The trading bot executes both dual arbitrage (between two correlated instruments) and basket arbitrage (improving bid/ask spreads within a single instrument). It:
- Monitors market order books in real time.
- Dynamically adjusts trade volumes based on position limits.
- Places trades with calculated prices to optimize profit margins.
- Deletes or amends existing orders to ensure precision and avoid conflicts.
- Logs performance, such as PnL and positions, to provide insights into its trading efficiency.
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