@JulienHamilton (author at bottom of page), why would you share this with others? If arbitrage exists, there is not benefit to you allowing others to profit, as it eats into your profit. So what’s the reasoning behind releasing this?
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Also, if the author is interested in increasing market efficiency, but not in exposing themselves to the risk of being caught in a halfway position when an exchange breaks, it makes sense to release as FOSS. The target users would then be the exchanges themselves.