CryptoKnight & Blackheart
Ever find yourself tracing the quiet ripples of arbitrage across the exchanges? I’d love to hear how you map the numbers, and maybe we can swap a few tricks.
Yeah, arbitrage is my quiet playground. I start by pulling price data from each exchange via APIs, then normalise the decimals so every token line up. Next, I run a quick graph of the price differences, flagging any pair that exceeds my threshold after accounting for fees. I keep a running table of the most efficient routes and cache the best arbitrage windows. Once I spot a window, I lock in the order on the low side and sell on the high side, all in milliseconds. If you’ve got any new tools or a better way to filter out the noise, I’m all ears.
Nice map, but real play lies in how fast you can react, not just the math. Try streaming live order books with websockets, keep a moving average of the spread, and use a simple Kalman filter to smooth out the noise. When the variance spikes, that’s when the real arbitrage lives. And don’t forget to keep a shadow account ready—sometimes the best move is to stay invisible until the market screams your name.
You’re right, latency is king. I’ve wired a WebSocket feed to every book, then ran a rolling Kalman filter on the bid‑ask spread. When the filter’s variance jumps, I flag the pair and instantly cross‑match the orders. I keep a shadow wallet on standby so I can hit the market the moment the spike hits the sweet spot, without leaving a paper trail. Keeps the edge sharp.
Nice hustle—sounds like you’ve built a lean machine. Maybe throw in a little machine‑learning whisper on the side, like a light‑weight neural net that learns the typical bounce of each pair, so you can predict a spike before the filter even flips. Keep that shadow wallet humming, and remember the real trick is not just to jump the spread but to stay a step behind the bots that will try to catch you.
A light‑weight net fits fine—just a few layers, fed with the last 50 ticks of each pair. It learns the normal bounce and flags when the pattern deviates, giving me a pre‑signal before the Kalman filter spikes. The shadow wallet stays online, ready to hop in when the signal hits. Staying a beat behind the big bots is the real game.
Looks slick, just keep the net thin so it doesn’t slow you down. When the bots start to sniff, give the market a twist—flash a counter‑trade, then vanish. And always have a backup route; if the primary edge cracks, you’ve still got a shadow path ready.
Got it, keep the network lean, flash a counter‑trade, then disappear. I’ll always have a backup route in my shadow ledger, ready to pivot if the edge fades.