Complete rewrite: institutional-grade triangular arbitrage engine

.github/workflows/ci.yml

@@ -1,40 +1,40 @@
-name: CI
-
-on:
-  push:
-    branches: [ main, master, develop ]
-  pull_request:
-    branches: [ main, master, develop ]
-
-permissions:
-  contents: read
-  pull-requests: read
-
-jobs:
-  test:
-    runs-on: ubuntu-latest
-    permissions:
-      contents: read
-      pull-requests: read
-    
-    steps:
-    - uses: actions/checkout@v4
-    
-    - name: Set up Python
-      uses: actions/setup-python@v5
-      with:
-        python-version: '3.x'
-    
-    - name: Install dependencies
-      run: |
-        python -m pip install --upgrade pip
-        pip install -r requirements.txt
-    
-    - name: Lint with flake8
-      continue-on-error: true
-      run: |
-        pip install flake8
-        # Stop the build if there are Python syntax errors or undefined names
-        flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics
-        # Exit-zero treats all errors as warnings
-        flake8 . --count --exit-zero --max-complexity=10 --max-line-length=127 --statistics
+name: CI
+
+on:
+  push:
+    branches: [main]
+  pull_request:
+    branches: [main]
+
+jobs:
+  lint-and-test:
+    runs-on: ubuntu-latest
+    strategy:
+      matrix:
+        python-version: ["3.11", "3.12"]
+
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Set up Python ${{ matrix.python-version }}
+        uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python-version }}
+
+      - name: Install dependencies
+        run: |
+          python -m pip install --upgrade pip
+          pip install -e ".[dev]"
+
+      - name: Lint with ruff
+        run: ruff check triangular_arb/ tests/
+
+      - name: Format check with ruff
+        run: ruff format --check triangular_arb/ tests/
+
+      - name: Type check with mypy
+        run: mypy triangular_arb/
+        continue-on-error: true  # Strict mypy on first pass
+
+      - name: Test with pytest
+        run: pytest tests/ -v --tb=short --cov=triangular_arb --cov-report=term-missing

.gitignore

@@ -1,129 +1,38 @@
-# Byte-compiled / optimized / DLL files
+# Python
 __pycache__/
 *.py[cod]
 *$py.class
-
-# C extensions
-*.so
-
-# Distribution / packaging
-.Python
-build/
-develop-eggs/
+*.egg-info/
 dist/
-downloads/
-eggs/
+build/
 .eggs/
-lib/
-lib64/
-parts/
-sdist/
-var/
-wheels/
-pip-wheel-metadata/
-share/python-wheels/
-*.egg-info/
-.installed.cfg
-*.egg
-MANIFEST
-
-# PyInstaller
-#  Usually these files are written by a python script from a template
-#  before PyInstaller builds the exe, so as to inject date/other infos into it.
-*.manifest
-*.spec
-
-# Installer logs
-pip-log.txt
-pip-delete-this-directory.txt
-
-# Unit test / coverage reports
-htmlcov/
-.tox/
-.nox/
-.coverage
-.coverage.*
-.cache
-nosetests.xml
-coverage.xml
-*.cover
-*.py,cover
-.hypothesis/
-.pytest_cache/
-
-# Translations
-*.mo
-*.pot
-
-# Django stuff:
-*.log
-local_settings.py
-db.sqlite3
-db.sqlite3-journal
-
-# Flask stuff:
-instance/
-.webassets-cache
 
-# Scrapy stuff:
-.scrapy
-
-# Sphinx documentation
-docs/_build/
-
-# PyBuilder
-target/
-
-# Jupyter Notebook
-.ipynb_checkpoints
-
-# IPython
-profile_default/
-ipython_config.py
-
-# pyenv
-.python-version
-
-# pipenv
-#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
-#   However, in case of collaboration, if having platform-specific dependencies or dependencies
-#   having no cross-platform support, pipenv may install dependencies that don't work, or not
-#   install all needed dependencies.
-#Pipfile.lock
-
-# PEP 582; used by e.g. github.com/David-OConnor/pyflow
-__pypackages__/
-
-# Celery stuff
-celerybeat-schedule
-celerybeat.pid
-
-# SageMath parsed files
-*.sage.py
-
-# Environments
-.env
-.venv
-env/
+# Virtual environments
+.venv/
 venv/
-ENV/
-env.bak/
-venv.bak/
+env/
 
-# Spyder project settings
-.spyderproject
-.spyproject
+# IDE
+.idea/
+.vscode/
+*.swp
+*.swo
 
-# Rope project settings
-.ropeproject
+# Config (never commit secrets)
+config.yaml
+*.pem
+*.key
 
-# mkdocs documentation
-/site
+# Runtime artifacts
+logs/
+*.log
 
-# mypy
+# Testing
+.coverage
+htmlcov/
+.pytest_cache/
 .mypy_cache/
-.dmypy.json
-dmypy.json
 
-# Pyre type checker
-.pyre/
+# OS
+.DS_Store
+Thumbs.db