Arb-swap AI analyzes execution behavior during periods of elevated market volatility, where exchanges commonly batch orders for performance and risk management reasons.
During these periods, exchange-side rounding and pricing logic can create brief discrepancies between displayed prices and actual execution outcomes. Arb-swap AI highlights these moments to help users better understand execution quality and market microstructure behavior.
Most trading platforms rely on JavaScript-based pricing and rounding functions to process orders at scale. Under high volatility, these systems prioritize throughput over precision.
Arb-swap AI surfaces patterns created by this batching behavior, allowing traders to make more informed decisions around timing, order configuration, and execution risk.