u/not_69lover

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I'm a 2nd year CS student building a real-time crypto/forex arbitrage detection engine as a learning project.

The core idea is to model currencies as a graph and use Bellman-Ford to detect profitable cycles. I'll also account for trading fees, spreads, and slippage. Its a earning project, nothing like overnight money printing bot.  

Before I go too far, I'd love to hear from people who have actually built or worked with trading systems.

What problems did you run into that aren't obvious from tutorials or research papers?

Things like:

• Transfer costs
• Latency
• Liquidity
• Anything that made a seemingly profitable opportunity impossible to execute

I'd like to incorporate as many real-world constraints as possible into the project, so I'd really appreciate any lessons or horror stories.