Inspiration

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

modularly

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)

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