Struct ArbitrageScanner 

pub struct ArbitrageScanner;

Scans market data for cross-market and triangular arbitrage opportunities.

Example

use fin_primitives::arbitrage::ArbitrageScanner;
use std::collections::HashMap;

let mut markets: HashMap<String, HashMap<String, f64>> = HashMap::new();
let mut nyse = HashMap::new();
nyse.insert("AAPL".to_string(), 150.00_f64);
markets.insert("NYSE".to_string(), nyse);
let mut nasdaq = HashMap::new();
nasdaq.insert("AAPL".to_string(), 150.50_f64);
markets.insert("NASDAQ".to_string(), nasdaq);

let opps = ArbitrageScanner::scan_cross_market(&markets);
assert!(!opps.is_empty());

Implementations

impl ArbitrageScanner

pub fn scan_cross_market( markets: &HashMap<String, HashMap<String, f64>>, ) -> Vec<ArbitrageOpportunity>

Find same-asset price discrepancies across markets.

markets maps market name -> (symbol -> price). Returns one ArbitrageOpportunity per (asset, buy_market, sell_market) triple where a positive spread exists.

pub fn scan_triangular(rates: &HashMap<String, f64>) -> Vec<TriangularArb>

Scan for triangular arbitrage given a map of “A/B” -> rate.

Enumerates all currency triples present in the rate map and returns those with a product > 1.0 (profitable cycle).

pub fn filter_by_min_profit( opps: Vec<ArbitrageOpportunity>, min_bps: f64, ) -> Vec<ArbitrageOpportunity>

Filter opportunities to only those with spread >= min_bps.

pub fn rank_by_confidence(opps: &mut Vec<ArbitrageOpportunity>)

Sort opportunities descending by confidence score (in-place).