Crypto Triangular Arbitration

(supposed to be) A very fast cross-currency arbitration bot.

Overview

This is probably the one and most competitive scheme to exist.
You are running sub-second trades for mere cents of profits, but thousands of times a day.

Technical Summary

Hundreds of gigabytes of data (100000000000 bytes) to be handled every day, thousands of websocket messages to parse every second, tens of orders to place every second - it needs to be very optimized.

Experience

  • Learnt all sots of optimizations and algorithms in programming
  • Improved socket programming skills
  • Improved my math!
  • Learnt various data structures and benchmarks

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