Multi Exchange Arbitrage Workflow
CONCEPT:EE-011
Scans feeds across spot and derivative exchanges concurrently, computes fee-adjusted spread funding margins, and executes both legs.
Steps
Step 1: Ticker Scanner
Agent: data-fetcher
Tools: graph_query, sx_search
Pull price feeds across multiple spot and derivative exchange endpoints concurrently.
Expected: real-time-ticker-feeds
Step 2: Spread Analyzer [depends_on: ticker-scanner]
Agent: compute-engine
Tools: graph_analyze
Calculate transaction-fee adjusted funding and spot-futures spreads in real time.
Expected: arbitrage-spread-metrics
Step 3: Order Executor [depends_on: spread-analyzer]
Agent: risk-assessor
Tools: graph_query, graph_analyze
Simultaneously routes buy and sell legs to the respective exchanges.
Expected: order-execution-status
Step 4: Pnl Settler [depends_on: order-executor]
Agent: report-generator
Tools: graph_write, document_tools
Audits trade fills, records ledger transaction records, and calculates net PnL.
Expected: settlement-ledger-entries
Step 5: KG Persistence [depends_on: pnl-settler]
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
- Multi Exchange 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 — Ticker Scanner
- After level 0: Step 2 — Spread Analyzer
- After level 1: Step 3 — Order Executor
- After level 2: Step 4 — Pnl Settler
- After level 3: Step 5 — 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.