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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

Specifying start coin and end coin ? #44

Closed xCuri0 closed 5 years ago

xCuri0 commented 5 years ago

title

wardbradt commented 5 years ago

Are you referring to arbitrage for "multiple coins on one exchange" (triangular arbitrage)? If so, what do you mean?

Please write a more descriptive issue, this is extremely unclear.

xCuri0 commented 5 years ago

@wardbradt when doing the bellman ford instead of looping to the source coin i want to specify to the coin to start the path and end the path with

wardbradt commented 5 years ago

The Bellman Ford implementation finds opportunities which are reachable from a currency. The functionality I believe you are referring to ("looping to the source coin"), which is enabled by the loop_from_source parameter in bellman_ford, was part of an experimental feature with some edge cases that could cause found opportunities to be incorrect. It has been removed from the project in the dev branch (the most up-to-date version of peregrine) because of this.

For each currency y in an opportunity, the opportunity can be looped through starting at y and ending at y. If a found opportunity contains any currency y, then you can loop through the opportunity starting and ending at y.

For the functionality you are requesting, where you start at some currency x, enter the opportunity at y, loop through to y, and end with currency z, there are several different ways to accomplish this, at least one of is an open research question. Feel free to research this if you want, but I currently do not have the time to implement such functionality. Also, I do not believe it aligns with the goal of this project, finding, not executing opportunities so I am closing the issue.