django-arbitrage

example.py

# Note: this isn't python. It just has some syntax highlighting to make it more readable

# First pair is stocks x, y with a difference of z (ex. 60, 80 with a difference of 20)
x + z == y      # 80 - 20 = 60
    z == y - x  #      20 = 80 - 60

# Buy smaller (x), sell larger (y)
balance == -(x + (100 - y))   # -(60 + (100 - 80))
        == -(x + 100 - y)     # -(60 + 100 - 80)
        == -(-(y - x) + 100 ) # -(-(20 - 60) + 100))
        == -(-z + 100)        # -(-20 + 100)
        == z - 100            # 20 - 100
                              # -80
profits == balance + 100 # -80 + 100
        == z - 100 + 100 # 20 - 100 + 100
        == z             # 20