rweyant / arbitrage

locate arbitrage opportunities

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ARBITRAGE PROJECT

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This script currently looks at arbitrage opportunites between crypto-trade and BTC-e exchanges. More exchanges to be added. More currencies per exchange too -- this only includes a small sample of currencies offered by each exchange.

It uses a map algorithm/class to traverse all possible paths from input currency-exchange pair to output currency-exchange pair. It retrieves current exchange rates for all currencies listed and assumes a .2% fee per transaction.

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locate arbitrage opportunities


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