Ken Huang
Ken Huang
I believe this is due to the overflow of big_m value in the setting. You can change the big_m value to maybe 1e+6 here https://github.com/hzjken/crypto-arbitrage-framework/blob/882049565d92bdab0c79da95ffe353594b6cc89c/crypto/amount_optimizer.py#L44 the bigM is just set...
Hi @jechaviz, Thank you for the suggestions and your continuous attention on this project, I will try improving this project and provide alternative solver option based on your suggestions later....
this issue seems like due to below function is returning None value: https://github.com/hzjken/crypto-arbitrage-framework/blob/882049565d92bdab0c79da95ffe353594b6cc89c/crypto/path_optimizer.py#L378-L389 You might need to have a check on this function using specific exchange names, it's possible that...