An implementation of a max-plus tropical algebra based algorithm for finding the best exchange rate arbitrage opportunities among n "currencies", that requires O(n⁴) time on the real RAM, where additions and comparisons of reals are unit cost.

The well-known trick of exponentiation by squaring can be used to improve the complexity to O(n³log n).

The running time can be further improved to n⁴/2ˡᵒᵍ ͩ ⁿ for some positive d.

Running

Ensure the latest version of Ammonite is installed, then run

$ amm arbitrageur.sc

in your console to see the usage message, or run the arbitrageur script passing it the URL of an exchange rate provider that returns rates as a JSON object with "currency code" pairs joined through the _ character as the names and the rates as the values, e.g.:

{
  "QUATLOOS_GOLDPRESSEDLATINUM": 0.0072973525628,
  "GOLDPRESSEDLATINUM_QUATLOOS": 1.570359992057584240145136,
  "NUYEN_EURODOLLAR": 2.718281828459045235360287471352662497757247093,
  "FLANIANPOBBLEBEAD_FLANIANPOBBLEBEAD": 1.0
}

Type, for example,

$ amm arbitrageur.sc https://fx.priceonomics.com/v1/rates/

to hit the ground running.