Hi everyone, this is my first post on this topic, so I probably lack some information. The idea of arbitrage has always intrigued me, and I finally decided to dive into it.
Basically, I need to create a matrix of swap prices to feed into an algorithm. While looking at CEX swap prices is easy with the ccxt package, allowing me to build a matrix of, let’s say, 300 tokens (matrix size = 300×300) in under a second, I can’t find a suitable alternative for DEXs.
I tried the 1inch API, but it only allows one call per second and has no endpoint for multiple quotes, so it’s not usable. Another approach I found is to call the router contract directly, but it doesn’t seem to scale well with hundreds of pairs.
TL;DR: What is the standard practice for retrieving multiple swap prices from DEXs?
submitted by /u/Fedeshadow
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