Detecting arbitrage in bitcoin is particularly enticing because of the large amount of API support many of these cryptocurrency exchanges provide.
What it does
Returns a sequence of trades that would result in a very low risk profit.
How we built it
Challenges we ran into
Accomplishments that we're proud of
We are proud of the custom search algorithm we had to develop in order to find an optimal path given modeled exchange rates over time. Many search algorithms, such as Bellman-Ford and Dijkstra's, solve individual requirements, but there are no well known algorithms that solve a widest-path, time-sensitive search problem with multiple goal states.
What we learned
What's next for yaba (Yet Another Bitcoin Arbitrage)