timewave-computer / auction-arbitrage-bot

An extensible arbitrage bot for trading against valence auctions, Astroport and Osmosis.
Apache License 2.0
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UX Improvements, Performance Improvements, Bug Fixes #17

Closed dowlandaiello closed 3 weeks ago

dowlandaiello commented 1 month ago

Closes #14, closes #12, closes #9, closes #8, closes #15, closes #10, closes #7, closes #2. This PR also implements all of the necessary logic to execute arbitrage trades, which is general to specific strategies, and available in strategies/util.py. Logic for executing arbitrage trades is chain-agnostic, and incorporates IBC transfers when necessary. This PR also implements a strategy called "bellman ford," which uses negative logs to find negative cycles in a graph, which are profitable cycles. Notable performance improvements in this PR include:

Among others.

stiiifff commented 3 weeks ago

LGTM 🚀