Skip to content

Latest commit

 

History

History
23 lines (23 loc) · 1.42 KB

File metadata and controls

23 lines (23 loc) · 1.42 KB
  • evaluate the performance, is it fast enough for real-time trading?
  • implement unit tests
  • client
    • ...
  • fetch
    • unified network names
      • exchange.options['networks']{'UNIFIED_KEY': 'ID'}
      • e.g. kucoin.options['networks']{'LIGHTNING': 'btcln'}
    • implement random currency selection option
      • figure out the criteria for optimal currency selection
    • maximize arbitrage return
      • it likely requires arbitrage to have >0.1% deviation of prices to fully cover taker fees
        • estimate the necessary price deviation for a feasible arbitrage opportunity
      • or consider how to reduce the fees? use maker fees? find exchanges with exclusive cheaper fees?
  • arbitrage
    • refactor FindArbitrage() to handle arbitrage cycles which do not have any of the source assets inside of them
      • if none of the source assets are in the arbitrage cycle, it must determine the cheapest path from the source assets (multi-source node) to the cheapest arbitrage cycle starting node, and back to the source assets (multi-source node). Then it evaluates whether it is still profitable, if yes then it returns the overall path, otherwise no arbitrage is found.
  • watch
    • improve reliability of the watcher implementation
      • make it reliable enough to cover watching the entire network simultaneously
  • trade
    • implement safe fallback if transaction fails for whatever reason
    • ...