Possiblity of implementing a Abritrage (Pairs Trading) Stategy in Kite Connect

Is it possible to run an arbitrage strategy between Crude Oil and Crude Mini contract? If anyone has implemented that successfully please let me know. I was just curious about the speed and frequency of the Kite API.
  • Imran
    hii @Harikishan
    Kite Connect is purely an execution platform.
    Arbitrage strategy can be coded using kiteconnect.

    I have worked on nse bse arbitrage
    check below two threads
    for tick frequency : https://kite.trade/forum/discussion/1291/frequency-of-ticks
    also rate limit : https://kite.trade/forum/discussion/2760/no-of-request-to-api#latest
  • Harkishan
    According to the rate limit, it seems to be possible because I need to at most 4 orders to be executed per second. And for the strategy, the tick frequency is also fine. I just needed to be sure that 4 orders get executed every second i.e. 2 entry order and 2 exit order. Just confirm me about the reliability of the order execution.
  • Imran
    Just confirm me about the reliability of the order execution
    yes order execution is reliable.
  • Harkishan
    Is there any cap on order execution per day?
  • Harkishan
    I was motivated by an Arbitrage mentioned in a Varsity Module (i.e. Arbitrage between CRUDEOIL and CRUDEOILM.) Throughout the day, there are multiple opportunities. But the things they last for certain seconds or sometime for one second only.
    So here order execution plays a crucial role. If the Algo fires out signals for placing orders but it's not getting executed it can lead to a disaster.

    I just wanted to 100% sure that orders can get executed.
  • sujith
    If there is a buyer or seller at the exchange at the same price then the order will be executed.
    I am afraid we can't guarantee the execution of the order. It depends on the availability of the bid and ask at that moment.
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