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Published 20 hours ago • verified publisher icon gferrin

revenue's

Open unknown1337 opened this issue 11 years ago • 1 comments

The work you did looks amazing!

How is the script working for you at this moment? Are you able to get profits?

Thanks!

unknown1337 avatar Dec 27 '13 22:12 unknown1337

This version does not run, and needs a good deal of fixing up. There are really just two problems that need addressing. Currently the graph does not factor fees into the edge weights correctly

http://math.stackexchange.com/questions/408130/factoring-a-constant-into-a-graphs-edge-weights-for-triangular-arbitrage

and also the program currently assumes that all the fee's for each currency are the same, but it turns out they're not. The main reason I stopped working on it was because the profits were so small but I still estimate a properly running program stands to make about 3k/year on BTC-e doing triangular arbitrage. Though there is a chance that during periods of high turbulence you would be able to make a lot more. Also they've added a good number of new currencies, so that might have changed it a bit too, though this program would still run.

I've isolated the graph into an npm module if you plan on writing a similar program in node.js https://github.com/gferrin/bellman-ford

Anyway I hope you find the code useful.

gferrin avatar Dec 27 '13 22:12 gferrin