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Add trading path parser #22

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@LimpidCrypto LimpidCrypto commented Apr 30, 2022 •
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  • Release of Subscribe to order books #2.
  • Revise Subscribe to order books #2 because it has problems when empty order books come into play.
  • Add a function that parses all order books and identifies all possible trading paths.
      • Spatial Arbitrage paths
      • Triangular Arbitrage paths
      • Market maker 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)
      • Spatial Arbitrage paths
      • Triangular Arbitrage paths
      • Market maker paths
  • Resolve Get gateway fees #11
  • Calculate profits after fees.
  • Generate a random memo for each trading path with a prefix for each trading type.
  • Add Tests
  • Documentation
  • Linter

@LimpidCrypto LimpidCrypto self-assigned this Apr 30, 2022
@LimpidCrypto LimpidCrypto added addition New feature or request folder: trading labels Apr 30, 2022
@LimpidCrypto LimpidCrypto linked an issue May 1, 2022 that may be closed by this pull request
Build trading paths #10
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This PR will be splitted up into multiple PRs.

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addition New feature or request category: marker_maker category: spatial_arbitrage category: triangular_arbitrage folder: trading priority: 1
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Build trading paths Get gateway fees
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