Arby 1.0 is a Triangular Arbitrage aggregator with support for crypto exchanges(surface arbitrage opportunities)
THE ALGORITHM (high level):
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STEP 0: The Algorithm sorts the price ticker to compile a list of unique arbitrage pairs then goes on to save this data. the output is an array of unique pairs similar to the data below [{BTCETH, BTCUSDT, USDT_ETH},...].
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STEP 1: Get the latest prices for each pair in the returned array from step-0 and pretend-trade the orderbook of pairs checking for positive values which are returned to the user.
Triangular Arbitrage explained ==> https://academy.binance.com/en/articles/what-is-triangular-arbitrage-and-how-to-use-it
DESIGN CHOICES:
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I opted to skip the STEP-0 by hosting the the returned data for each exchange on AWS S3, this enables the Arby focus on getting latest prices and calculating arbitrage opportunities
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I implementated 0Auth authentication for an easy onboarding process
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I chose Redoc API over swagger UI documentatin just because it looks better 😎
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Implemented a throttle of 50 API calls /day just because i can 💪
LESSONS FROM PROJECT:
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Better my understanding of working with APIs
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Enhance my knowledge of django Rest Framework and it's API documentation processes
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Utilization of AWS s3 buckets
