KR102650302B1 - Method, device and system for providing automatic robo-advisor service for arbitrage between cryptocurrency exchanges - Google Patents

Abstract

One embodiment of the present invention realizes profit based on market price margin by trading spot and futures on two different cryptocurrency exchanges, but automatically collects information on arbitrage to enable risk hedge. It is about a method, device, and system for providing an automatic robo-advisor service for arbitrage between cryptocurrency exchanges, which constitutes a robo-advisor and enables automatic trading based on this.

Description

Method, device and system for providing automatic robo-advisor service for arbitrage between cryptocurrency exchanges {METHOD, DEVICE AND SYSTEM FOR PROVIDING AUTOMATIC ROBO-ADVISOR SERVICE FOR ARBITRAGE BETWEEN CRYPTOCURRENCY EXCHANGES}

In the examples below, profits are realized based on market margins by trading spot and futures on two different cryptocurrency exchanges, but a robo system that automatically provides information on arbitrage trading to enable risk hedging. It relates to a method, device, and system for providing an automatic robo-advisor service for arbitrage between cryptocurrency exchanges, which configures an advisor and enables automatic trading based on it.

In general, currency originated as a means of exchange for goods or services, and money itself also has value as an asset. This function of currency is established based on the stability and reliability of the currency.

Therefore, most currencies are issued at the national level by the state, which takes responsibility for and guarantees such stability and reliability, and is called legal tender.

However, since fiat currency has regulations and restrictions on its use in terms of region (between countries) and taxes, a cryptocurrency (virtual) currency based on Block Chain encryption technology was created as a new technology to overcome these, and cryptocurrency is creating a new economic area called the virtual economy.

Today, various cryptocurrencies are in circulation, and these cryptocurrencies are traded like cash through cryptocurrency exchanges, and their prices are provided in real time.

Meanwhile, futures trading is a transaction in which an agreement is made at the present time to buy or sell at a predetermined price at a certain point in the future, which means buying or selling future value.

It is a type of derivatives transaction in which the value of futures is determined derivatively by the price fluctuations of the underlying assets (bonds, foreign exchange, stocks, etc.) operated in the spot market. Since it is a promise to sell at a pre-determined price, it has the characteristic of being able to avoid the risk of price fluctuations.

Futures trading began with the purpose of avoiding risk, but it has developed into a high-return, high-risk investment product by actively accepting risk through the use of advanced financial techniques.

Under domestic law, futures trading on cryptocurrency exchanges is not permitted, but overseas cryptocurrency exchanges may allow futures trading in accordance with the laws of the relevant country.

In these domestic and foreign cryptocurrency exchanges, there may be a gap between the real-time amount for the same cryptocurrency, and based on this, arbitrage trading, which generates profits through arbitrage, is attracting attention among cryptocurrency investors. .

However, in order to carry out such arbitrage trading, it was necessary to continuously monitor cryptocurrency prices on multiple exchanges, making it very difficult for general cryptocurrency investors to realize it.

KR 10-1789444 B KR 10-2092461 B KR 10-2146134 B

The problem to be solved by an embodiment of the present invention is to provide arbitrage information to cryptocurrency investors (customers) based on an automatic robo-advisor in order to overcome the limitations of the conventional cryptocurrency arbitrage method as described above. Based on this, we provide a method, device, and system for providing an automatic robo-advisor service for arbitrage between cryptocurrency exchanges that can perform automatic arbitrage.

According to one embodiment, in a method of providing an automatic robo-advisor service for arbitrage between exchanges of cryptocurrency performed by a device, based on the first exchange API, first asset information of the first exchange and the first coin receiving a price; Receiving second asset information and a second coin price of a second exchange based on the second exchange API; monitoring the difference between the first coin price and the second coin price; When the difference between the first coin price and the second coin price exceeds a predetermined first reference rate or a predetermined first reference value: '1-1 coin price which is the current value of the first coin price' and 'the above Generating arbitrage information including '2-1 coin price', which is the current value of the second coin price; monitoring the difference between the 2-1 coin price and the second coin price; And when the difference between the 2-1 coin price and the second coin price exceeds a predetermined second standard ratio or a predetermined second standard value: Based on the arbitrage information, 'current value of the first coin price Including the step of calculating the 'profit when selling the first coin' or 'the profit when settling the second coin as a short position or long position with respect to the current value of the second coin price'; The 1 coin price and the second coin price are real-time data received from the first exchange API and the second exchange API, respectively, providing a method of providing an automatic robo-advisor service for arbitrage between cryptocurrency exchanges.

In addition, the step of generating the arbitrage information includes: purchasing a first coin for the first asset information based on the first exchange API; And based on the second exchange API, purchasing a second coin in a short position or long position with respect to the second asset information; The step of calculating the profit is: based on the first exchange API. Selling the first coin for the first asset information, or settling the second coin as a short position or long position for the second asset information, based on the second exchange API; And based on the first exchange API, remit a portion of the proceeds generated by selling the first coin to the second asset information, or short position or long position the second coin based on the second exchange API. A step of remitting a portion of the proceeds generated by settlement to the first asset information; and, based on the first exchange API, remitting a portion of the proceeds generated by selling the first coin to the second asset information. Alternatively, based on the second exchange API, the step of remitting a portion of the proceeds generated by settling the second coin into a short position or long position to the first asset information is: 'The first asset information included in the first asset information Calculating a remittance amount that is an amount such that the 'second asset amount included in the second asset information' is a 'pre-designated balancing ratio' compared to the '1 asset amount'; and transferring the remittance amount from the first asset information to the second asset information or transferring the remittance amount from the second asset information to the first asset information.

And, if the difference between the 2-1 coin price and the 2nd coin price is less than a predetermined third standard ratio or a predetermined third standard value: Based on the arbitrage information, 'current value of the current 2nd coin price It further includes; calculating the loss amount when the second coin is settled in a short position or long position, and the step of calculating the loss amount is: based on the first exchange API, in the first asset information selling the first coin for; Based on the second exchange API, settling the second coin as a short position or long position with respect to the second asset information; And based on the first exchange API, remitting a portion of the sale amount generated by selling the first coin to the second asset information; including, remitting a portion of the sale amount to the second asset information. The steps include: calculating a remittance amount that is an amount such that the 'second asset amount included in the second asset information' compared to the 'first asset amount included in the first asset information' is a 'predetermined balancing ratio'; and remitting the remittance amount from the first asset information to the second asset information.

In addition, the step of purchasing the first coin is: based on the change data of 'the first coin price accumulated over a predetermined period' and the change data of 'the second coin price accumulated over a predetermined period', A first verification step of predicting the purchase point of the first coin; And based on the first exchange API, a second verification step of placing a purchase order for the first coin at the time of purchase; generating the arbitrage information includes: In the second verification step, the first coin When the purchase of 1 coin is concluded, a third verification step of rechecking whether the difference between the first coin price and the second coin price exceeds the first reference rate or the first reference value; And when the difference between the first coin price and the second coin price exceeds the first reference rate or the first reference value: the arbitrage based on the 2-1 coin price, which is the current value of the second coin price It further includes a fourth verification step of updating information, and the step of purchasing the second coin in a short position or long position: can be processed only when the arbitrage information is updated according to the fourth verification step. .

In addition, the first verification step includes: extracting first data by sampling the change data of the first coin price at predetermined intervals, and generating a first polynomial function based on the first data; extracting second data by sampling the change data of the second coin price at predetermined intervals, and generating a second polynomial function based on the second data; extracting 1-1 points from the first polynomial function where the y value is the 1-1 coin price; extracting points 1-2, which are terminal values of the first polynomial function; calculating a first distance from the 1-2 point for each of the 1-1 points; extracting a 1-3 point from among the 1-1 points where the first distance is the minimum; calculating a first slope from the 1-3 point to the 1-2 point; extracting 2-1 points from the second polynomial function where the y value is the 1-1 coin price; extracting the 2-2 point, which is the terminal value of the second polynomial function; calculating a second distance from the 2-2 point for each of the 2-1 points; extracting a 2-3 point with the minimum second distance among the 2-1 points; calculating a second slope from the point 2-3 to the point 2-2; calculating a third slope that is an average of the first slope and the second slope; Constructing a first straight line extending from the 1-2 point and having the third slope; When there is a third point where the y value of the first straight line is the 1-1 coin price: designating the x coordinate of the third point as a purchase point; and when there is no third point where the y value of the first straight line is the 1-1 coin price: terminating the step of purchasing the first coin.

The device according to one embodiment may be combined with hardware and controlled by a computer program stored in a medium to execute any one of the above-described methods.

According to one embodiment, arbitrage information can be provided to cryptocurrency investors (customers) based on an automatic robo-advisor.

Additionally, automatic arbitrage services can be provided based on arbitrage information.

In addition, it is possible to predict when arbitrage transactions occur when the difference in cryptocurrency prices between the first exchange and the second exchange increases beyond a certain level.

In addition, it is possible to hedge risks for futures trading based on the spot transaction of the first coin purchased at the first exchange and the futures transaction of the second coin concluded at the same time at the second exchange.

Additionally, the balance on the first exchange and the balance on the second exchange can be automatically rebalanced to maintain a constant leverage ratio.

Additionally, by restricting futures trading on the second exchange to only when the first coin is purchased on the first exchange, futures trading without risk hedging can be prevented.

In addition, based on a predetermined artificial intelligence model, it is possible to predict the point at which profits exceeding a predetermined standard are expected to be generated (the point at which arbitrage trading becomes possible).

Figure 1 is a schematic diagram showing an automatic robo-advisor service provision system for arbitrage between cryptocurrency exchanges according to an embodiment of the present invention.
Figure 2 is a flowchart showing a method of providing an automatic robo-advisor service for arbitrage between cryptocurrency exchanges according to an embodiment of the present invention.
Figure 3 is a flowchart showing the steps of generating arbitrage information in a method of providing an automatic robo-advisor service for arbitrage between cryptocurrency exchanges according to an embodiment of the present invention.
Figure 4 is a flowchart showing the first verification step of a method of providing an automatic robo-advisor service for arbitrage between cryptocurrency exchanges according to an embodiment of the present invention.
Figure 5 is a flowchart showing a method for predicting the occurrence of arbitrage using an artificial intelligence model learned based on cryptocurrency transaction data according to an embodiment of the present invention.
Figure 6 is a flowchart showing the steps of predicting the timing of arbitrage transaction occurrence in the arbitrage transaction occurrence prediction method using an artificial intelligence model learned based on cryptocurrency transaction data according to an embodiment of the present invention.

Hereinafter, embodiments will be described in detail with reference to the attached drawings. However, various changes can be made to the embodiments, so the scope of the patent application is not limited or limited by these embodiments. It should be understood that all changes, equivalents, or substitutes for the embodiments are included in the scope of rights.

Specific structural or functional descriptions of the embodiments are disclosed for illustrative purposes only and may be modified and implemented in various forms. Accordingly, the embodiments are not limited to the specific disclosed form, and the scope of the present specification includes changes, equivalents, or substitutes included in the technical spirit.

Terms such as first or second may be used to describe various components, but these terms should be interpreted only for the purpose of distinguishing one component from another component. For example, a first component may be named a second component, and similarly, the second component may also be named a first component.

When a component is referred to as being “connected” to another component, it should be understood that it may be directly connected or connected to the other component, but that other components may exist in between.

The terms used in the examples are for descriptive purposes only and should not be construed as limiting. Singular expressions include plural expressions unless the context clearly dictates otherwise. In this specification, terms such as “comprise” or “have” are intended to designate the presence of features, numbers, steps, operations, components, parts, or combinations thereof described in the specification, but are not intended to indicate the presence of one or more other features. It should be understood that this does not exclude in advance the possibility of the existence or addition of elements, numbers, steps, operations, components, parts, or combinations thereof.

Unless otherwise defined, all terms used herein, including technical or scientific terms, have the same meaning as generally understood by a person of ordinary skill in the technical field to which the embodiments belong. Terms defined in commonly used dictionaries should be interpreted as having a meaning consistent with the meaning in the context of the related technology, and unless explicitly defined in the present application, should not be interpreted in an ideal or excessively formal sense. No.

In addition, when describing with reference to the accompanying drawings, identical components will be assigned the same reference numerals regardless of the reference numerals, and overlapping descriptions thereof will be omitted. In describing the embodiments, if it is determined that detailed descriptions of related known technologies may unnecessarily obscure the gist of the embodiments, the detailed descriptions are omitted.

An artificial intelligence (AI) system is a computer system that implements human-level intelligence, and unlike existing rule-based smart systems, it is a system in which machines learn and make decisions on their own. As artificial intelligence systems are used, their recognition rates improve and they can more accurately understand user preferences, and existing rule-based smart systems are gradually being replaced by deep learning-based artificial intelligence systems.

Artificial intelligence technology consists of machine learning and element technologies using machine learning. Machine learning is an algorithmic technology that classifies/learns the characteristics of input data on its own, and elemental technology is a technology that mimics the functions of the human brain such as cognition and judgment by utilizing machine learning algorithms such as deep learning, including linguistic understanding and visual It consists of technical areas such as understanding, reasoning/prediction, knowledge expression, and motion control.

The various fields where artificial intelligence technology is applied are as follows. Linguistic understanding is a technology that recognizes and applies/processes human language/characters and includes natural language processing, machine translation, conversation systems, question and answer, and voice recognition/synthesis. Visual understanding is a technology that recognizes and processes objects like human vision, and includes object recognition, object tracking, image search, person recognition, scene understanding, spatial understanding, and image improvement. Inferential prediction is a technology that judges information to make logical inferences and predictions, and includes knowledge/probability-based reasoning, optimization prediction, preference-based planning, and recommendations. Knowledge expression is a technology that automatically processes human experience information into knowledge data, and includes knowledge construction (data creation/classification) and knowledge management (data utilization). Motion control is a technology that controls the autonomous driving of vehicles and the movement of robots, and includes motion control (navigation, collision, driving), operation control (behavior control), etc.

Generally, in order to apply machine learning algorithms to real life, learning is performed using a trial and error method due to the nature of the basic methodology of machine learning. In particular, deep learning requires hundreds of thousands of iterations. It is impossible to execute this in an actual physical external environment, so instead, the actual physical external environment is virtually implemented on a computer and learning is performed through simulation.

According to one embodiment, in a method of providing an automatic robo-advisor service for arbitrage between exchanges of cryptocurrency performed by the device 1, based on the first exchange API 20, the first exchange of the first exchange Receiving asset information and first coin price (S100); Receiving the second asset information and the second coin price of the second exchange based on the second exchange API (30) (S200); Monitoring the difference between the first coin price and the second coin price (S300); When the difference between the first coin price and the second coin price exceeds a predetermined first reference rate or a predetermined first reference value: '1-1 coin price which is the current value of the first coin price' and 'the above Generating arbitrage information including '2-1 coin price', which is the current value of the second coin price (S400); Monitoring the difference between the 2-1 coin price and the second coin price (S500); And when the difference between the 2-1 coin price and the second coin price exceeds a predetermined second standard ratio or a predetermined second standard value: Based on the arbitrage information, 'current value of the first coin price Including a step (S600) of calculating the 'profit when selling the first coin' or 'the profit when the second coin is settled in a short position or long position with respect to the current value of the second coin price'. , the first coin price and the second coin price are real-time data received from the first exchange API 20 and the second exchange API 30, respectively, an automatic robo-advisor service for arbitrage between exchanges of cryptocurrency. Provides a method of provision.

Here, the first exchange is the first domestic exchange (Upbit, Bithumb, Coinone, Korbit, etc.) where futures trading is not possible, and an embodiment of the present invention uses the first exchange API (20) provided by the first exchange. It can operate based on

Meanwhile, the second exchange is a foreign second exchange that allows futures trading (Binance, OKEx, Coinbase Exchange, etc.), and an embodiment of the present invention is based on the second exchange API (30) provided by the second exchange. It can operate as

In the step (S100) of receiving the first asset information and the first coin price of the first exchange based on the first exchange API (20), the first asset information (wallet address, transaction authority, etc.) of the customer (user) ) and the first coin price, which is the real-time cryptocurrency price of the first exchange.

Here, the real-time price can be monitored more quickly and accurately by receiving the first coin price and the second coin price based on a given websocket API.

Here, the first coin may refer to any cryptocurrency such as Bitcoin or Ethereum, and the second coin also refers to the same type of cryptocurrency as the first coin.

In other words, the first coin refers to a cryptocurrency that is traded on the first exchange among the cryptocurrencies subject to trading and whose price is determined at the first exchange, and the second coin refers to the cryptocurrency that is traded on the second exchange and the price of which is determined by the first exchange among the cryptocurrencies subject to trading. It refers to a cryptocurrency whose price is determined in .

In the step (S200) of receiving the second asset information and the second coin price of the second exchange based on the second exchange API (30), the second asset information (wallet address, transaction authority) of the customer (user) etc.) and the second coin price, which is the real-time cryptocurrency price of the second exchange.

In one embodiment of the present invention, in order to provide an automatic arbitrage trading service, a wallet address and trading authority at each exchange may be granted in advance from the customer.

However, in the automatic robo-advisor service, information such as when arbitrage trading is possible can be simply transmitted to the customer terminal (4) without separate transaction authority.

In the step of monitoring the difference between the first coin price and the second coin price (S300), the real-time first coin price and the second coin price received from each of the first exchange API 20 and the second exchange API 30. Based on the coin price, the difference is monitored.

When the difference between the first coin price and the second coin price exceeds a predetermined first reference rate or a predetermined first reference value: '1-1 coin price which is the current value of the first coin price' and 'the above In the step (S400) of generating arbitrage information including '2-1 coin price', which is the current value of the second coin price, while monitoring the difference, if the difference exceeds the first reference value, which is a predetermined amount, or ' When the 'difference compared to the current first coin price' exceeds the first standard ratio, which is a pre-specified ratio, arbitrage information is generated.

Here, either the first reference value or the first reference ratio may be alternatively applied to the embodiment.

The arbitrage information includes 1-1 coin price and 2- which are values recording the first coin price and the second coin price at the current point in time (the point in time when the difference exceeds the first reference rate or the first reference value). 1 coin price included. (The 1st coin price and 2nd coin price refer to real-time price information, and the 1-1 coin price and 2-1 coin price refer to price information at that point in time)

The generated arbitrage information is transmitted to the customer terminal 4 by the robo-advisor (device 1).

Alternatively, without separately transmitting the arbitrage information to the customer terminal 4, automatic arbitrage may be performed according to an embodiment described later based on transaction authority granted by the customer.

In the step (S500) of monitoring the difference between the 2-1 coin price and the 2-1 coin price, spot and futures transactions (short position or long) are performed at the 1-1 coin price and the 2-1 coin price, respectively. After the position is concluded, the price of the second coin is continuously monitored.

In other words, after futures trading (short position or long position), the price of the second coin is monitored to monitor whether the price rises or falls further from the price of the second-1 coin.

Here, since short position and long position are terms generally used in futures trading, separate detailed descriptions will be omitted, and any one of short position and long position may be selected to perform steps according to one embodiment.

For example, after entering into a futures transaction with a short position at the price of the 2-1 coin, profits may be generated if the price of the 2nd coin falls lower than the price of the 2-1 coin.

When the difference between the 2-1 coin price and the 2nd coin price exceeds a predetermined second standard ratio or a predetermined second standard value: Based on the arbitrage information, 'to the current value of the 1st coin price In the step (S600) of calculating the 'profit when selling the first coin' or 'the profit when settling the second coin in a short position or long position with respect to the current value of the second coin price', 'the above The difference between the 1-1 coin price and the 1st coin price' or 'the difference between the 2-1 coin price and the 2nd coin price', that is, the expected profit exceeds a predetermined second reference value, or the 1- If the difference compared to the price of 1 coin or the difference compared to the price of the 2-1 coin exceeds the predetermined second standard ratio, the profit is calculated based on this.

In other words, in one embodiment, a profit can be realized by selling the first coin, which is spot, and hedging risk based on the second coin, which is futures. In another embodiment, risk can be hedged based on the first coin, which is spot, and the futures coin can be hedged. Profits can be realized based on the second coin.

Here, embodiments in which 'exceeding' is replaced with 'more than' are also included in the equivalent scope.

The automatic robo-advisor can transmit the profits (differences) to the customer terminal (4), and the automatic arbitrage service can realize profits based on this.

For example, when an imbalance occurs where the price of the first coin is 1 million won and the price of the second coin is 1.1 million won, the first coin is traded at 1 million won (1-1 coin price) and the second coin is traded at 110 won. You can enter into a short position (futures sale) futures transaction with 10,000 won (2-1 coin price). At this time, if the price of the second coin decreases to 1 million won after a certain period of time (balancing the price of the first coin and the price of the second coin), the short position transaction of the second coin is settled and 10 won from the second coin is obtained. You can earn profits of 10,000 won (1.1 million won - 1 million won) (here, interest and transaction fees are omitted for convenience of explanation).

Conversely, when an imbalance occurs where the first coin price is 1.1 million won and the second coin price is 1 million won, the first coin is traded in spot at 1.1 million won (1-1 coin price) and the second coin is traded at 1 million won ( You can enter into a long position (buy futures) futures transaction at the 2-1 coin price. At this time, if the price of the second coin increases to 1.1 million won after a certain period of time (balancing the price of the first coin and the price of the second coin), the long position transaction of the second coin is settled and 10 from the second coin is received. You can earn profits of 10,000 won (1.1 million won - 1 million won) (here again, interest and transaction fees are omitted for convenience of explanation).

In addition, an embodiment described later includes a process of realizing profits based on automatic arbitrage and rebalancing the profits in the step of generating arbitrage information (S400).

The step of generating the arbitrage information (S400) includes: purchasing a first coin for the first asset information based on the first exchange API (20) (S410); And based on the second exchange API (30), purchasing a second coin in a short position or long position with respect to the second asset information (S440); and calculating the proceeds (S600). is: Selling the first coin for the first asset information based on the first exchange API (20), or shorting the second coin for the second asset information based on the second exchange API (30) Step of settling a position or long position; And based on the first exchange API (20), a portion of the proceeds generated by selling the first coin is remitted to the second asset information, or based on the second exchange API (30), the second coin is transferred. A step of remitting a portion of the proceeds generated by settling a short position or long position to the first asset information; and remitting a portion of the proceeds to the second asset information or the first asset information (the first Based on the exchange API (20), a portion of the proceeds generated by selling the first coin is remitted to the second asset information, or based on the second exchange API (30), the second coin is shorted or The step of remitting a portion of the proceeds generated by settling a long position to the first asset information is: 'the amount of the second asset included in the second asset information' compared to the 'amount of the first asset included in the first asset information' 'Calculating the remittance amount, which is the amount that becomes the 'pre-designated balancing ratio'; and transferring the remittance amount from the first asset information to the second asset information or transferring the remittance amount from the second asset information to the first asset information.

Based on the first exchange API (20), purchasing the first coin for the first asset information (S410); in the first exchange API (20) based on the transaction authority granted by the customer Use to purchase the first coin for the customer's wallet (first asset information).

At this time, the first coin purchased is used for risk hedging based on the embodiment described later.

Meanwhile, at the same time as purchasing the first coin, based on the second exchange API 30, purchasing the second coin in a short position or long position with respect to the second asset information (S440); Based on the permitted transaction authority, a second coin futures transaction is concluded for the customer's wallet (second asset information) using the second exchange API (30).

Based on the second exchange API 30, the step of settling the second coin as a short position or long position with respect to the second asset information; in the step of settling the second coin as a short position or long position, the return rate set as a standard (second standard value or second standard rate) When met, the futures transaction of the second coin is settled.

Here, in the case where the 'step of purchasing the second coin in a short position or long position (S440)' is carried out as the 'step of purchasing the second coin in a short position', 'the second coin is shorted for the second asset information'. The 'step of settling the position or long position' is processed as the step of settling the second coin as a short position for the second asset information, and in the 'step of purchasing the second coin as a short position or long position (S440)', ' In the case where the 'step of purchasing the second coin in a long position' is carried out, the 'step of settling the second coin in a short position or long position with respect to the second asset information' is a long position of the second coin with respect to the second asset information. It is processed at the settlement stage.

Based on the second exchange API (30), remitting a portion of the proceeds generated by settling the second coin into a short position or long position to the first asset information; in the step, a portion of the proceeds generated from settlement of futures trading is rebalanced by transferring it to the first asset information.

Calculating a remittance amount that is an amount such that the 'second asset amount included in the second asset information' compared to the 'first asset amount included in the first asset information' is a 'pre-specified balancing ratio'; Calculate the amount to be transferred to the first asset information (wallet) according to the balancing ratio.

In the step of transferring the remittance amount from the second asset information to the first asset information, the calculated remittance amount is remitted from the second asset information to the first asset information.

For example, in an embodiment of a leverage ratio (pre-specified balancing ratio) of 5:1 where there was 1 million won in the first asset information and 200,000 won in the second asset information, if profits of 100,000 won were added to the second asset information. , an amount of approximately 80,000 won is transferred to the first asset information to maintain the ratio of 5:1 (108:22 ≒ 5:1).

And, in the embodiment described later, if a loss occurs after futures trading, the risk is hedged based on the first coin purchased in spot.

If the difference between the 2-1 coin price and the 2nd coin price is less than a predetermined third standard ratio or a predetermined third standard value: Based on the arbitrage information, 'with respect to the current value of the current 2nd coin price A step of calculating the loss amount when the second coin is settled into a short position or long position; where the step of calculating the loss amount is: based on the first exchange API 20, first asset information selling the first coin for; Based on the second exchange API (30), settling the second coin as a short position or long position with respect to the second asset information; And based on the first exchange API (20), remitting a portion of the sale amount generated by selling the first coin to the second asset information, and transferring a portion of the sale amount to the second asset. The step of remitting information is: Calculating the remittance amount, which is the amount at which the 'second asset amount included in the second asset information' compared to the 'first asset amount included in the first asset information' is the 'predetermined balancing ratio'. steps; and remitting the remittance amount from the first asset information to the second asset information.

If the difference between the 2-1 coin price and the 2nd coin price is less than a predetermined third standard ratio or a predetermined third standard value: Based on the arbitrage information, 'with respect to the current value of the current 2nd coin price In the step of calculating the 'damage amount when the second coin is settled in a short position or long position', when a loss occurs due to futures trading (the difference between the price of the 2-1 coin and the price of the 2nd coin is If it is less than the pre-designated third standard value, or the ratio of the difference compared to the 2-1 coin price is less than the pre-designated third standard ratio), the amount of damage is calculated.

Here, embodiments in which 'less than' is replaced with 'less than' are also included in the equivalent scope.

The calculated damage amount (difference) is transmitted to the customer terminal 4 by the automatic robo-advisor service (device 1).

In the automatic arbitrage trading service, transactions can be automatically performed while transmitting the loss amount (difference) to the customer terminal 4.

In the step of selling the first coin for the first asset information based on the first exchange API 20, the first coin is sold for risk hedging.

For example, when futures trading the second coin in a short position, if the price of the second coin increases more than the price of the second coin, there will be a loss in futures trading, but it is highly likely that the price of the first coin will also have increased. Therefore, the loss amount can be minimized or the total value can be converted into profit.

Based on the second exchange API 30, in the step of settling the second coin as a short position or long position with respect to the second asset information, futures trading of the second coin is settled.

Based on the first exchange API 20, remitting a portion of the sale amount generated by selling the first coin to the second asset information; in the step, since the amount of the first asset has increased further, rebalancing is performed. For this purpose, part of the sale price is transferred from the first asset information to the second asset information.

Calculating a remittance amount that is an amount such that the 'second asset amount included in the second asset information' is a 'predetermined balancing ratio' compared to the 'first asset amount included in the first asset information'; And remitting the remittance amount from the first asset information to the second asset information; in the step, the rebalancing process is processed in the same manner as in the above-described 'profit rebalancing' process (only the remittance direction is reversed).

In addition, according to an embodiment described later, slippage can be prevented in the sale of the first coin.

The step of purchasing the first coin (S410) is: based on the change data of 'the first coin price accumulated over a predetermined period' and the change data of 'the second coin price accumulated over a predetermined period', A first verification step (S411) of predicting the purchase time of the first coin; And based on the first exchange API 20, a second verification step (S412) of placing a purchase order for the first coin at the time of purchase, and the step of generating the arbitrage information (S400) : When the purchase of the first coin is concluded in the second verification step (S412), recheck whether the difference between the first coin price and the second coin price exceeds the first reference rate or the first reference value. Third verification step (S420); And when the difference between the first coin price and the second coin price exceeds the first reference rate or the first reference value: the arbitrage based on the 2-1 coin price, which is the current value of the second coin price It further includes a fourth verification step (S430) of updating information, and the step of purchasing the second coin in a short position or long position (S440) is: the arbitrage information is in the fourth verification step (S430). It can be processed only when it has been updated accordingly.

First verification predicting the purchase time of the first coin based on the change data of ‘the first coin price accumulated over a predetermined period’ and the change data of ‘the second coin price accumulated over a predetermined period’ In step S411, the purchase time of the first coin is predicted in advance based on the existing first coin price change data and the second coin price change data so that the desired number of first coins can be purchased.

Here, the accumulation period of change data of the first coin price and the second coin price may be at least one month or longer.

In other words, change data of 'the first coin price accumulated over a predetermined period', i.e. change data of the first coin price, and change data of 'the second coin price accumulated over a predetermined period', i.e. the second Based on the coin price change data, you can predict the time to purchase the first coin.

In the second verification step (S412), where a purchase order is placed for the first coin at the purchase time based on the first exchange API 20, a spot purchase order is placed for the first coin at the predicted purchase time.

When the purchase of the first coin is concluded in the second verification step (S412), the difference between the first coin price and the second coin price is the first reference rate or the first reference value (or a predetermined fourth In the third verification step (S420), which rechecks whether the standard ratio or a predetermined fourth standard value) is exceeded, after securing the first coin spot, it is rechecked whether the second coin price is still unbalanced with the first coin price. do.

Here, in an embodiment in which the third verification step (S420) is performed with a fourth reference ratio or fourth reference value that is lower than the first reference rate or first reference value, even if the expected profit is partially lower than the initial prediction, Transactions can continue.

If the third verification step (S420) does not pass, the first coin can be automatically sold again at an appropriate time (when the price of the first coin reaches a level that can compensate for fees, etc. (1-1 When the coin price exceeds the fifth standard value or the fifth standard ratio) you can sell it, or you can continue to hold it without selling the first coin).

When the difference between the first coin price and the second coin price exceeds the first reference rate or the first reference value: the arbitrage information based on the 2-1 coin price, which is the current value of the second coin price In the fourth verification step (S430) of updating, the 2-1 coin price that was previously calculated (first calculated in the step of generating arbitrage information (S400)) is updated based on the current.

The step of purchasing the second coin in a short position or long position (S440) can be processed only when the arbitrage information is updated according to the fourth verification step (S430).

Therefore, in one embodiment of the present invention, the risk of futures trading can be preserved by performing futures trading only when risk hedging is possible by selling the first coin spot.

A step (S400) of generating arbitrage information according to an embodiment of the present invention is shown in FIG. 3.

When the step of generating arbitrage information (S400) is performed, first the 1-1 coin price and the 2-1 coin price are calculated, and then the step of purchasing the first coin (S410) and the third verification step ( S420), the fourth verification step (S430), and the step of purchasing the second coin in a short position or long position (S440) are performed sequentially.

At this time, if the first coin has not been purchased in the second verification step (S412), the procedure is stopped, and if the arbitrage information has not been updated in the fourth verification step (S430) (between the first coin price and the second coin price) (if the difference does not exceed the first standard rate or the first standard value), the procedure can be stopped and only futures trading is processed without the first coin spot, or automatic trading can be stopped if the return on difference trading is unclear. You can.

In addition, the first verification step (S411) includes: extracting first data by sampling the change data of the first coin price at predetermined intervals, and generating a first polynomial function based on the first data (S411 -One); extracting second data by sampling the change data of the second coin price at predetermined intervals, and generating a second polynomial function based on the second data (S411-2); extracting 1-1 points from the first polynomial function where the y value is the 1-1 coin price (S411-3); extracting points 1-2, which are terminal values of the first polynomial function (S411-4); Calculating a first distance from the 1-2 point for each of the 1-1 points (S411-5); extracting a 1-3 point with the minimum first distance among the 1-1 points (S411-6); Calculating a first slope from the 1-3 point to the 1-2 point (S411-7); extracting 2-1 points from the second polynomial function where the y value is the 1-1 coin price (S411-8); extracting the 2-2 point, which is the terminal value of the second polynomial function (S411-9); Calculating a second distance from the 2-2 point for each of the 2-1 points (S411-10); extracting a 2-3 point with the minimum second distance among the 2-1 points (S411-11); Calculating a second slope from the 2-3 point to the 2-2 point (S411-12); Calculating a third slope that is an average of the first slope and the second slope (S411-13); Constructing a first straight line extending from the 1-2 point and having the third slope (S411-14); When there is a third point where the y value of the first straight line is the 1-1 coin price: designating the x coordinate of the third point as a purchase point (S411-15); And when there is no third point where the y value of the first straight line is the 1-1 coin price: a step (S411-16) of terminating the step (S410) of purchasing the first coin. You can.

extracting first data by sampling the change data of the first coin price at predetermined intervals, and generating a first polynomial function based on the first data (S411-1); And extracting second data by sampling the change data of the second coin price at predetermined intervals and generating a second polynomial function based on the second data (S411-2); In the first exchange API ( 20) and extracting (filtering) the first and second data by sampling the first and second coin price data at a certain time interval received and accumulated from the second exchange API (30) at longer time intervals. )do.

Afterwards, a predetermined polynomial function (nth order function) is generated based on the first data and the second data. At this time, the first polynomial function is a function that passes through the first data, and the second polynomial function is a function that passes through the second data. It is created as a function that passes.

Extracting 1-1 points from the first polynomial function where the y value is the 1-1 coin price (S411-3); is the 1-1 coin price, which is the target transaction price, from the first polynomial function. Extract points 1-1. The 1-1 points can be extracted as coordinates in a predetermined rectangular coordinate system.

In the step (S411-4) of extracting the 1-2 point, which is the terminal value of the first polynomial function, the 1-2 point, which is the terminal value with the largest x value among the first polynomial functions, is extracted. In other words, 'the price of the first coin that was most recently received/acquired from the first exchange API (20)' and 'the current time (time when the terminal value was received/acquired)' are the x coordinates of points 1 and 2, respectively. and y coordinates.

Calculating a first distance from the 1-2 point for each of the 1-1 points (S411-5); a straight line with the 1-2 point for all of the 1-1 points Calculate the first distance, which is the distance.

In the step (S411-6) of extracting a 1-3 point where the first distance is the minimum among the 1-1 points, the first distance value is the minimum among the plurality of 1-1 points. Extract one 1-3 point, which is the 1-1 point.

In the step of calculating the first slope from the 1-3 point to the 1-2 point (S411-7), from the 1-3 point to the 1-2 point (the direction in which the x value increases) Calculate the first slope.

extracting 2-1 points from the second polynomial function where the y value is the 1-1 coin price (S411-8); extracting the 2-2 point, which is the terminal value of the second polynomial function (S411-9); Calculating a second distance from the 2-2 point for each of the 2-1 points (S411-10); extracting a 2-3 point with the minimum second distance among the 2-1 points (S411-11); And in the step (S411-12) of calculating the second slope from the point 2-3 to the point 2-2, in the same manner as the process of calculating the first slope for the first polynomial function described above, The second slope is calculated from the second polynomial function.

However, in the step (S411-8) of extracting the 2-1 points where the y value is the 1-1 coin price from the second polynomial function, the y value is not the points where the 2-1 coin price is, but the 1st The 2-1 points, which are the -1 coin price, are extracted, and based on this, the point when the 1st coin price changes to the 1-1 coin price is estimated.

In the step (S411-13) of calculating a third slope, which is an average value of the first slope and the second slope, the average value of the first slope value and the second slope value is calculated.

In the step (S411-14) of drawing a first straight line that continues from the 1-2 point and has the third slope, a first straight line is drawn with the 1-2 point as a starting point and extends with the third slope. Draw a (straight line).

If there is a third point where the y value of the first straight line is the 1-1 coin price: a step of designating the x coordinate of the third point as a purchase point (S411-15) is performed.

If only the first slope value existed, the third point does not exist, but the third point may exist as the third slope, which is an average value of the second slope, is calculated.

Since the first coin price on the first exchange and the second coin price on the second exchange have similar price fluctuations at regular time intervals or at approximately the same time, the third slope may have a different sign from the first slope depending on this difference. You can.

If there is no third point where the y value of the first straight line is the price of the 1-1 coin: terminating the step (S410) of purchasing the first coin; The transaction process can be terminated.

According to one embodiment, in the method for predicting the occurrence of arbitrage using an artificial intelligence model learned based on cryptocurrency transaction data performed by the device 1, based on the first exchange API 20, the first Receiving first asset information and first coin price from the exchange (S100); Receiving the second asset information and the second coin price of the second exchange based on the second exchange API (30) (S200); And based on the change data of 'the first coin price accumulated over a predetermined period' and the change data of 'the second coin price accumulated over a predetermined period', the timing of arbitrage transaction occurrence is determined by a predetermined artificial intelligence model. A predicting step (S700), wherein the arbitrage transaction occurs: a time when the difference between the first coin price and the second coin price exceeds a predetermined first standard ratio or a predetermined first standard value, The first coin price and the second coin price utilize an artificial intelligence model learned based on cryptocurrency transaction data, which is real-time data received from the first exchange API (20) and the second exchange API (30), respectively. Provides a method for predicting the occurrence of arbitrage.

Receiving first asset information and first coin price of the first exchange based on the first exchange API (20) (S100); and receiving the second asset information and the second coin price of the second exchange based on the second exchange API 30 (S200); may be processed in the same manner as the description of the above-described embodiment.

Based on the change data of 'the first coin price accumulated over a predetermined period' and the change data of 'the second coin price accumulated over a predetermined period', the timing of arbitrage transaction is predicted by a predetermined artificial intelligence model. In the step (S700), a predetermined data value is calculated based on the accumulated change data of the first coin price and the change data of the second coin price (nth integral value described later), and inputted into the artificial intelligence model. This allows you to predict when arbitrage will occur.

The predicted arbitrage transaction occurrence point is transmitted to the customer terminal 4, and information can be provided so that the customer can perform the arbitrage transaction directly after waiting until the time to perform the arbitrage transaction (automatic robo-advisor function).

In addition, the step of predicting when the arbitrage transaction occurs (S700) is: extracting first data by sampling the change data of the first coin price at predetermined intervals, and generating a first polynomial function based on the first data. Step (S701); extracting second data by sampling the change data of the second coin price at predetermined intervals, and generating a second polynomial function based on the second data (S702); Generating a third polynomial function that is 'the first polynomial function - the second polynomial function' (S703); Calculating a 1-1 integral value obtained by performing a definite integration of the 1-1 x value to the end of the third polynomial function (S704); Calculating a 1-2 integral value obtained by the definite integration of the 1-2 x value to the end of the third polynomial function (S705); Calculating a 1-3 integral value obtained by the definite integration of the 1-3 x value to the end of the third polynomial function (S706); Calculating a 1-4th integral value obtained by the definite integration of the 1-4th x value to the end of the third polynomial function (S707); Calculating the 1-5th integral value obtained by the definite integration of the 1-5th x value to the end of the third polynomial function (S708); Monitoring a first target value calculated by inputting the 1-1st to 1-5th integral values into the artificial intelligence model (S709); And a step of calculating an arbitrage transaction occurrence point based on the first target value (S710), wherein the artificial intelligence model: samples the change data of the first coin price at predetermined intervals to generate first data. extracting and generating a first polynomial function based on the first data; extracting second data by sampling the change data of the second coin price at predetermined intervals, and generating a second polynomial function based on the second data; Generating a third polynomial function that is 'the first polynomial function - the second polynomial function'; Generating a fourth polynomial function that is ‘the third polynomial function/the first polynomial function’; extracting second x values in which the absolute value of the y value of the third polynomial function exceeds the first reference value or the absolute value of the y value of the fourth polynomial function exceeds the first reference ratio; For each of the second x values, calculating a 2-1 x value by subtracting 'the terminal x value of the third polynomial function - the 1-1 x value'; For each of the second x values, calculating a 2-2th x value by subtracting 'the terminal x value of the third polynomial function - the 1-2 x value'; For each of the second x values, calculating a 2-3 x value by subtracting 'the terminal x value of the third polynomial function - the 1-3 x value'; For each of the second x values, calculating a 2-4th x value by subtracting 'the terminal x value of the third polynomial function - the 1-4th x value'; For each of the second x values, calculating a 2-5th x value by subtracting 'the terminal x value of the third polynomial function - the 1-5th x value'; For each of the second x values, calculating a 2-1 integral value that is a definite integral of the 2-1 x value to the corresponding second x value; For each of the second x values, calculating a 2-2 integral value that is a definite integral of the 2-2 x value to the corresponding second x value; For each of the second x values, calculating a 2-3 integral value that is a definite integral of the 2-3 x value up to the corresponding second x value; For each of the second x-values, calculating a 2-4th integral value obtained by defining a definite integral of the 2-4th x-value to the corresponding second x-value; For each of the second x-values, calculating a 2-5th integral value obtained by defining a definite integral of the 2-5th x-value up to the corresponding second x-value; extracting third x values where the y value of the third polynomial function is 0; For each of the third x values, calculating a 3-1 x value by subtracting the 1-1 x value; For each of the third x values, calculating a 3-2 x value by subtracting the 1-2 x value; For each of the third x values, calculating a 3-3 x value by subtracting the 1-3 x value; Calculating a 3-4th x value by subtracting the 1-4th x value for each of the 3rd x values; For each of the third x values, calculating a 3-5th x value by subtracting the 1-5th x value; For each of the third x values, calculating a 3-1 integral value that is a definite integral of the 3-1 x value to the corresponding second x value; For each of the third x values, calculating a 3-2 integral value that is a definite integral of the 3-2 x value to the corresponding second x value; For each of the third x values, calculating a 3-3 integral value that is a definite integral of the 3-3 x value to the corresponding second x value; For each of the third x values, calculating a 3-4 integral value obtained by defining a definite integral of the 3-4 x value to the corresponding second x value; For each of the third x-values, calculating a 3-5th integral obtained by defining a definite integral of the 3-5th x-value to the corresponding second x-value; Learning the 2-1st to 2-5th integrals as the first target value '1' and the 3-1st to 3-5th integrals as the first target value '0'. It can be created according to an artificial intelligence model creation method that includes ;.

또는

에 따라 산출될 수 있다.In the description of the present invention, 'integral values' (1-1st to 1-5th integrals, 2-1st to 2-5th integrals, 3-1st to 3-5th integrals) integral value) is

or

It can be calculated according to .

extracting first data by sampling the change data of the first coin price at predetermined intervals, and generating a first polynomial function based on the first data (S701); and extracting second data by sampling the change data of the second coin price at predetermined intervals and generating a second polynomial function based on the second data (S702); is the 'first verification step' described above. It can be processed/performed in the same way as in the substeps (S411-1, S411-2) of '(S411)'.

The step of generating a third polynomial function, which is 'the first polynomial function - the second polynomial function' (S703), calculates a third polynomial function that is a difference function between the first polynomial function and the second polynomial function.

Calculating a 1-1 integral value obtained by performing a definite integration of the 1-1 x value to the end of the third polynomial function (S704); Calculating a 1-2 integral value obtained by the definite integration of the 1-2 x value to the end of the third polynomial function (S705); Calculating a 1-3 integral value obtained by the definite integration of the 1-3 x value to the end of the third polynomial function (S706); Calculating a 1-4th integral value obtained by the definite integration of the 1-4th x value to the end of the third polynomial function (S707); and calculating a 1-5th integral value obtained by performing a definite integration of the 1-5th value of The 1-1 integral value to the 1-5 integral value are calculated.

At this time, the 1-1 -5 x value can be specified.

The 1-1st to 1-5th x values may be points spaced apart from the end of the third polynomial function by a predetermined unit of 'hour' to 'minute', respectively. For example, if the end of the third polynomial function is 1 month (2,592,000 seconds), the 1-1 x value is 2592000 - 600 seconds, the 1-2 x value is 2592000 - 1200 seconds, and the 1-3 x value is may be 2592000 - 1800 seconds, the 1st-4th x value may be 2592000 - 2400 seconds, and the 1st-5th x value may be 2592000 - 3000 seconds.

Here, the end of the third polynomial function means a point on a Cartesian coordinate system consisting of the largest x value (the most recently received/acquired data) and the corresponding y value in the domain of the third polynomial function.

In the step (S709) of monitoring the first target value calculated by inputting the 1-1st to 1-5th integrals into the artificial intelligence model, the 1-1st to 1-5th integrals A 'set' of integral values is input into the artificial intelligence model, and the first target value calculated from the artificial intelligence model is monitored.

Here, the first target value can be calculated as a value between 0 and 1. The closer it is to 0, the closer it is to the point where arbitrage has occurred, and the closer it is to 1, the closer it can be to the point where arbitrage has occurred.

In the step (S710) of calculating the time when arbitrage occurs based on the first target value, the time when arbitrage occurs (x value of the third polynomial function) based on the change trend of the first target value according to an embodiment described later ) can be predicted/calculated.

The artificial intelligence model is: based on the accumulated change data of the existing first coin price and change data of the second coin price, the difference between the first coin price and the second coin price is the first reference value or the first reference ratio. Exceeding points (second x value) are extracted, and the 2-n integral value calculated with those points as the center (for the section from the 2-n x value to the 2nd x value; n is 1 to 5) The 'sets' are trained with the first target value '1'.

For example, if one 'set' was (27, 35, 113, 40, 12) (respectively (2-1st integral, 2-2nd integral, 2-3rd integral, 2-4th Integral value, 2-5 integral value), and by specifying the first target value '1' for this, it is possible to learn that the target value for (27, 35, 113, 40, 12) is 1.

Among the existing first coin price change data and second coin price change data accumulated over several months (at least for a period of one month or more), a plurality of second x values exist.

At this time, the 2-1st to 2-5th integral values are calculated for each second x value.

For example, if 50 second x values are extracted, a total of 50 sets of 2-1st to 2-5th integral values may be calculated for each of the 50 second x values.

If the second x value is extracted at 11:12:24 on September 2, 2023, then 10 minutes before 11:12:24 on September 2, 2023 (terminal value), 20 minutes ago (terminal x value of the third polynomial function - 1st-2nd x value), 30 minutes ago (terminal 3 terminal x value of the polynomial function - 1-4 x value), 50 minutes ago (terminal x value of the 3rd polynomial function - 1-5 x value) is the 2-1 x value to the 2-5 x value , and for this, the 2-1st to 2-5th integral values can be calculated.

In other words, sets consisting of the 2-1st to 2-5th integral values are each learned as the first target value of 1.

On the other hand, points where the difference between the first coin price and the second coin price is 0 (3rd x value) are extracted, and those points are centered (for the section from the 3rd-n x value to the 3rd x value). The calculated 3-n integral values 'sets' are trained as the first target value '0'.

In other words, sets consisting of the 3-1st to 3-5th integral values are each learned with the first target value of 0.

At this time, the above-described process (calculating the 2-n integral value/3-n integral value) is performed when both the 2-n x value and the 3-n x value exist (x is 0 or more, the 3rd It can only be performed on polynomial functions/intervals below the end of the fourth polynomial function).

And, the step of calculating the arbitrage transaction occurrence point based on the first target value (S710) is: the 1-1 target value, which is the first target value before a predetermined time, and the 1st target value, which is the current value of the first target value. calculating a fourth slope between 1-2 target values; When the y value of the 1-2 target value is greater than or equal to a predetermined 4-1 standard value and the fourth slope is greater than or equal to a predetermined 4-2 standard value: having the fourth slope from the 1-2 target value Constructing a second straight line; and designating the x-coordinate of the fourth point where the y-value of the second straight line is '1' as the time when arbitrage occurs.

Calculating a fourth slope between a 1-1 target value, which is the first target value before a predetermined time, and a 1-2 target value, which is the current value of the first target value; The first target value is accumulated and recorded, and based on this, the fourth slope formed by the most recent first target value, the 1-2 target value, and the 1-1 target value calculated a predetermined time ago is calculated. .

When the y value of the 1-2 target value is greater than or equal to a predetermined 4-1 standard value and the fourth slope is greater than or equal to a predetermined 4-2 standard value: having the fourth slope from the 1-2 target value In the step of drawing a second straight line, the 1-2 target value (the most recent first target value) is greater than or equal to a predetermined 4-1 reference value (e.g., 0.8 or greater), and the fourth slope is predetermined. If the 4-2 reference value or more (for example, the slope is 1.2 or more), a second straight line (radial line) extending from the 1-2 target value point on the Cartesian coordinate system is drawn.

In the step of designating the x-coordinate of the fourth point where the y-value of the second straight line is '1' as the arbitrage transaction occurrence point, based on the straight-line equation of the second straight line, the y-value of the second straight line is The x-coordinate (time) of the fourth point, which is 1, can be designated (calculated/predicted) as the time when arbitrage occurs.

In addition, monitoring the difference between the first coin price and the second coin price (S300); When the difference between the first coin price and the second coin price exceeds a predetermined first reference rate or a predetermined first reference value: '1-1 coin price which is the current value of the first coin price' and 'the above Generating arbitrage information including '2-1 coin price', which is the current value of the second coin price (S400); Monitoring the difference between the 2-1 coin price and the second coin price (S500); And when the difference between the 2-1 coin price and the 2nd coin price exceeds a predetermined second standard ratio or a predetermined second standard value: Based on the arbitrage information, 'current price of the 2nd coin' It may further include calculating the 'profit' when the second coin is settled in a short position or long position with respect to the value.

In other words, the configuration of the embodiments of the above-described ‘method, device (1), and system for providing automatic robo-advisor service for arbitrage between cryptocurrency exchanges’ and the ‘artificial intelligence model learned based on cryptocurrency transaction data’ It can also be performed by mixing the configurations of the arbitrage occurrence prediction method, device (1), and system (FIG. 5 (b)).

At this time, the predicted arbitrage occurrence point in the step of predicting the arbitrage occurrence point (S700) can be used exclusively for automatic robo-advisors, and the actual automatic arbitrage service is based on the difference between the price of the first coin and the price of the second coin. It is processed based on the difference, so the risk due to futures trading can be preserved.

Here, the step of generating the above-described first polynomial function (S411-1; S701), the step of generating the second polynomial function (S411-2; S702), and the step of generating the third polynomial function (S703) are the same. It operates based on procedures/methods/functions and can be called and executed from different procedures/methods/functions. For example, it may be called in a procedure/method/function that constitutes the first verification step, or it may be called in a procedure/method/function that constitutes a step in predicting when an arbitrage transaction will occur.

Although embodiments of the present invention have been described in more detail with reference to the accompanying drawings, the present invention is not necessarily limited to these embodiments, and various modifications may be made without departing from the technical spirit of the present invention. . Accordingly, the embodiments disclosed in the present invention are not intended to limit the technical idea of the present invention, but are for illustrative purposes, and the scope of the technical idea of the present invention is not limited by these embodiments. Therefore, the embodiments described above should be understood in all respects as illustrative and not restrictive. The scope of protection of the present invention should be interpreted in accordance with the claims below, and all technical ideas within the equivalent scope should be construed as being included in the scope of rights of the present invention.

Therefore, other implementations, other embodiments, and equivalents of the claims also fall within the scope of the following claims.

S100: Step of receiving first asset information and first coin price
S200: Step of receiving second asset information and second coin price
S300: Monitoring the difference between the first coin price and the second coin price
S400: Step of generating arbitrage information
S410: Step to purchase the first coin
S411: First verification step
S411-1: Step of generating the first polynomial function
S411-2: Step of generating the second polynomial function
S411-3: Step of extracting points 1-1
S411-4: Step of extracting points 1-2
S411-5: Step of calculating the first distance
S411-6: Step of extracting points 1-3
S411-7: Step of calculating the first slope
S411-8: Step of extracting 2-1 points
S411-9: Step of extracting point 2-2
S411-10: Step of calculating the second distance
S411-11: Step of extracting the 2nd and 3rd points
S411-12: Calculating the second slope
S411-13: Step of calculating third slope
S411-14: Step of constructing the first straight line
S411-15: Step of designating the x-coordinate of the third point as the purchase point
S411-16: Ending the step of purchasing the first coin
S412: Second verification step
S420: Third verification step
S430: Fourth verification step
S440: Step to purchase the second coin in short or long position
S500: Step of monitoring the difference between the 2-1 coin price and the 2nd coin price
S600: Step to calculate profits
S700: Step to predict when arbitrage will occur
S701: Step of generating the first polynomial function
S702: Step of generating the second polynomial function
S703: Step of generating third polynomial function
S704: Step of calculating the 1-1 integral value
S705: Step of calculating the 1-2 integral value
S706: Step of calculating the 1st-3rd integral value
S707: Step of calculating the 1st-4th integral value
S708: Step of calculating the 1st-5th integral values
S709: Monitoring the first target value
S710: Step to calculate the time when arbitrage occurs
1: device
2: 1st exchange server
20: 1st exchange API
3: Second exchange server
30: Second exchange API
4: Customer terminal

Claims (3)

In a method of providing an automatic robo-advisor service for arbitrage between cryptocurrency exchanges, performed by a device,
Receiving first asset information and first coin price of the first exchange based on the first exchange API;
Receiving second asset information and a second coin price of a second exchange based on the second exchange API;
monitoring the difference between the first coin price and the second coin price;
When the difference between the first coin price and the second coin price exceeds a predetermined first reference rate or a predetermined first reference value: '1-1 coin price which is the current value of the first coin price' and 'the above Generating arbitrage information including '2-1 coin price', which is the current value of the second coin price;
monitoring the difference between the 2-1 coin price and the second coin price; and
When the difference between the 2-1 coin price and the 2nd coin price exceeds a predetermined second standard ratio or a predetermined second standard value: Based on the arbitrage information, 'to the current value of the 1st coin price Including a step of calculating 'the proceeds when selling the first coin' or 'the proceeds when the second coin is settled in a short position or long position with respect to the current value of the second coin price',
The first coin price and the second coin price are real-time data received from the first exchange API and the second exchange API, respectively,
The steps for generating the arbitrage information are:
Purchasing a first coin for the first asset information based on the first exchange API; and
Based on the second exchange API, purchasing a second coin in a short position or long position with respect to the second asset information,
The steps for calculating the above profits are:
Based on the first exchange API, selling the first coin for the first asset information, or settling the second coin as a short position or long position for the second asset information based on the second exchange API. ; and
Based on the first exchange API, a portion of the proceeds generated by selling the first coin is remitted to the second asset information, or based on the second exchange API, the second coin is placed in a short position or long position. Including a step of remitting a portion of the proceeds generated from settlement to the first asset information,
Based on the first exchange API, a portion of the proceeds generated by selling the first coin is remitted to the second asset information, or based on the second exchange API, the second coin is placed in a short position or long position. The steps to remit a portion of the proceeds generated from settlement to the first asset information are:
Calculating a remittance amount that is an amount such that the 'second asset amount included in the second asset information' is a 'predetermined balancing ratio' compared to the 'first asset amount included in the first asset information'; and
Including, remitting the remittance amount from the first asset information to the second asset information or remitting the remittance amount from the second asset information to the first asset information.
Method of providing automatic robo-advisor service for arbitrage between cryptocurrency exchanges delete In claim 1,
If the difference between the 2-1 coin price and the 2nd coin price is less than a predetermined third standard ratio or a predetermined third standard value: Based on the arbitrage information, 'with respect to the current value of the current 2nd coin price It further includes a step of calculating the 'damage amount' when the second coin is settled in a short position or long position,
The steps for calculating the above damages are:
Selling a first coin for first asset information based on the first exchange API;
Based on the second exchange API, settling the second coin as a short position or long position with respect to the second asset information; and
Based on the first exchange API, remitting a portion of the selling price generated by selling the first coin to the second asset information; including,
The step of remitting a portion of the sale price to the second asset information is:
Calculating a remittance amount that is an amount such that the 'second asset amount included in the second asset information' is a 'predetermined balancing ratio' compared to the 'first asset amount included in the first asset information'; and
Including, remitting the remittance amount from the first asset information to the second asset information.
Method of providing automatic robo-advisor service for arbitrage between cryptocurrency exchanges