hedge-position-matching

Group exchange legs into hedge positions by standardizing the matching of normalized legs based on canonical asset, complementary direction, instrument type compatibility, and quantity alignment. This creates stable, unique IDs for cross-exchange hedge and carry management.

Cross-quote pairing is the process of safely matching hedge positions that use different quote assets, such as USDG versus USDT. It allows exchange legs with varying quote currencies to be grouped into a single cohesive hedge strategy position.

Hedge position lifecycle management tracks grouped exchange legs through open, partially closed, and closed states. This prevents errors like double-counting exposure or miscalculating PnL during cross-exchange carry management.

Yes, you can match a long spot position on one exchange with a short perpetual hedge on another. The matching logic supports cross-exchange pairing by verifying canonical asset compatibility and complementary direction.

Cross-exchange hedge position matching requires strict quantity alignment between normalized legs. Significant deviations in hedge ratio will prevent legs from grouping correctly into a cohesive hedge strategy position.

Crypto arbitrage position matching supports different instrument types through instrument type compatibility checks. This ensures distinct exchange legs, such as spot and perpetual contracts, can be grouped into a unified hedge position.