Example: Cross-Exchange Arb
class ArbitrageStrategy:
def __init__(self):
self.binance = CEXClient()
self.uniswap = DEXClient()
def execute(self):
price_diff = self.calculate_spread()
if price_diff > self.min_spread:
self.route_order()
Volatility-Adjusted Leverage
impl LeverageManager {
pub fn calculate(&self, volatility: f64) -> f64 {
let base_leverage = 1.0 / volatility.sqrt();
base_leverage.clamp(1.0, 10.0)
}
}