Implement CLOB arbitrage

White-Whale-Defi-Platform / white-whale-bots

A single-chain and multi-dex arbitrage bot the utilizing White Whale flash loans and Skip Protocol.

https://whitewhale.money

MIT License

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Implement CLOB arbitrage #85

Closed SirTLB closed 1 year ago

SirTLB commented 1 year ago

Implement first version of the orderbook arbitrage between a AMM dex and an Orderbook. Make sure it uses proper abstractions so it could be used for different orderbooks if possible.

SirTLB commented 1 year ago

[x] add mempool support for orderbook
[x] add injective message generator for the orderbook orders
[x] add trade function for OptimalOrderbookTrade
[x] change message function in loops to interfaced