arbitrage_combinations.py

def get_crypto_combinations(market_symbols, base):
    combinations = []
    for sym1 in market_symbols:   
        sym1_token1 = sym1.split('/')[0]
        sym1_token2 = sym1.split('/')[1]   
        if (sym1_token2 == base):
            for sym2 in market_symbols:
                sym2_token1 = sym2.split('/')[0]
                sym2_token2 = sym2.split('/')[1]
                if (sym1_token1 == sym2_token2):
                    for sym3 in market_symbols:
                        sym3_token1 = sym3.split('/')[0]
                        sym3_token2 = sym3.split('/')[1]
                        if((sym2_token1 == sym3_token1) and (sym3_token2 == sym1_token2)):
                            combination = {
                                'base':sym1_token2,
                                'intermediate':sym1_token1,
                                'ticker':sym2_token1,
                            }
                            combinations.append(combination)
    return combinations
        
wx_combinations_usdt = get_crypto_combinations(market_symbols,'USDT')