wardbradt/peregrine

average price v.s. best price

yurenji opened this issue · 2 comments

The algorithm is using the best bid and best ask as input to the graph. However, for most coins, their price is much lower than BTC/ETH, thus the actual filled price will differ from the best bid/ask.

Any plan to support average price rather than best price?

I had been busy the past few months with work but I will be adding this feature to the project. It will be first developed in the dev branch. To clarify, you do mean the average of the best bid and ask, correct?

LPX55 commented

@wardbradt do add to his question, does the script, for example use the ask or bid price to find arbitrage opportunities for single exchange multi-currencies?