All Projects → gferrin → triangular-arbitrage

gferrin / triangular-arbitrage

Licence: other
Triangular arbitrage implementation for BTC-e BitCoin exchange.

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This is a program which takes advantage of triangular arbitrage opertunities on the BTC-E bitcoin exchange

to get started do

> npm install

and then build the binarys

> node-gyp configure build

and run with

> node triangle.js

be sure to be using v0.8.5 of node or it likely wont work

Description

This program makes use of the bellman-ford algorithm to find negative weight cycles in a weigted graph where each currency is a node in the graph and each edge weight is the invese of the transaction cost.

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