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wsarbi

CryptoCurrency arbitrage notes

Unified Orderbook

Imbalance Measurement

Specify existing balances

  • Gives total plan, multi-exchange execution

Assume maximum balance, calculate per exchange

  • Gives plans for each exchange, but only one is executable (makes others invalid)
  • Indicates which exchanges are optimal
wsarbi.txt · Last modified: 2016/06/25 11:25 (external edit)