An arbitrage strategy where the constituent trades are not executed simultaneously within a single, indivisible transaction. This means there is a time lag between buying and selling, exposing the arbitrageur to market price risk. Unlike atomic arbitrage, which guarantees profit, non-atomic variants carry the possibility of loss if prices move adversely during execution. It often occurs across different blockchains or slower trading venues.
Context
Non-atomic arbitrage is discussed in crypto news, particularly when considering cross-chain trading or transactions on less liquid exchanges. The risks associated with time delays and price volatility are frequently highlighted. Understanding this distinction is important for assessing the true risk profile of certain decentralized finance (DeFi) opportunities and market inefficiencies.
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