removed the percentage change that doesn't make sense

README.md

@@ -34,9 +34,9 @@ Example output on Binance:
 ```
 -------------------------------------------
 New 2.35% binance opportunity:
-1. SELL USD to EUR at 0.85000 (-17.65%)
-2. BUY EUR to GBP at 1.10000 (+10.00%)
-3. SELL GBP to USD at 1.30000 (+30.00%)
+1. SELL USD to EUR at 0.85000
+2. BUY EUR to GBP at 1.1000
+3. SELL GBP to USD at 1.30000
 -------------------------------------------
 ```
 

main.py

@@ -39,13 +39,12 @@ def get_order_side(opportunity: detector.ShortTicker):
             # Format the output as below (example):
             #   -------------------------------------------
             # New 2.35% binance opportunity:
-            # 1. SELL USD to EUR at 0.85000 (-17.65%)
-            # 2. BUY EUR to GBP at 1.10000 (+10.00%)
-            # 3. SELL GBP to USD at 1.30000 (+30.00%)
+            # 1. SELL USD to EUR at 0.85000
+            # 2. BUY EUR to GBP at 1.10000
+            # 3. SELL GBP to USD at 1.30000
             # -------------------------------------------
-            percentage_change = (opportunity.last_price - 1) * 100 if opportunity.reversed else (1 - 1 / opportunity.last_price) * 100
             order_side = get_order_side(opportunity)
-            print(f"{i+1}. {order_side} {base_currency} to {quote_currency} at {opportunity.last_price:.5f} ({'+' if percentage_change > 0 else ''}{percentage_change:.2f}%)")
+            print(f"{i+1}. {order_side} {base_currency} to {quote_currency} at {opportunity.last_price:.5f})")
         print("-------------------------------------------")
     else:
         print("No opportunity detected")

triangular_arbitrage/detector.py

@@ -44,7 +44,6 @@ def get_last_prices(exchange_time, tickers, ignored_symbols, whitelisted_symbols
            and (whitelisted_symbols is None or str(get_symbol_from_key(key)) in whitelisted_symbols)
     ]
 
-
 def get_best_opportunity(tickers: List[ShortTicker]) -> Tuple[List[ShortTicker], float]:
     # Build a directed graph of currencies
     graph = nx.DiGraph()
@@ -57,33 +56,32 @@ def get_best_opportunity(tickers: List[ShortTicker]) -> Tuple[List[ShortTicker],
                                               1 / ticker.last_price, reversed=True))
 
     best_profit = 0
-    best_triplet = None
+    best_cycle = None
 
+    # Find all cycles in the graph (not just len = 3)
     for cycle in nx.simple_cycles(graph):
-        if len(cycle) != 3:
-            continue
-
-        a, b, c = cycle
-        a_to_b = graph[a][b]['ticker']
-        b_to_c = graph[b][c]['ticker']
-        c_to_a = graph[c][a]['ticker']
+        profit = 1
+        tickers_in_cycle = []
 
-        profit = a_to_b.last_price * b_to_c.last_price * c_to_a.last_price
+        # Calculate the profits along the cycle
+        for i, base in enumerate(cycle):
+            quote = cycle[(i + 1) % len(cycle)]  # Wrap around to complete the cycle
+            ticker = graph[base][quote]['ticker']
+            tickers_in_cycle.append(ticker)
+            profit *= ticker.last_price
 
         if profit > best_profit:
             best_profit = profit
-            best_triplet = [a_to_b, b_to_c, c_to_a]
-
-    if best_triplet is not None:
-        # restore original symbols for reversed pairs
-        best_triplet = [
-            ShortTicker(symbols.Symbol(f"{triplet.symbol.quote}/{triplet.symbol.base}"), triplet.last_price,
-                        reversed=True)
-            if triplet.reversed else triplet
-            for triplet in best_triplet
+            best_cycle = tickers_in_cycle
+
+    if best_cycle is not None:
+        best_cycle = [
+            ShortTicker(symbols.Symbol(f"{ticker.symbol.quote}/{ticker.symbol.base}"), ticker.last_price, reversed=True)
+            if ticker.reversed else ticker
+            for ticker in best_cycle
         ]
 
-    return best_triplet, best_profit
+    return best_cycle, best_profit
 
 
 async def get_exchange_data(exchange_name):
@@ -104,4 +102,4 @@ async def get_exchange_last_prices(exchange_name, ignored_symbols, whitelisted_s
 async def run_detection(exchange_name, ignored_symbols=None, whitelisted_symbols=None):
     last_prices = await get_exchange_last_prices(exchange_name, ignored_symbols or [], whitelisted_symbols)
     best_opportunity, best_profit = get_best_opportunity(last_prices)
-    return best_opportunity, best_profit
+    return best_opportunity, best_profit