This is from my arbitrage project. I need to find the best probability of where the client can buy and where he can sell to get maximum profits. For ex take a look at the below list [ %{id: BTC, name: "Binance", price: 100}, %{id: BTC, name: "VCC Exchange", price: 102}, %{id: BTC, name: "Coin…

Your example is giving the wrong values though, ZG would be the worse to buy since the price is highest there? Because you need them all, ordered and not only the lowest and highest I would imagine a custom reduce would be the best option for doing it on almost a single pass. I’ve added also other…

You can find the minimum and maximum values? You may want to look into the Enum.{min/max/min_by/max_by} funcitions

The core idea is to find each possible (buy, sell) pair, evaluate the profit, and then sort the results. Here’s a way to do it in SQL (based on my solution to this year’s Advent of Code day 1): WITH price_list (currency, market, price) AS (values ('BTC', 'Binance', 100), ('BTC', 'VCC Exchange', 10…

Arbitrage logic in Elixir

Questions & Help Questions

kokolegorille January 14, 2021, 8:51pm 2

oh, this look like a good fit to try Genetic Algorithms.