losses, mt4 expert advisors for latency arbitrage or mt4 arbitrage ea became a big problem for such Forex robots. This led to the emergence of the virtual dealer and all sorts of plug-ins allowing the broker to slow down the execution time of order.

With the emergence of new platforms such as MT5, cTrader, jForex respectively there appeared mt5 latency arbitrage expert advisors, latency arbitrage cTraders bots, and jforex latency arbitrage bots. The same fate awaited them – plugins.

数年前からFIX APIを使った取引は、機関投資家だけでなく、中程度の預金額を持つトレーダーのみでも利用できるようになりました。主に1万ドルからです。しかし、トレンチの向こう側のプログラマーでさえ、我々を失望させることはなく、アービトラージシグナルで開いた注文を拒否したり、スリッページするためのあらゆる種類のプラグインを開発したのです。

 つまり、前記の基本的な考え方は、FXブローカーとFXトレーダーとの間の利害の対立から、現在の現実において標準的なアービトラージのアルゴリズムの使用は非常に困難であることを説明することなのです。 

レイテンシーアービトラージソフトウェアのアルゴリズムの改善 2019-2021

Around 2016 several companies such as westernpips, newhope, bjftradinggroup as well as our HFTアービトラージプラットフォーム development group are developing an improved latency arbitrage algorithm which they have different names but have the same idea. The idea is the following. After the arbitrage robot opens the order and profit reaches the profit level, instead of closing the order the program opens the opposite order on the same instrument of the same size, thereby fixing profit. Then there is a difference in the algorithms. For example, HFT Arbitrage Platform and BJF Trading Group have several algorithms for opening and closing orders. The westernpips company calls such algorithms as two-legged arbitrage, New Hope calls its algorithm Hidden arbitrage, BJF Trading group calls Lock Arbitrage, and HFT Trading platform calls 2-legged latency.

ほぼ同じアルゴリズムで特殊性が勝ちます。そして、そのような特別な機能は、高速フィード、注文を開く方法、注文の追加のマスキングを送信するためのターミネータの専門的なプログラミングです。2020年、FX、CFD、インデックス市場におけるアービトラージの最も効果的な商品は、BJF Trading Group (DAAS)のHFTアービトラージプラットフォームとDeep Analysisアービトラージソフトウェアであることが明らかになりました。これらのプログラム、あるいはアービトラージプラットフォームと言ってもよいでしょう。MT4、MT5、Ctrader、jForex、FIX API、Rithmic、各種暗号取引所へのコネクタが組み込まれており、クロスプラットフォームでのアービトラージを可能にします。 

3位はWesternpipsのプライベート7に譲ります。評価サイトや様々なリソースの顧客コメントを分析すると、New Hopeのような会社は完全に評判を落としており、上記の製品の競合相手ではありません。 

新しい最も効果的なレイテンシーアービトラージアルゴリズム -2022

The year 2021 showed the effectiveness of arbitrage products of 2 top companies described above, but programmers on the other side of the trench also took steps to develop an improved anti-arbitrage plugin. At this stage, not all of the Forex brokers have retooled their tools and used the old ones, but as experience shows, it is better to improve your tour system sooner, without waiting for all brokers to learn about it.  For this reason, the latest 3rd generation product was developed, which allows hiding the arbitrage trade even if the broker is using the most advanced plugins. The use of non-arbitrage signals market entry and multi-level exit points, as well as the imitation of manual trading, makes the HFT Arbitrage Platform 2-legs latency 3 the most disguised and hence the most effective arbitrage strategy on the Forex market.

2022年の暗号通貨アービトラージについて少しだけ

Since cryptocurrency exchanges do not use plugins, there is no need to create sophisticated algorithms to disguise arbitrage trading for cryptocurrency arbitrage, but with the growing popularity of arbitrage trading in the cryptocurrency market, the volume of arbitrage bots also grows which leads to natural slippage.  Therefore, it is most important to assess the availability of volumes at various book levels for a given cryptocurrency before opening an order. In the absence of the necessary volume at the top of the book, some of the requested volumes will be taken from the following levels, which will lead to slippage. The most popular strategies for arbitrage trading in the cryptocurrency market are latency arbitrage bot and hedge arbitrage bot. One must be cautious when trading hedge strategies in an unstable cryptocurrency market as a fall in the traded cryptocurrency relative to the base currency, can cause much larger losses than the profit from arbitrage trading cryptocurrency bot.  For this reason, latency crypto arbitrage is the safest provided that you only enter long positions for a short time on crypto altcoins secured by real volume. HFTアービトラージプラットフォーム with the purchase of a one-leg arbitrage built-in strategy and hedge arbitrage built-in strategy allows you to trade not only on MT4, MT5, cTrader, jForex, FIX API, Rithmic platforms but also on numerous crypto exchanges.