wsarbi
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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.1462211056.txt.gz · Last modified: 2024/01/31 04:08 (external edit)