Complete rewrite: institutional-grade triangular arbitrage engine#6
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BREAKING: Full ground-up rewrite. Nothing from the old codebase survives. Architecture: - Immutable domain types with Decimal arithmetic (no floats for money) - Exchange adapter pattern (ABC) with Binance implementation - Graph-based triangle discovery (auto-adapts to new listings) - Order-book-aware profit evaluation with 3-leg fee compounding - Sequential tri-leg execution with best-effort rollback - Risk manager with circuit breakers and drawdown guards - Async event loop (asyncio, not threads) - Structured JSON logging via structlog - Pydantic-validated YAML config (fail-fast on invalid config) Testing & CI: - 24 unit tests covering discovery, evaluation, risk, and types - ruff linting (zero warnings) - mypy strict type checking - GitHub Actions CI on Python 3.9+ Removed: - 700-line God class (Model) - Monetization/subscription/payment/license system - ML predictor, dashboard, API server - Hardcoded token lists - Python files as config - Text file logging - Floating-point financial math - Thread-based concurrency - 29 unnecessary dependencies (torch, sklearn, flask, stripe, etc.)
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Complete Ground-Up Rewrite
8,669 lines deleted. 2,445 lines written. Zero compromises.
This is a complete rewrite of the triangular arbitrage engine, built from scratch with institutional-grade engineering practices.
What Changed
Model)Decimalarithmetic everywherethreading.Threadconcurrencyasyncioevent looplogs.txtfile appendingArchitecture
Key Design Decisions
Test Results