Техническое задание
I want triangle arbitration for cryptocurrency. I need API adaptation for cryptocurrency exchanges.
I want to adapt triangle arbitration so the first leg entry is passive on the order book. The second legs must be automated and instant to the exact relevant amount to complete the creation of a synthetic pair. The transaction must only take place if the trade is in the money. I also would like the ability to change the distance the limit order is away from the best bid or ask and I want the ability to change the amount traded. I should be able to change the limit orders of the first leg if the market becomes more volatile.
I will buy or sell a synthetic currency pair if it becomes cheaper or more expensive than the original currency pair. I will be trading on exchange and not CFDs (later I want the option) or spread betting. Limit order should be adjustable that I can put them away from the market price if I choose to.
it has to be instant, as in automated as soon as the passive trade is traded. The passive order should react to every tick, for example if I want the limit order to be 5 ticks away from the best bid or offer then it should autocorrect.
The trade will only trade if it is in the money. Arbitration is risk free profit. I used to do this with RTS trading options. The trade only goes ahead if it is in the money. So either the synthetic pair or the original pair is cheaper and you buy the cheaper one and sell the expensive one instantly. You don't hold any positions for a long period. Can you do this?