Theoretically, it is a risk-free arbitrage model, which is actually applied to the information interconnection and automatic trading of technical programs around the world. Even if there is arbitrage space in the market, you also have EA. When EA calculates that there is arbitrage space and you actually want to enter the market, the arbitrage space has been revised by smart arbitrageurs with automatic trading procedures like you, to see whose trading environment, procedures and equipment are better and arbitrage efficiency is faster. Moreover, when the arbitrage space appears, the market liquidity is limited, and the quotation will be repeated when placing an order. Pro-test, almost regular platforms are generally not profitable, and can only be realized in a simulation environment without repeated quotation.