Delta 中性套利机器人

Purpose and when to use it

Opens two opposite positions on the same coin, for example long spot and short perpetual, or long on one exchange and short on another, so price moves mostly cancel out while you collect funding or a price gap. Fills at different moments, funding that changes sign, different mark prices and separate liquidations can still cause losses.

Setup and field meanings

Start from Compare your exchanges to load a pair, or set it up by hand: both accounts, the coin on each exchange, spot or perpetual and the direction of each leg, total investment, how it is split between the legs, leverage and margin mode per leg, and the opening gap. A spot leg is always long at 1x; two perpetual legs must face opposite directions. Leverage and margin changes made while editing are applied on the exchange.

Start and execution

Creating the bot also starts the opening: it waits until the price gap reaches your target, or opens at once if you choose Open now. If you added a start condition, it waits for that too. Both legs open in steps and the bot keeps them balanced, but the two exchanges never fill at exactly the same moment. The bot page has separate buttons to open, close and stop.

A concrete example

With a 1:1 split, 1x on two perpetual legs and 200 USD in total, each leg gets 100 USD: long on A and short on B. Higher or different leverage changes the size of each position; the same capital does not always mean the same size. Check the filled amount of both legs before treating the pair as hedged.

Margin and fees

Capital, split, market type and leverage set the size of each leg. Count the fees of opening and closing both legs, the MyLiquidBot fee where it applies, funding and slippage. Funding estimates can change sign. Profit on one account does not top up the margin of the other: each one can be liquidated on its own.

Statuses, recovery and stopping

Opening and Closing mean the bot is working on it, not that both legs are filled: read the filled and pending amount of each leg. Stop / Cancel ends the current opening or closing but keeps the positions already opened; to exit, use Close at target or Quick Close and then check both exchanges. While positions are open, the bot checks both exchanges every few minutes and warns you if a leg disappears, the legs drift apart or a leg gets close to liquidation.

Limits and market matching

Only coins listed on both selected exchanges, with a supported market type, can be paired. Watch for one-sided fills, stale prices, exchange outages and separate liquidations. Changing one leg by hand breaks the balance.