Full vs Lite Execution Modes: How Arbitrage Chains Are Calculated
HETHA.IO2 min read·Just now--
In arbitrage systems, differences between platforms often appear not in how opportunities are discovered, but in how arbitrage chains are calculated and evaluated before execution. The method used to calculate prices, whether order book depth is considered, and how liquidity is interpreted can significantly affect how stable a chain is under real market conditions.
In HETHA.IO, this distinction is implemented through two execution modes — Lite and Full.
An execution mode defines how arbitrage chains are calculated and evaluated before execution. It determines how the system interprets market prices and whether available liquidity in the order book is considered during calculations. Execution mode is not a trading strategy and does not influence the profitability logic of the system. Instead, it defines the calculation method used when building arbitrage chains from market data.
Lite chains are calculated using the closest buy and sell prices in the order book — the best bid and best ask. Order book depth is not considered and available volume is not guaranteed. Such chains reflect the current spread and may include minimal volumes. Because the calculation is simpler, Lite mode processes chains faster and typically produces a higher number of opportunities. This mode is suitable for scenarios where speed and high chain frequency are the priority.
Full chains are calculated using weighted average order book prices. The system evaluates order book depth and aggregates available liquidity up to approximately $5,000 equivalent, allowing price calculations to reflect realistic market conditions and available trading volume. Because liquidity is taken into account, Full mode generally produces more stable execution conditions, although the number of detected chains is lower compared to Lite mode.
Both modes operate on the same market data and use the same arbitrage logic. The difference between them lies in execution frequency, trade volume, and execution risk. Lite mode prioritizes speed and chain frequency, while Full mode prioritizes price stability and more predictable execution conditions. In arbitrage systems, risk is not determined only by nominal profitability but by how consistently arbitrage chains can be executed under real market conditions.
More details about arbitrage execution modes and system mechanics are available in the HETHA.IO documentation: https://hetha.io/cabinet/docs-fundamentals-of-arbitrage-hetha.
