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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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Suggestion: config scipy or cplex, as optimizacion engines #2

Open jechaviz opened 5 years ago

jechaviz commented 5 years ago

As cplex is a commercial software, maybe you could add a config option to choose scipy instead cplex for optimizacion.

just like https://github.com/wardbradt/peregrine

Thank you

jechaviz commented 5 years ago

I found this article with a list of opensource alternatives,

https://www.quora.com/What-are-some-good-open-source-alternatives-to-CPLEX-linear-program-solver

Also in comments Red Hat’s OptaPlanner (open source, Apache License, java) handles the same use cases.

hzjken commented 5 years ago

Hi @jechaviz,

Thank you for the suggestions and your continuous attention on this project, I will try improving this project and provide alternative solver option based on your suggestions later.

A bit busy with work issues recently, I'll have a look when things are done. Thanks!

jechaviz commented 5 years ago

I have looked and pulp or juliaOpt looks like a decent option https://www.quora.com/How-do-Sage-SciPys-optimization-tools-such-linprog-compare-with-CPLEX-and-Gurobi-to-solve-LP-problems http://www.juliaopt.org/ About Julia I also found http://numba.pydata.org/ And this sample for julia and cpcsolver https://stackoverflow.com/questions/56693467/how-can-we-speed-up-for-loops-in-pulp

jechaviz commented 5 years ago

I found also soplex. I think this is the closest option to migration.

radiant-alex commented 4 years ago

was this question picked up by somebody? culex is way too expensive and I am not having educational email to get it for free, would be nice to see it ported to a freeware culex-alternative

brylie commented 3 years ago

The related issue #9 might be merged with this issue?

What about considering one of the following?

hubuser3976 commented 3 years ago

The related issue #9 might be merged with this issue?

What about considering one of the following?

Pip Install Might work