Arbitrage monitoring · Multi-venueMonitoring
Major-Venue Spread Monitor
Compare net spreads across venues without assuming both legs can be filled safely.
BTCCross-venueSpreadMonitoring
Evidence statusNo data yet
Multi-venuev0.1.0MONITORING
Hyperliquid Spread Watch
Record quote differences between Hyperliquid and other venues while the execution and backtest model is built separately.
ETHHyperliquidCross-venueMonitoring
Run hosted ↗Export for local runtimeOnly implemented strategies produce runtime configurations
Strategy categoryArbitrage monitoring
Market / timeframeETH/USDT · 1m
Default riskHIGH
Current runtimeshosted + local
Why it might work
Different market structures may briefly produce observable net spreads.
Key risks
- Market structures differ
- Ordinary OHLCV cannot validate two-leg execution
Stop / invalidation conditions
- Hyperliquid 或对比场所的报价时间无法对齐
- 市场结构差异使净价差指标不再具有可比性
Backtest lab
No published backtest dataLook for evidence before runtime
Total return—
Max drawdown—
Sharpe—
Trades—
Waiting for compatible evidence
A compatible data and analysis model must exist before results can be published.
Arbitrage monitoring requires synchronized order books and a two-leg execution model; ordinary candles are not enough.