🤖🐮 cowsol, a cow arbitrage solver tl; dr: 🤖 solvers are a key component in the cow protocol, serving as the matching engines that find the best execution paths for user orders. in this project, i implement a solver from scratch, running certain arbitrage strategies (e.g., running nelder mead simplex optimization). 📚 more details, check my mirror post, on cowsol, an arb solver for CoW protocol. --- current strategies "no market maker" spread arbitrage Spread trades are the act of purchasing one security and selling another related security (legs) as a unit. One-leg limit price trade. - In this type of order (e.g., orders/instance1.json), we have a limit price and one pool reserve (e.g., A -> C). Two-legged limit price trade for a single execution path. - In this type of order (e.g., orders/instance2.json), we have a two-legged trade (e.g., A -> B -> C), with only one option for each leg and it can be solved without any optimization. Two-legs limit price trade for multiple execution paths. - In this type of order (e.g., orders/instance3.json), we have a two-legged trade (e.g., A -> B -

⚠ No verified equity curve — no track-record source connected.

No score history is stored yet — only the current score is shown.

⚠ No live verification account connected — ask for proof before buying.

Alerts on changes: coming soon

Prop-firm compatibility not provided.

Data-completeness & trust index (not a profitability rating)