Advanced real-time market topology, multi-exchange spatial arbitrage matrices, and Python-driven backtesting environment. Execute with absolute precision.
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Microsecond precision orderflow mapping and liquidity stream visualization.
Real-time buyer/seller dominance indexing.
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def calculate_arbitrage_spread(data, pair):
ask = data['binance'][pair]['ask']
bid = data['kraken'][pair]['bid']
spread = ((bid - ask) / ask) * 100
if spread > 0.15:
return ExecuteOrder(side='BUY', volume=1.5)
return None