Saturday, February 25, 2023

"Synthetic" order books

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.' 


Synthetic order books: aren't.

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.

  1. ./vern will now use synthetic order books as well.
  2. ./vern will now consider the order books' volume to compute the best arbitration paths.

The aim: to make more arb-paths successful trades.

Infrastructure:

  1. ./vern now incorporates ./top_order_books to compute order book volumes to minimize trade-risk. 
  2. The synthetic order books are here. You see mostly @osmosiszone and @ComdexOfficial swap-pairs. 



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