Skip to content
#

linear-programming

Here are 273 public repositories matching this topic...

A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the optimal trading amount for each pair in the path given flexible constraints, and execute trades with multi-threading implemenation.

  • Updated Sep 3, 2019
  • Python

Improve this page

Add a description, image, and links to the linear-programming topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the linear-programming topic, visit your repo's landing page and select "manage topics."

Learn more