search

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.
566 stars 174 forks source link

Empty arbitrage path :( #4

Closed zjay096 closed 5 years ago

zjay096 commented 5 years ago

I get profit rate 0.0 and an empty arbitrage path :( -->``` path_optimizer.py:282: RuntimeWarning: divide by zero encountered in log (self.vol_matrix >= self.min_trading_limit).astype(int))) profit rate: 0.0, arbitrage path: []

priyen commented 4 years ago

hey @zjay096 how did you solve this?