[ARBITRAGE] Agent Smith: Arbing the great bull run of 2017

[curiousgeorge]

@askmike  In the video, it looks like a 1.) limit order, 2.) market order, and then a 3.) market order are used.  What's the idea / strategy of using a limit order for the first leg? 

Did you try all market orders? Or experiment with other order types like FOK/ImmediateOrCancel?