In principle yes. The main problems for tri-arbitrage were that it was profitable for a short period about two years back, and then as more people moved into the space, and exchanges became better at smoothing market inefficiencies, the profit levels have steadily decreased, and few people are profitably running this strategy at the moment. The addition of futures as a way of hedging has further contributed to a decrease in profitability. There are a couple of bots available on the retail market for this, but apart from a very few people, these generally are not that profitable compared to other ways of using the same assets. The relatively low volumes and liquidity on many exchanges is also contributing to the problem. It would certainly be interesting to try this strategy with Hummingbot, particularly if it could be integrated with a smart way of adaptively basing position sizes based on the shape and depth of order books – there is nothing more demoralising for the tri-arber than seeing their pile of whatever base currency get slowly and inexorably converted into a multitude of very small piles of low-sat coins that become difficult to sell, particularly while the alt market remains in a state of overall decline. But, and just maybe, running this strategy in Hummingbot could bring this as a strategy back to some level of profitability. One area that I did look at a couple of years back was higher level arbitrage, and in the fee-free GDAX/Coinbase Pro days, it was certainly the case that quad-arb was profitable. I wonder whether an arbitrary dimensional (quad, quin) intra-exchanger arbitrage tool might be possible with fee rebate exchanges, as quad and quin do not (contrary to what may be the general expectation) arbitrage do >not< always require the same speed of execution as tri-arb, and could benefit from maker fees? Now that would really be something unique for Hummingbot. But like all good things, I suspect that it is way too difficult to create a general purpose tool like this … or ???