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octaltree avatar octaltree commented on August 10, 2024

#6 の話題ですがこちらもlimit1はBASE2の枚数でask2[0][0]がALT1枚あたりのBASE2の枚数だから
ALT枚数に換算すると1.1 * limit1 / ask2[0][0]とはなりませんか

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algori11 avatar algori11 commented on August 10, 2024

1.1は経験で適当に書いたものです。ask2[-1][0]で問題ないと思います。
ただ、三通貨アービトラージは実質的にはほとんど板の真上付近のものしか扱わないので、実質的にはあまり変わらないものかとは思います。

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octaltree avatar octaltree commented on August 10, 2024

そんなに気にしなくても大丈夫そうな感じなので気にしなくて大丈夫ですね.
ちゃんとやるなら指値の価格で量を換算になるんですかね.
解決しましたありがとうございます.

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