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timewave-computer / auction-arbitrage-bot

An extensible arbitrage bot for trading against valence auctions, Astroport and Osmosis.
Apache License 2.0
6 stars 1 forks source link

Naive Arbitrage Strategy Implementation: Arbitrage Opportunity Identification #1

Closed dowlandaiello closed 2 months ago

dowlandaiello commented 3 months ago

Using the implemented pricing providers, a naive arbitrage strategy may be implemented by finding simple price disparities between Osmosis, Astroport, and Valence across all Valence auctions. This strategy will serve as the entrypoint for the auction arbitrage bot. A simple necessary first step involves identifying available arbitrage opportunities. In order to provide an interactive experience, the daemon ought to inform the user of identified arbitrage opportunities.

Art3miX commented 3 months ago

Can you elaborate on what you mean by "inform the user"?

dowlandaiello commented 3 months ago

Can you elaborate on what you mean by "inform the user"?

I'm thinking of just adding structured logging, but potentially also an HTTP API that a CLI can use to query which arbitrage positions have been taken, the current profits, and other diagnostic info.