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Arbitrage is detected and never quantified

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@josh8102 がすでに取り組んでいます。

2026年10月16日 から。

  • #469 @sparkysolutions10-pixel による — オープン
  • #485 @josh8102 による — オープン

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説明

area:pricing difficulty:intermediate epic:analytics help wanted points:150 Stellar Wave
Background

src/alerts/arbitrage.ts fires when venues disagree. It says nothing about whether the gap is worth taking — and a spread smaller than the fees and slippage of closing it is not an opportunity, it is noise.

What to build
  • Net the gross spread against both legs' fees and the slippage at the size that would close it.
  • Report the size at which the opportunity disappears.
  • Alerts only on net-positive gaps, with the arithmetic in the payload.
Acceptance criteria
  • Gross and net spreads both reported
  • The break-even size is computed
  • Alerts fire on net, not gross
  • A test covers a gross-positive, net-negative case

Drips Wave · Complexity: Intermediate · 150 points

Repo: Divinity-Labs/Lens. Node + Fastify + Prisma + Postgres. Tests are vitest (npm test), not jest — jest against this repo fails every file and tells you nothing.

?network= is not optional on a new route. Every row carries a network and the indexes lead with it. Read req.network ?? activeNetwork, filter on it, echo it in the response, and declare the parameter in openapi.yaml. tests/openapi.test.ts boots the server and fails if a registered route is missing from the spec.

A number without provenance is not an answer. Every figure this batch adds must carry what it was computed from: which venues, how many samples, how fresh. The point of Lens is that its numbers can be checked.

Never elide a contract id or an issuer. Take addresses from the protocol's own documentation and write them whole. A sibling repo's issue wrote CD2W5LUR…XZ4L and five contributors invented plausible contract ids to fill the gap.

Say when you cannot answer. An asset with no liquidity, a pair with one venue, a window with a gap — each has an honest answer that is not zero and not a 500. Zero is a number people act on.

Required: Before submitting, join the contributor Telegram so your work can be tracked and counted toward the Stellar Wave: https://t.me/+fxHXq8f1SwlkZDBk

主要言語
TypeScript
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71
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マージ済み PR（30日）
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