Arbitrage Detection - Algorithm by Aluxian

No algorithm description given

Consider a market for financial transactions that is based on trading commodities. The table below shows conversion rates among currencies. USD 1 0.741 0.657 1.061 1.005 EUR 1.349 1 0.888 1.433 1.366 GBP 1.521 1.126 1 1.614 1.538 CHF 0.942 0.698 0.619 1 0.953 CAD 0.995 0.732 0.650 1.049 1 The table has one line per currency, giving its name followed by the conversion rates to the other currencies. An arbitrage opportunity is a directed cycle such that the product of the exchange rates is greater than one. For example, our table says that 1,000 U.S. dollars will buy 1,000.00 × .741 = 741 euros, then we can buy 741 × 1.366 = 1,012.206 Canadian dollars with our euros, and finally, 1,012.206 × .995 = 1,007.14497 U.S. dollars with our Canadian dollars, a 7.14497-dollar profit! Output: a list of solutions, where each solution has the following fields: - amounts: how much 1 unit of the first currency is worth in the others (the ones in the ' currencies' field) - currencies: the currency conversions - profit: the amount of profit in the first currency - ratio: the profit ratio

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For additional details on how pricing works, see Algorithmia pricing.

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This algorithm has Internet access. This is necessary for algorithms that rely on external services, however it also implies that this algorithm is able to send your input data outside of the Algorithmia platform.

To understand more about how algorithm permissions work, see the permissions documentation.

1. Type your input

2. See the result

Running algorithm...

curl -X POST -d '{{input | formatInput:"curl"}}' -H 'Content-Type: application/json' -H 'Authorization: Simple YOUR_API_KEY' https://api.algorithmia.com/v1/algo/Aluxian/ArbitrageDetection/0.1.0

View cURL Docs

algo auth
# Enter API Key: YOUR_API_KEY
algo run algo://Aluxian/ArbitrageDetection/0.1.0 -d '{{input | formatInput:"cli"}}'

View CLI Docs

import (
  algorithmia "github.com/algorithmiaio/algorithmia-go"
)

input := {{input | formatInput:"go"}}

var client = algorithmia.NewClient("YOUR_API_KEY", "")
algo, _ := client.Algo("algo://Aluxian/ArbitrageDetection/0.1.0")
resp, _ := algo.Pipe(input)
response := resp.(*algorithmia.AlgoResponse)
fmt.Println(response.Result)

View Go Docs

import com.algorithmia.*;
import com.algorithmia.algo.*;

String input = "{{input | formatInput:"java"}}";
AlgorithmiaClient client = Algorithmia.client("YOUR_API_KEY");
Algorithm algo = client.algo("algo://Aluxian/ArbitrageDetection/0.1.0");
AlgoResponse result = algo.pipeJson(input);
System.out.println(result.asJsonString());

View Java Docs

import com.algorithmia._
import com.algorithmia.algo._

val input = {{input | formatInput:"scala"}}
val client = Algorithmia.client("YOUR_API_KEY")
val algo = client.algo("algo://Aluxian/ArbitrageDetection/0.1.0")
val result = algo.pipeJson(input)
System.out.println(result.asJsonString)

View Scala Docs

var input = {{input | formatInput:"javascript"}};
Algorithmia.client("YOUR_API_KEY")
           .algo("algo://Aluxian/ArbitrageDetection/0.1.0")
           .pipe(input)
           .then(function(output) {
             console.log(output);
           });

View Javascript Docs

var input = {{input | formatInput:"javascript"}};
Algorithmia.client("YOUR_API_KEY")
           .algo("algo://Aluxian/ArbitrageDetection/0.1.0")
           .pipe(input)
           .then(function(response) {
             console.log(response.get());
           });

View NodeJS Docs

import Algorithmia

input = {{input | formatInput:"python"}}
client = Algorithmia.client('YOUR_API_KEY')
algo = client.algo('Aluxian/ArbitrageDetection/0.1.0')
print algo.pipe(input)

View Python Docs

library(algorithmia)

input <- {{input | formatInput:"r"}}
client <- getAlgorithmiaClient("YOUR_API_KEY")
algo <- client$algo("Aluxian/ArbitrageDetection/0.1.0")
result <- algo$pipe(input)$result
print(result)

View R Docs

require 'algorithmia'

input = {{input | formatInput:"ruby"}}
client = Algorithmia.client('YOUR_API_KEY')
algo = client.algo('Aluxian/ArbitrageDetection/0.1.0')
puts algo.pipe(input).result

View Ruby Docs

use algorithmia::Algorithmia;

let input = {{input | formatInput:"rust"}};
let client = Algorithmia::client("YOUR_API_KEY");
let algo = client.algo("Aluxian/ArbitrageDetection/0.1.0");
let response = algo.pipe(input);

View Rust Docs

import Algorithmia

let input = "{{input | formatInput:"swift"}}";
let client = Algorithmia.client(simpleKey: "YOUR_API_KEY")
let algo = client.algo(algoUri: "Aluxian/ArbitrageDetection/0.1.0") { resp, error in
  print(resp)
}

View Swift Docs

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