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wardbradt / peregrine

Detects arbitrage opportunities across 131 cryptocurrency exchanges in 50 countries
MIT License
1.18k stars 339 forks source link

average price v.s. best price #39

Closed yurenji closed 3 years ago

yurenji commented 5 years ago

The algorithm is using the best bid and best ask as input to the graph. However, for most coins, their price is much lower than BTC/ETH, thus the actual filled price will differ from the best bid/ask.

Any plan to support average price rather than best price?

wardbradt commented 5 years ago

I had been busy the past few months with work but I will be adding this feature to the project. It will be first developed in the dev branch. To clarify, you do mean the average of the best bid and ask, correct?

LPX55 commented 5 years ago

@wardbradt do add to his question, does the script, for example use the ask or bid price to find arbitrage opportunities for single exchange multi-currencies?