Implement Arbitrage Opportunity Identification

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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Implement Arbitrage Opportunity Identification #4

Closed dowlandaiello closed 2 months ago

dowlandaiello commented 2 months ago

Closes #1, closes #3 . Specifically, a CLI is implemented, documented in README.md. This CLI implements arbitrage opportunity discovery, and profitable opportunity identification. Furthermore, multiple flows were added to GitHub actions to extensively test and lint the repository. These precautions include:

unit testing
mypy
pylint
ruff

Integration tests have not been implemented, but can be if necessary.

dowlandaiello commented 2 months ago

Feedback from Ben:

Refresh pools in route discovery
Make sure skip caching happens outside route discovery
Specify that Astroport is on Neutron
Check if cw20's are included in cross-chain transactions
What to do if cross-chain arbs fail (3rd hop fails for example)
Factor in slippages

stiiifff commented 2 months ago

Solid 💪️ work @dowlandaiello !

stiiifff commented 2 months ago

One quick question: isn't there a decimal type in Python ? I feel a bit uneasy to see financial computations with floats ...

dowlandaiello commented 2 months ago

One quick question: isn't there a decimal type in Python ? I feel a bit uneasy to see financial computations with floats ...

Good point! I'll migrate over to Decimal.

dowlandaiello commented 2 months ago

One quick question: isn't there a decimal type in Python ? I feel a bit uneasy to see financial computations with floats ...

Done!

stiiifff commented 2 months ago

LGTM