New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

arbitrage_depth_opportunity have a problem #30

Open

hpsoar opened this issue Dec 13, 2013 · 0 comments

hpsoar commented Dec 13, 2013

if the amount of lowest i asks have already exceeds the amount of all the candidate bids, eg. N.

which is amount(market1_ask0, market2_aski) >= amount(market2_bid0, market2_bidN)

there's no need to consider the (i + 1, M) range in market1_asks

with this change, the returned final buyprice can be different

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment