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工程开发
2021-09-10

Automated High-Frequency Trading Bot

CASE STUDY

Technical Challenge

Arbitrage opportunities between decentralized AMMs and centralized orderbook exchanges exist for milliseconds. Building a profitable bot required minimizing RPC latency, mitigating mempool front-running (MEV), and managing gas spikes automatically.

Engineering Architecture

  • Private RPC Mesh: Clustered WebSocket nodes running in Frankfurt, Singapore, and Tokyo close to exchange matching engines.
  • Atomic Execution: Smart contracts bundling swap legs to ensure zero capital loss on reverted trades.
  • Dynamic EIP-1559 Estimator: Real-time priority fee calculation based on mempool congestion.