When there is a certain price fluctuation in the market, compared to the centralized processing of order requests and rapid transaction completion in CEX, the transaction behavior of users on DEX will be limited by the price depth limit of the transaction on the chain and block verification and other factors. , Leading to delays in price changes of the same currency on DEX. At this time, there is an opportunity to open positions for arbitrage between DEX and CEX. When the strategy captures the price difference, it sells the cryptocurrency held on the platform with a higher price and buys back the same amount of cryptocurrency on the platform with a lower price. The coin-margined position remains unchanged and the USDT income brought by the price difference is obtained.