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scalexm / trade-rs

Utilities for trading on crypto-currencies exchanges.
MIT License
14 stars 3 forks source link

Arbitrage #7

Closed sarmel closed 6 years ago

sarmel commented 6 years ago

Will this crate support Arbitrage and Triangular arbitrage?

scalexm commented 6 years ago

@sarmel Well, I guess this will never be supported directly inside the crate, because this crate does not want to expose any specific trading strategy but rather provide an interface to define your own strategies, hence it won’t try to automatically detect arbitrage opportunities.

However, my dream goal would be that users wanting to design an algorithm exploiting such arbitrage opportunities would be able to easily implement their algo on top of this crate.

sarmel commented 6 years ago

OK. Thanks for creating and making this crate open source.