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.
Do anyone get this work?
I encounter the error as below, anyone can help?
It seem that, there is no function: 'binary_var_list()' in class 'PathOptimizer'
TIA,
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\path_optimizer.py in _run_time_init(self)
80 self.get_var_location()
81 var_num = int(np.sum(self.var_location))
---> 82 self.var = self.binary_var_list(var_num, name='x')
83 self.x = np.zeros([self.length, self.length])
84 self.x = self.x.astype('object')
AttributeError: 'PathOptimizer' object has no attribute 'binary_var_list'
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Do anyone get this work? I encounter the error as below, anyone can help? It seem that, there is no function: 'binary_var_list()' in class 'PathOptimizer' TIA, ########## \path_optimizer.py in _run_time_init(self) 80 self.get_var_location() 81 var_num = int(np.sum(self.var_location)) ---> 82 self.var = self.binary_var_list(var_num, name='x') 83 self.x = np.zeros([self.length, self.length]) 84 self.x = self.x.astype('object')
AttributeError: 'PathOptimizer' object has no attribute 'binary_var_list' ##############