Hybrid Genetic Algorithm for Optimal User Order Routing (Publication Package)

This repo contains the paper source/PDF, benchmark instances, result JSONs, and scripts to (re)generate figures from provided results. Solver implementation is intentionally excluded.

Reproduce Figures

• Requirements: Node.js >= 18
• Install dev deps: npm install
• Generate figures (uses local benchmarks by default): npm run figures
  • Output: arxiv_submission/figures/*.svg (PNG converted for LaTeX if converter available)
  • Aggregates: benchmarks/results/{aggregate.json,latency_summary.json}
  • To use an external benchmark repo (e.g., /Users/mitch/arbitrage-bot/benchmarks), either:
    • Set ALPHA_BENCHMARKS_DIR=/Users/mitch/arbitrage-bot/benchmarks and run the same command, or
    • Pass the results path explicitly:
      • npx ts-node scripts/bench/aggregate_results.ts /Users/mitch/arbitrage-bot/benchmarks/results/results.json benchmarks/results/aggregate.json
      • npx ts-node scripts/bench/plot_figures.ts /Users/mitch/arbitrage-bot/benchmarks/results/results.json arxiv_submission/figures

Paper

• Canonical PDF: arxiv_submission/hybrid_ga_mev_arxiv.pdf
• LaTeX source: arxiv_submission/hybrid_ga_mev_arxiv.tex

Data

• Instances: benchmarks/instances/*.json
• Results: benchmarks/results/results.json

License: MIT