2.6 Extending the Engine

The repo is intentionally small and hackable. Adding a DEX or extending logic is straightforward.

2.6.1 Adding a New DEX

Steps:

1. Add API endpoint to dex_configs.

2. Implement price fetching method for that DEX:

   • Query the API.

   • Parse the response into the normalized internal format.

3. Update price combination logic so this DEX participates in spread calculations.

Result: the new DEX becomes another venue in the cross-venue comparison.

2.6.2 Customizing Scoring/Filters

If you want more complex logic than a flat percentage threshold:

• Modify the profit calculation to account for:

  • Your own fee structure.

  • Custom slippage models.

  • Capital constraints (e.g. how much size you realistically push).

• Add new filters such as:

  • Drop routes with too low liquidity.

  • Drop venues with historically bad fill quality.

You can then upstream interesting improvements via PR if you want.