ArbitrageSimulator

What it is

• This code simulates automated currency trading and spotting arbitrage opportunity
• This code has 4 components, 1 executor(client) and 3 liquidity providers(trading platform)

How it works

• This code utilizes java's socket programming and have client subscribe to data from liquidity providers and send trade request to liquidity provider
• Each liquidity provider provides ticker every second and has different ttl for the tickers
• Client will use a trading strategy to get the liquidity provider to buy and sell from to gain profit

How to use

• Comile everything with javac *.java
• Run bloomberg, reuters and ebs first with the command java <liquidity_provider> <dataset_folder>
• Run executor with the command java Executor

Future improvements

• Code can be made to adhere better to OOP principles, certain code can still be abstracted out. Liquidity provider servers can have an interface to be implemented from
• Expand so that it can include multiple currencies
• Improve trading strategy to take ttl into account when making trades
• Improve trading strategy to return multiple currency pairs at a time