Ideas to improve arbitrage_config.json

[felipecaldas]

Hey @kelvinau

First of all, great work on this project. I only started yesterday on it as I am trying to gain more knowledge on triangular arbitrage and found your repo. Did you base your triangular algorithm on anything else? Like, for example, I've been looking at the Bellman-Ford algorithm to find the cheapest path, but that doesn't seem to be a good candidate for triangular arb.

I am looking at the json file mention in the subject and can see that we are basically "stuck" with BTC/LTC/ETH. It would be a good idea to try to expand this file, maybe to be an array of possible routes, so we can potentially explore more opportunities.

For example, if we were to run Bittrex's: https://bittrex.com/api/v1.1/public/getmarkets we would get all markets available there and we could then have a massive list of potential markets we can work with.

Is this something you're looking at, maybe?

Thanks and regards
Felipe

[kelvinau]

This is mentioned in #2 too. Checking multiple pairs will be a good enhancement, but it will take some times to redesign the structure and feed in the pairs.

For the algorithm, it is based on Bellman-Ford algorithm that I find the bid route and ask route starting here:

crypto-arbitrage/engines/triangular_arbitrage.py

Line 120 in 8796e06

bidRoute_result = (1 / responses[0].parsed['ask']['price']) \

Then compare and find the maximum possible profit.