get_arbitrage
Calculate the net arbitrage opportunity between KRX prices and Hyperliquid perpetuals for Korean blue chips after fees, tax, FX, funding, slippage, latency, and depth limits.
Instructions
Premium between Hyperliquid perp (mid) and KRX price, its usual level (5-day regular-session median) and the net left after costs on the gap beyond that level. net.netPct subtracts fees, tax, FX, funding, order-book slippage for notionalKrw (net.costs.slippage, net.fills: volume-weighted fill prices per leg) and the price move during the gap between the two orders (net.costs.latency = 1-minute volatility × √(lagSec/60)). net.depthLimited / net.maxNotionalKrw: the visible book can fill less than notionalKrw. All assets if asset is omitted
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| asset | No | SMSN=Samsung Electronics, SKHX=SK hynix, HYUNDAI=Hyundai Motor, SKHY=SK hynix ADR (vs 0.1 common share) | |
| lagSec | No | Seconds between the two orders (default 3) | |
| notionalKrw | No | Trade size per leg in KRW (default 10000000) |