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How to pay and sell "intertemporal arbitrage" in futures at the same time? Instead of sending them one by one?
Arbitrage orders with portfolio trading are the spread between two orders issued at the same time to directly buy and sell two contracts. At present, Zhengzhou and Dalian stock exchanges support arbitrage portfolio; Shanghai varieties can't buy and sell spreads now, but place orders one by one, which is easy to cause arbitrage, and only one-legged contracts are sold.