Introduction
In the previous article in the small trader alpha series, we walked through a taker strategy quite broadly. Now, we will dive into the implementation details of that providing the *FULL* code for a perpetual arbitrage scanner in Rust that can be put into production.
This article will explain the code, but the appendix will contain the entire code which can easily be copy-pasted. This is the easiest method instead of everyone having to email me for access to a GitHub. In making this project, we were also able to contribute to barter-rs, an open-source project similar to CCXT but for Rust.
This code is presented with the intention that the comments and naming should be self-documenting. Thus, it is up to the reader to build that understanding of how it works by reading it. This is a simple expectation I hope.