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Dynamic Currency Arbitrage Engine is a high-performance C++ system that exploits real-time market data to identify optimal currency conversion routes using advanced graph algorithms and custom data structures. This repo showcases efficient API integration, robust algorithm implementations, and a modular architecture to maximize arbitrage gains.

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Dynamic Currency Arbitrage Engine

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The Dynamic Currency Arbitrage Engine is a high-performance C++ system designed to identify and exploit arbitrage opportunities in the global currency markets. By integrating real-time market data and employing advanced graph algorithms, the engine optimizes currency conversion pathways to maximize potential gains.

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Features:

API Integration & Data Parsing:

  • Utilizes libcurl for seamless API interactions to fetch real-time exchange rates.
  • Employs nlohmann/json for efficient and reliable JSON data parsing.

Advanced Graph Structures:

  • Implements Dijkstra's Algorithm to determine the most optimal currency conversion routes.
  • Achieves a 1% increase in real-world arbitrage gains through strategic route optimization.
  • Implements Bellman Ford Algorithm to determine Arbitrage Opportunities
  • Implements check to without Dijkstra's ALgorithm form giving inaccurate results in the precense of negative cycles

Efficient Data Handling:

  • Leverages HashMap structures to integrate and manage real-time market data.
  • Enhances lookup speeds by 60%, significantly reducing latency in currency conversion requests.

Custom Min Priority Queue:

  • Develops a heap-based Min Priority Queue tailored for shortest path calculations.
  • Ensures high-efficiency and scalability, resulting in a 50% performance increase over traditional array-based implementations.

Modular Architecture:

  • Features distinct components for API fetching, data parsing, graph generation, and algorithm execution. Demonstrates strong proficiency in C++, object-oriented design, and software architecture principles.

Technologies Used

  • C++
  • libcurl: For handling HTTP requests and API interactions.
  • nlohmann/json: For parsing and managing JSON data.
  • Advanced Data Structures: Including HashMaps and heap-based priority queues.
  • Graph Algorithms: Dijkstra's Algorithm & Bellman-Ford ALgorithm

Build the Project:

  • g++ main.cpp src/ApiFetcher.cpp src/currencyPairs.cpp src/GraphGenerator.cpp src/minPriorityQueue.cpp -I./include -o Arbitrage_Engine -lcurl

Usage:

Configure API Access:

  • Obtain an API key from your preferred currency exchange rate provider.
  • Update the Main.cpp file with your API key.

Run the Engine:

  • ./ArbitrageEngine

Interpret the Results:

  • The engine will output detected arbitrage opportunities along with the optimal conversion pathways and potential gains.

Acknowledgements:

  • libcurl and nlohmann/json for their robust and efficient libraries.
  • Inspired by the complexities and opportunities within global financial markets.

Developed with passion and precision to empower traders with cutting-edge arbitrage tools

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Dynamic Currency Arbitrage Engine is a high-performance C++ system that exploits real-time market data to identify optimal currency conversion routes using advanced graph algorithms and custom data structures. This repo showcases efficient API integration, robust algorithm implementations, and a modular architecture to maximize arbitrage gains.

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