arbitrage.py 文件源码

def find_routes(primaries, currencies, pairs):
    """
    Find all permutations of trade routes for pairs
    """
    discovered = []
    for c in currencies:

        for p in permutations(c, 3):

            # We want to end with the beginning currency
            p = p + (p[0],)

            if not p in discovered and \
               has_two_primary(primaries, p) and \
               valid_pairs(pairs, p):

                discovered.append(p)

                yield p