Crypto Arbitrage Workflow
CONCEPT:EE-011
Steps
Step 1: Pair Scan
Agent: data-fetcher
Tools: graph_query, sx_search
Identify cointegrated pairs across exchanges.
Tool: Route to agent-utilities cross_market_arb.py CointegrationAnalyzer.
Step 2: Ou Estimate
Agent: compute-engine
Tools: graph_analyze
Ornstein-Uhlenbeck parameter estimation for mean-reversion speed.
Step 3: On Chain Check
Agent: risk-assessor
Tools: graph_query, graph_analyze
Check whale alerts, funding rates, DEX volumes.
Tool: Route to agent-utilities crypto_connector.py OnChainAnalytics.
Step 4: Risk Check
Agent: report-generator
Tools: graph_write, document_tools
Pre-trade risk validation.
Tool: emerald_risk(action="drawdown_check")
Step 5: Execute Arb
Agent: data-fetcher
Tools: graph_query, sx_search
Submit paired orders via exchange backend.
Tool: emerald_orders(action="submit", ...) for both legs.
Step 6: KG Persistence [depends_on: execute-arb]
Agent: report-generator
Tools: graph_write
Persist workflow results as nodes and edges in the Knowledge Graph. Create appropriate typed nodes with metadata and link to existing domain entities.
Output
- Crypto Arbitrage results persisted in KG
- Structured report (MD/PDF)
- Audit trail with timestamps and agent attributions
Execution
Run this workflow as a dependency-ordered DAG. Steps with no unmet depends_on run in parallel; dependents run after their prerequisites complete.
- Run first (in parallel): Step 1 — Pair Scan; Step 2 — Ou Estimate; Step 3 — On Chain Check; Step 4 — Risk Check; Step 5 — Execute Arb
- After level 0: Step 6 — KG Persistence
Execution: If graph-os is reachable, offload the whole DAG via graph_orchestrate action=execute_workflow (or the kg-delegate skill) for true parallel/swarm execution. Otherwise execute the steps natively in dependency order: run steps with no unmet depends_on in parallel, then their dependents.