Atomic Arbitrage: A Quantitative Study

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[2022-10-20T21:03:59.468482001Z] INFO:SOL:Private trade - pairName: SOL, exchangeName: ftx, instrumentName: SOL/USD, orderId: 192001508321, clientOrderId: 1666299657474, side: BUY, price: 28.02, quantity: 0.45, isMaker: 1
[2022-10-20T21:03:59.668631075Z] INFO:SOL:Private trade - pairName: SOL, exchangeName: ftx, instrumentName: SOL-PERP, orderId: 192001550395, clientOrderId: 1666299657485, side: SELL, price: 28.06, quantity: 0.45, isMaker: 0
time_seconds,price,size,is_buyer_maker
1666224002.092393,28.845,1.73,0
time_seconds,price,size,is_buyer_maker
1666299839.411387,28.0875,100,1 <---- Competitor 1
1666299839.411387,28.085,17.84,1
1666299839.411387,28.0825,100,1
1666299839.411387,28.08,0.02,1
1666299839.411387,28.08,0.6,1
1666299839.411387,28.08,86.43,1
1666299839.411387,28.0775,3.56,1
1666299839.411387,28.075,0.01,1
1666299839.411387,28.075,1.11,1
1666299839.411387,28.075,10.64,1
1666299839.411387,28.075,86.43,1
1666299839.411387,28.075,21.54,1
1666299839.411387,28.075,138.57,1
1666299839.411387,28.0725,1,1
1666299839.411387,28.0725,0.75,1
1666299839.411387,28.0725,4.88,1
1666299839.411387,28.0725,106.81,1
1666299839.411387,28.0725,17.5,1
1666299839.411387,28.0725,208.83,1
1666299839.411387,28.0725,127.68,1
1666299839.411387,28.0725,113.98,1
1666299839.411387,28.0725,27.73,1
1666299839.411387,28.07,0.02,1
1666299839.411387,28.07,0.5,1
1666299839.411387,28.07,0.04,1
1666299839.411387,28.07,0.7,1
1666299839.411387,28.07,0.02,1
1666299839.411387,28.07,1,1
1666299839.411387,28.07,0.02,1
1666299839.411387,28.07,86.43,1
1666299839.411387,28.07,97.97,1
1666299839.411387,28.07,97.97,1
1666299839.411387,28.07,97.97,1
1666299839.411387,28.07,0.07,1
1666299839.411387,28.07,167.03,1
1666299839.411387,28.07,97.97,1
1666299839.411387,28.07,97.97,1
1666299839.411387,28.0675,183.11,1
1666299839.411387,28.0675,97.98,1
1666299839.411387,28.0675,97.98,1
1666299839.411387,28.0675,10,1
1666299839.411387,28.0675,97.97,1
1666299839.411387,28.065,37,1
1666299839.411387,28.065,1,1
1666299839.411387,28.065,0.01,1
1666299839.411387,28.065,0.2,1
1666299839.411387,28.065,0.01,1
1666299839.411387,28.065,1.15,1
1666299839.411387,28.065,0.1,1
1666299839.411387,28.065,86.43,1
1666299839.411387,28.065,186.64,1
1666299839.411387,28.065,13.89,1
1666299839.411387,28.065,225.63,1
1666299839.411387,28.065,116.1,1
1666299839.411387,28.065,97.99,1
1666299839.411387,28.065,97.99,1
1666299839.411387,28.065,57.12,1
1666299839.411387,28.065,107.98,1
1666299839.411387,28.065,114.01,1
1666299839.411387,28.065,30,1
1666299839.411387,28.0625,1.15,1
1666299839.411387,28.0625,71.19,1
1666299839.411387,28.0625,94.96,1
1666299839.411387,28.0625,10.75,1
1666299839.411387,28.0625,213.78,1
1666299839.411387,28.0625,213.79,1
1666299839.411387,28.0625,35.55,1 <---- Competitor 1
1666299839.414857,28.06,0.45,1 <---- CryptoChassis
1666299839.422782,28.06,0.05,1 <---- Competitor 2
1666299839.422782,28.06,0.12,1
1666299839.422782,28.06,0.02,1
1666299839.422782,28.06,1,1
1666299839.422782,28.06,20.21,1 <---- Competitor 2
1666299839.42378,28.06,21.4,1 <---- Competitor 3
1666299839.424914,28.06,21.4,1 <---- Competitor 4
1666299839.425297,28.06,21.4,1 <---- Competitor 5
1666299839.425342,28.06,22.5,1 <---- Competitor 6
1666299839.42539,28.06,21.4,1 <---- Competitor 7
1666299839.427256,28.06,21.3,1 <---- Competitor 8
1666299839.428883,28.06,181.76,1 <---- Competitor 9
1666299839.429493,28.06,23.6,1 <---- Competitor 10
1666299839.431774,28.06,18.6,1 <---- Competitor 11
1666299839.431835,28.06,126.43,1 <---- Competitor 12
1666299839.431835,28.06,0.2,1
1666299839.431835,28.06,35.59,1
1666299839.431835,28.06,0.1,1 <---- Competitor 12
1666299839.432734,28.0575,0.01,1 <---- Competitor 13
1666299839.432734,28.0575,0.01,1
1666299839.432734,28.0575,0.01,1
1666299839.432734,28.0575,0.01,1
1666299839.432734,28.0575,0.01,1
1666299839.432734,28.0575,8.56,1
1666299839.432734,28.0575,9.63,1
1666299839.432734,28.0575,4.26,1 <---- Competitor 13
1666299839.43672,28.0575,4.31,1 <---- Competitor 14
1666299839.43672,28.0575,19.19,1 <---- Competitor 14
1666299839.440008,28.0575,78.83,1 <---- Competitor 15
1666299839.440008,28.0575,98.01,1
1666299839.440008,28.0575,98.01,1
1666299839.440008,28.0575,17.65,1 <---- Competitor 15
1666299839.447806,28.055,0.02,1 <---- Competitor 16
1666299839.447806,28.055,0.75,1
1666299839.447806,28.055,0.75,1
1666299839.447806,28.055,0.75,1
1666299839.447806,28.055,0.1,1
1666299839.447806,28.055,0.21,1
1666299839.447806,28.055,18.82,1 <---- Competitor 16
1666299839.455397,28.0575,22.5,1 <---- Competitor 17
1666299839.459634,28.0625,21.62,1 <---- Competitor 18
1666299839.459634,28.0575,14.38,1 <---- Competitor 18
1666299839.464761,28.0575,71.1,1 <---- Competitor 19
1666299839.464761,28.0575,174.93,1 <---- Competitor 19
1666299839.46567,28.0575,267.85,1 <---- Competitor 20
1666299839.468318,28.0575,181.78,1 <---- Competitor 21
1666299839.468775,28.0575,375.44,1 <---- Competitor 22
1666299839.468775,28.055,45.08,1 <---- Competitor 22
1666299839.46897,28.055,337.39,1 <---- Competitor 23
1666299839.472303,28.055,21.4,1 <---- Competitor 24
1666299839.472875,28.0625,10.34,1 <---- Competitor 25
1666299839.472875,28.055,11.06,1 <---- Competitor 25
1666299839.473284,28.055,7.33,1 <---- Competitor 26
1666299839.473284,28.0525,9.63,1
1666299839.473284,28.0525,6.54,1 <---- Competitor 26
1666299839.4747,28.0525,0.95,1 <---- Competitor 27
1666299839.4747,28.0525,7.5,1
1666299839.4747,28.0525,7.06,1
1666299839.4747,28.0525,6.49,1 <---- Competitor 27
1666299839.477564,28.0525,14.7,1 <---- Competitor 28
1666299839.477564,28.05,0.6,1
1666299839.477564,28.05,0.1,1
1666299839.477564,28.05,0.01,1
1666299839.477564,28.05,0.02,1
1666299839.477564,28.05,1,1
1666299839.477564,28.05,5.57,1 <---- Competitor 28
1666299839.47934,28.05,2.43,1 <---- Competitor 29
1666299839.47934,28.05,0.01,1
1666299839.47934,28.05,1.15,1
1666299839.47934,28.05,18.91,1 <---- Competitor 29
1666299839.482507,28.05,23,1 <---- Competitor 30

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