parallel-opportunities.js

wallet

class Edge {
  order: {
    placed: false,
    place: async function() {
      ...
      this.placed = true
      orderid = await cctx.placeOrder()
      do {
        status = await cctx.checkOrder(orderid)
      } while (status != FILLED)
      this.filled = true
    }
  }
}

c[0] = BTC, c[1] = XMR, c[2] = ETH
e[0] = Edge(c[0], c[1])
e[1] = Edge(c[1], c[2])
e[2] = Edge(c[2], c[0])
t = Triangle(e)

orders = map _.order e
prices = map _.price e
volumes = map _.volume e

v[0] = t.maxTradeVolume()
v[i] = prices[i - 1] * volumes[i - i], i in [1, 2, 3]

function exploit() {
  finished = all map _.filled orders

  function placeOrder(i) {
    if (order.placed) {
      return true
    }
    if (all $ map apply order[i].conditions) {
      return order.place()
    }
    return false
  }

  async function ready() {
    do {
      promises = map placeOrder [0, 1, 2]
      await Promise.race(promises)
    } while (!finished())
  }
  
  return ready()
}

order[0].conditions = []
order[1].conditions = [() => order[0].filled, () => wallet[c[1]] >= v[1]]
order[2].conditions = [() => order[1].filled, () => wallet[c[2]] >= v[2]]