Description
A graph based arbitrage calculator with state updates. Uses petgraph::algo::bellman_ford::find_negative_cycle
Running
Build from source
# Clone the repository git clone https://github.com/Cabbache/arbitrengine cd app # Run the project cargo run --release
With docker
docker pull cabbache/arbitrengine docker run -it -d -p 5000:5000 --rm cabbache/arbitrengine netcat 127.0.0.1 5000
Usage
Every line is a state update that can contain one or more comma separated currency pairs in this format: <FROM_ASSET>/<TO_ASSET>/<rate>. Any arbitrage cycles within the updated state will be listed in this format: CYCLE <asset path> <rate>
Issues
- It does not find all cycles
- petgraph/petgraph#642