In April 2025, a certain quantitative fund utilized the script orchestration function of DataMlux Func to achieve 3000 order iterations per second in Bitcoin spot and futures spread arbitrage. Its core strategy is to split the price difference prediction model into independent script sets: price_feeder parses the Order Book data stream of Coinbase/Finance in real-time, vol_Surface calculates the implied volatility surface, and executors avoid the limitations of Python’s global interpreter lock through a dynamic loading mechanism.
The team innovatively adopted the principle of “procedural encapsulation” to control the machine learning feature engineering code within 800 lines, reducing the model iteration cycle from 3 days to 4 hours. It is worth noting that its risk control module introduces on chain data verification, which can freeze trading accounts within 50 milliseconds when abnormal Tether reserves are detected.