Bitcoin and everything associated with it. The home of cryptomaniacs and their adversaries. - page 112

 
hrenfx:

Well, here's a small arbitration story - 50 seconds (it's been a lot longer, I just don't want to mess around with the logs):

  1. Length ~ 2 seconds.
  2. Length ~ 3 seconds.
  3. Length ~ 3 seconds.
  4. Length ~ 9 seconds.
  5. Length ~ 7 seconds.
  6. Length ~ 4 seconds.
  7. Length ~ 1 second.
  8. Length ~ 1 second.

Red - synthetic spread (BTCUSD), blue - real spread (BTCUSD). All prices are already marked up with 0.25% commission. Real data. I do not want to trade!

P.S. What will be when BTC-E will add more FOREX....

I don't know what will happen when they add FOREX to BTC-E.

when i was getting my status, last few hours btc-e was ddosing, mt is lagging a lot.

i will take the longest situation: 9 sec.

NMCUSD / NMCBTC vs LTCUSD / LTCBTC 2% комсы 

у тебя спред 1 бакс, да даже если 2 то комсу не перекрывает

 
sanyooooook:

I'll believe the real deal, in theory, I've flown to Mars too.

I don't care. Consider that I wrote for myself.

P.S. Read carefully:

All prices are already marked up with a commission of 0.25%.

 
hrenfx:
I do not care. I have to use it for my own purposes.

I did not check the new arbitrage because I saw before that all arbitrage is blocked from the exchange, I have seen what you found without it.

By the way originally I used your script TradeArbitrage, but for me it was too much and I checked it with my own method

+ I have also got a good idea to use your script as a reference for the market.

 
hrenfx:

I don't care. Consider that I wrote for myself.

P.S. Read carefully:

so comsa 0.5

ZS: That is, if you add another 0.25% to what you found right ate all the profits

 
as far as i understand the spread is 1 quid at bid price
272.3108

comma (take 1% for 2 trades) we get 2.723108,

and ask

271.2705

kmsa 1% = 2.712705

 

The commission is 0.25% per side. And that is exactly what is taken into account. Moreover, when opening on synthetic BTCUSD, a double commission is paid.

The calculations take all this into account. Generally speaking, seeing arbitrage is just a reason to say that it can be traded virtually risk-free.

However, arbitrage trading itself is a completely different kind of trading from the standard understanding, directly intersecting with agrarian technologies.

To describe it, you would have to do a pretty good post in lyknobes. By the way, I don't know anyone at all who trades arbitrage on a high level. Everyone I have come across does it very primitively, including hedge funds with investment banks.

Liquidity, indeed, is not shown in the logs. To load it also is sadomaso on this resource. A lot of the liquids posts fit in well with how high-level arbitrage is constructed. But you have to really get into it to begin to understand - without any snark I say. Just a fact.

 
hrenfx:

The commission is 0.25% per side. And that is exactly what is taken into account. Moreover, when opening on synthetic BTCUSD, double commission is paid.


No, explain, per transaction (round, opening-closing) it is 0.5%, only for opening or only for closing 0.25

it turns out for one side should be charged 1% commission

in your calculations you have to take 1% or 0.5% for a side (2 trades at 2 pairs, one for each)?

 
sanyooooook:

No, explain, per transaction (circle, opening-closing) it is 0.5%, only for opening or only for closing 0.25

it turns out for one side should be charged 1%

in your calculations you have to take 1% per side (2 trades at 2 pairs, one for each) or 0.5%?

This question is about the notion of marcap, which is given in the lib. If you want to discuss this, there is a thread for that.
 
hrenfx:
This question is about the notion of marcap, which is given in the libretto. If you want to discuss liquiquorice, there's a topic for that.

I'm not going to bring up the lyknobraze, or else someone's head will explode again.)

Just tell us how many commissions per position and that's it.

 
sanyooooook:

I'm not going to give a lecture or someone's head will explode again.)

Just tell me how many commissions per position and that's it.

I can't explain in one line. Strange desire to limit yourself to learn something, because of the hypothetical ban in no way justified. Moreover, I do not know how my deleted (not banned) account suddenly resurrected.
Reason: