How to install/buy cplex? Can u add some execution samples?

hzjken / crypto-arbitrage-framework

A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the optimal trading amount for each pair in the path given flexible constraints, and execute trades with multi-threading implemenation.

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How to install/buy cplex? Can u add some execution samples? #1

Closed jechaviz closed 5 years ago

jechaviz commented 5 years ago

Thank you

hzjken commented 5 years ago

cplex studio can be found here: https://www.ibm.com/sg-en/products/ilog-cplex-optimization-studio Free edition has some model size limitation, it would be best to get the academic edition for student, also free but no limitation.

Usage sample is in main.py, it can be used to monitor opportunities, but I haven't done real trade execution with it yet. Feel free to try

jechaviz commented 5 years ago

Cplex studio academic edition isn't available anymore. Can u share your cplex version? Or change the model optimization engine for one in scipy?