@THORmaximalist The real reason is: A=2000 is a bit too high for such events. Unwinding positions on abracadabra only becomes profitable when it's 5/95 or so.
If it was A=500 or lower, it'd be profitable to do this arb at much smaller imbalance.
On the plus side, A=2000 gives more fees
@真正的原因是：A=2000对于这样的事件来说有点太高了。abracadabra上的平仓只有在5/95左右时才会盈利。
如果A=500或更低，以更小的不平衡度进行arb是有利可图的。
从好的方面来看，A=2000会带来更多的费用