Trading
Bundle window
The window opens with a bundle's "Open" command; when several bundles are selected, each opens separately. Opening the window opens the bundle's trading session on the server and resumes data collection if it stopped due to sleep (see "Bundle → Sleep and archive"); closing the window closes the session.
The window consists of:
- the control row, the entry chart, the "Entry → Exit" bar and the exit chart;
- the trading panel: the bundle name and "Edit", the signature bar, the "Convergence" / "Divergence" polarity switch, the legs with account balances, "Quick trade" and "Levels";
- "Binding data";
- the connection indicator — "Online" or "No connection. Check your internet connection".
The "Entry → Exit" bar is the weighted average entry spread of the levels and the open position against the nearest exit level, net and gross.
Spread chart
On each lot, the server measures two executable spreads, from the lot's weighted average fill price in the order books of both exchanges:
- sell A, buy B: VWAP bid(A) ÷ VWAP ask(B) − 1;
- buy A, sell B: VWAP bid(B) ÷ VWAP ask(A) − 1.
This is the gross spread — without fees. A sample is not counted if the book depth is not enough for the lot or the book data is stale; samples are aggregated into one-minute candles.
The chart shows the spread as MAX over MIN, in percent, with a sign: minus means that leg A is cheaper. The axis label is "Spread, %".
Control row:
| Element | What it does |
|---|---|
| "Measure lot" | the lot on which both charts are measured; the list contains the bundle's lots |
| "Range period" | turns on range bands — Bollinger bands; period 2–240 bars, 30 by default |
| "Range levels" | which of the five band steps to show |
| "Timeframe" | 1, 3, 5, 10 or 15 minutes; 1 by default |
| "Chart type" | "Candles" or "Line" |
| "Chart view" | "Entry", "Exit", "Both" or, for a line chart only, "Both on one" |
| "Data collection" | "active" or "stopped" |
"Both on one" is the execution corridor: the entry and exit lines on one chart; the smaller series shows the upper range bounds, the larger one the lower bounds. The "Slippage" arrow is the difference between the two series on the current bar.
History is kept for 7 days. If there is not enough history, the server fills it in from the one-minute close prices of the two legs — such bars are gray and marked "backfill"; measured bars show the number of samples. A new lot is measured first.
The chart shows level lines (solid — the level is on, dashed — off; a line can be moved on the chart), the position's average entry and exit spread lines ("Avg in", "Avg out"; turned on in the settings) and the last value. The crosshair shows the bar time in the profile's time zone. The legend shows the legs, average prices, funding and the time until the next payment. The scale changes on both axes or on one; "Show all" restores the normal view.
Bundle data
"Binding data" — tabs:
- "Overall stats" — the bundle's totals;
- "Arbitrage deals" — deals as pairs of legs;
- "Exchange positions" — the cycles of each leg;
- "Orders" — the terminal's orders.
For what each tab contains, see "Position", "Journal". "Show rows:" — from 1 to 500, 200 by default. The columns are configurable; an order's "ID" can be copied.