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Today I tripped on AIA. I was originally focused on the price difference to do cross-platform Arbitrage, but I found that the prices are not converging at all, and each platform's data is completely independent. I haven't encountered such a single-machine market in a long time; instead of making a profit from Arbitrage, I ended up losing money.
This recent pitfall taught me a straightforward lesson: don't underestimate the tactics of the market makers; they always have ten more harvesting plans prepared than you do. Especially in this kind of volatile market, with the monkey market's price fluctuations, being honest and maintaining your positions is more reliable than any aggressive operation. Sometimes, doing nothing is the best strategy.