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Specify requirements #1

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brasky opened this issue Jul 20, 2020 · 1 comment
Open

Specify requirements #1

brasky opened this issue Jul 20, 2020 · 1 comment

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@brasky
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brasky commented Jul 20, 2020

  • Support realtime (<30s delay from exchange to our site) triangle calculation
  • Display triangle volume/profitability in a digestible format.
  • Store market/triangle data such that it's useful for backtesting strategies and other research/analysis, like predictions.

Feel free to add more requirements as they come up

@brasky brasky created this issue from a note in TriArb Markets MVP (To do) Jul 20, 2020
@colinkimball
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colinkimball commented Jul 21, 2020

I think it would be interesting to have a charting application which would be fed by the database. You would be able to chart the profitability of a triangle over time and also overlay the underlying prices of the currencies to visually see how shifts in prices result in a triarb opportunity becoming more or less profitable.
I could probably put a proof of concept together using PowerBI and data pulled from the hitbtc script using data an hour's worth of data, to show what I mean

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