zai-ac/scalpl

MAN THE FO'CSLE

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#8 opened on Oct 8, 2024

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enhancementgood first issuehelp wantedquestion

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Description

from Slack conversations:

failing other suggestions, my inclination is:

  1. sort all markets by increasing fees, then iterate from lowest fee upwards;
  2. sort within each fee tier by volume, discarding low-volume tail of quiet markets;
  3. once the pool is narrowed down sufficiently, subscribe to websocket feed of trades;
  4. estimate profitability, winner gets announced once per day

this is all without actually moving money, only listening to the data; then maybe once per week, ... decide whether any of the daily winners seem lucrative enough to justify LPing some dubious market

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