There are arbitrage instructions in the order, and two contracts are selected at the same time, one for buying and one for selling. If it is butterfly arbitrage, it is more complicated. Intertemporal arbitrage is based on unilateral high returns.

There is no difference between arbitrage during the period and normal Kaiping warehouse, except that when placing an order, you need to synchronize the condition sheet to reach a transaction. Take M 130 1 1209 as an example. Suppose 09 contract price is 3800, 0 1 contract price is 3750. When placing an order, it is set to buy contract 0 1 and sell contract 09.