Cross-Exchange Arbitrage System

Challenge

Persistent funding rate differentials across centralised and decentralised perpetual futures exchanges create arbitrage opportunities — but they are short-lived and require simultaneous multi-exchange execution with minimal latency.

Solution

We built a cross-exchange arbitrage engine in Rust spanning multiple CEX and DEX venues simultaneously. The system monitors funding rates across exchanges in real time, calculates net expected return after fees and spread costs, and executes hedged positions when thresholds are met. Includes a real-time dashboard served via an embedded web server.