Fulcrum is an experimental, low-latency engine for arbitrage trading on Arbitrum L2.
Primary design goal is to measure strategy latency in single-digit µ seconds.
Created out of interest in understanding HFT systems and the arbitrum rollup architecture.
Fulcrum builds a price graph on each block and simulates new transactions from the raw sequencer feed directly against the local price graph.
It does not run a full EVM and so relies on a full node to sync prices at sequencer batch block - 1 (i.e trades accuracy for latency).
crates
├── engine # primary trading engine
├── sequencer-feed # fast feed deserializer
└── ws-cli # fast(er), minimal fork of ethers-providers$ ./target/release/fulcrum \
--chain arbitrum --ws <WsEndpoint> \
run --min-profit 0.0002 \
--key <PrivateSeed> \
--executor <ExecutorContract> \
--dry-run$ cargo install samply
$ samply record ./target/profiling/fulcrum$ cargo test --workspace$ cargo +nightly bench --features=bench --profile=release
$ sudo apt install build-essential pkg-config libssl-dev
$ RUSTFLAGS='-C target-cpu=native' cargo build --release$ forge test --fork-url <rpc-url> -vvv
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