This tool is an attempt at planning short-term arbitrage deals of currency in Path of Exile.
Via poe.trade one can look for currently offered currency conversion rates of other players. By indexing these conversion rates, it should be possible to find a perfect chain of conversions between two preselected currencies that yields the most arbitrage value at that point in time.
This data can be modeled as a graph where the currently available conversion rates are single edges between nodes (currencies). Basically, this is the kind of data trade websites such as poe.trade show already.
Given a currency, circular paths of arbitrary length can be found within that graph that
describe different ways to trade the currency for different currencies x times until
trading back for the starting currency. Each of these paths yields one of the following
outcomes:
- You have the same amount than before
- You have less than before
- You have more than before
Comparing different paths up to an arbitrary depth results in an answer to the question in which succession currencies have to be traded to yield different profits/losses.
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Exchange rates might not be online for long enough to complete complex transaction chains
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The supply/demand of both parties limits the number of paths that can be taken throughout the graph without collecting excess currency or investing additional currency to make up for the difference in trading volume between the parties.
The simplest model assumes that at each step in the conversion chain the user is able to convert all currency that was acquired in the previous step
See here.
See todo.org (beware of org-mode format from Emacs :)) for ideas, future features, etc. Feel free to send me any feedback, either via email or PR.
pip install -r requirements.txt
PYTHONPATH=$(pwd) python src/main.py starts an example script that prints out all
profitable trade sequences from currency x back to currency x, given a list of
tradeable currencies.
PYTHONPATH=$(pwd) py.test tests/**