BTC OrderBook

This script gets a selection of orders from three exchanges (Coinbase, Gemini, and Kraken) given a quantity. It returns a selection of orders, the total price and total coins of said selection.

Getting Started

This script requires a python version of 3.8 or higher. Any earlier version will have breaking changes. A make file is provided to help you get started.

• make install will install python3.8 on your system
• make setup will create a virtual python environment and install all dependencies to run the script
• make run will run the script with default quantities

To run the script without make run you can type python3 coinroutes_challenge.py. You can add optional flags as well.

This script offers three flags

• -q to set a quantity
• -f to set a filename to read a json with exchange endpoints from
• -o to determine the most optimal selection of orders to buy or sell.

Notes

• This script defaults to a greedy order selection since it runs in O(n) worst case (where n is the number of orders) and O(k) average case where k<<n

• Refrain from using -o on an order book with more than 20 orders. The knapsack algorithm is used when the -o flag is set, and for really high orders, an optimal solution would be prohibitively expensive.