This repository was archived by the owner on Oct 26, 2022. It is now read-only.
This repository was archived by the owner on Oct 26, 2022. It is now read-only.
Build trading paths #10
Description
- Release of Subscribe to order books #2.
- Add a function that parses all order books and identifies all possible trading paths.
| Basic Spatial Arbitrage | Triangular Arbitrage |
|---|---|
| 1. PS: USD.r1 > BTC.r1 | 1. PS: USD.r1 > BTC.r1 |
| 2. PS: BTC.r2 > USD.r2 | 2. PS: BTC.r2 > ETH.r1 |
| 3. PS: ETH.r2 > USD.r2 |
- Adjust values.
- The lowest value is the value to calculate every other value from (also take account balance in account)
- Calculate profits after fees.
- Generate a random
memofor each trading path with a prefix for each trading type.