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.
When using the _findarbitrage() function, it outputs the profit rate and the best arbitrage path, but I am not fully sure of what the profit rate represents. Does it represent the possible raw profit in dollar value or the possible percentage of profit gained? Also, what actions would I have to take to obtain a profit rate value similar to what the model output (ex: Trade all 1% of an exchange pairs volume in the arbitrage path to match the model profit rate)?
When using the _findarbitrage() function, it outputs the profit rate and the best arbitrage path, but I am not fully sure of what the profit rate represents. Does it represent the possible raw profit in dollar value or the possible percentage of profit gained? Also, what actions would I have to take to obtain a profit rate value similar to what the model output (ex: Trade all 1% of an exchange pairs volume in the arbitrage path to match the model profit rate)?