Research & Development

Engineering the Arbitrage Edge of Tomorrow

ArbiTech is the R&D and software engineering arm — building ultra-low-latency arbitrage algorithms, detection engines, and execution systems for crypto and traditional markets.

Strategic Partner Exchanges
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Arbitrage Technology
From Core to Edge

Core Engineering

A senior team with 25+ years of combined experience in low-level systems, lock-free concurrency, and high-performance C++/Rust trading infrastructure built for the long haul.

Cross-Exchange Engine

Real-time order book aggregation and price discrepancy detection across all connected venues with sub-millisecond execution.

Triangular Pathfinder

Graph-based algorithm scanning millions of three-pair circular routes per second to find profitable arbitrage loops within exchanges.

Market Making Strategies

Adaptive bid-ask quoting with dynamic spread management, inventory rebalancing, and adverse-selection protection across centralized order books.

ML Signal Engine

PyTorch-trained models for mean-reversion, momentum detection, and regime classification with ONNX real-time inference.

DeFi Bridge Module

Smart contract integration bridging DEX AMM pools, lending protocols, and centralized order books with flash loan support.

Smart Order Router

Atomic multi-venue order placement with slippage protection, partial-fill handling, and rollback safety nets.

Traditional Market Adapters

FX, equities, and commodities arbitrage modules — extending our core engine beyond crypto via broker API integrations.

Research & Development

Continuous strategy research, market microstructure analysis, and a prototype-to-production pipeline with backtesting engines, sim environments, and statistical validation.

Speed Is the
Only Edge

01

Data Ingestion

Real-time order book feeds from multiple sources aggregated via co-located servers and WebSocket multiplexing utilizing the best connections selected by latency.

02

Opportunity Detection

Proprietary algorithms scan billions of price combinations per second across pairs, triangles, and cross-venue spreads.

03

Risk Assessment and Decision

Each opportunity is scored for liquidity depth, slippage risk, transfer time, and net profitability — in under 5μs.

04

Execution

Smart order placement with clever order routing over the best connections, partial fills, and retries/rollbacks to mittigate losses.

Build Your
Edge With Us

Whether you're a senior engineer chasing latency budgets, a researcher exploring market microstructure, or a partner looking to co-operate — we'd like to hear from you.

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