The @TeamKujira FIN order books have a problem. There are too many order books with hardly any volume. How do solve this problem?
I am introducing the concept of 'synthetic order books.'
They are usually LPs on, e.g.: Osmosis, Comdex, or Terra.
To this end, I am modifying ./vern, my main man, ./vern in two significant ways.
- ./vern will now use synthetic order books as well.
- ./vern will now consider the order books' volume to compute the best arbitration paths.
The aim: to make more arb-paths successful trades.
Infrastructure:
- ./vern now incorporates ./top_order_books to compute order book volumes to minimize trade-risk.
- The synthetic order books are here. You see mostly @osmosiszone and @ComdexOfficial swap-pairs.
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