Ahh ok. Have you also considered buying a white label exchange and using that. Even with some customization it would reduce much of the workload.You purchase the API account, so you can access the exchange. Most of the protocols are not really open source, so it's not so easy to use them for your exchange.
I had absolutely zero problems with APIs for now. I’m using Bitfinex and BitMEXIn a way you are right. But then I'm so fed up with those immature crypto exchanges. Most of the time, you just code around API shortcomings or bugs, instead of focussing on your strategy.
Yeah I've built bots but the idea of trying to build an exchange feels like another level. What sort of trading bot is the one in the example you posted?
This bot did exactly this, but could do arb over more than 3 points.Have you ever done any work with triangular arbitrage? I was interested in looking into it a while ago but in the end went with building simple trend bots.