Quote from: nikisev on September 16, 2017, 09:51:27 AM

I think really cool idea would be to implement some sort of arbitrage between exchanges.With statistical estimations of coin transfers and costs calculations.

yeah. I thought about it. Due to generally high levels of volatility combined with somehow unpredictable exchange to exchange transaction times you probably should consider calculating your starting single position amount as: total_invested/num_of_exchanges/num_pairs/2 , spread among the pairs and exchanges.
funds balancing should be done "offline" and adjusted in accordance with past performance stats