How can I implement a machine learning algorithm that identifies and exploits triangular arbitrage opportunities in the foreign exchange market, considering bid-ask spreads and transaction costs, using Fintechee's SDK?

How can I implement a machine learning algorithm that identifies and exploits triangular arbitrage opportunities in the foreign exchange market, considering bid-ask spreads and transaction costs, using Fintechee’s SDK?

Implementing a triangular arbitrage strategy involves calculating arbitrage opportunities, factoring in spreads and costs.

Building algorithms that execute trades to capture triangular arbitrage profits.