Write a python program to find any arbitrage routes.
There are three exchanges.
Start with only simple arbitrage: buy/sell on one exchange, then transfer to another exchange, then buy/sell.
There are 2 currencies: BTC and USD, so only 1 currency pair: BTC/USD
We will start with only simple arbitrage, but perhaps the program is expandable to triangular arbitrage.
Transferring currency from one exchange to another required a percentage-based bridge fee. This percentage varies based on the currency being transferred.

Initially you can calculate scenarios in which we start with any currency on any exchange, but eventually we will specify where our starting currency is and which currency we have, then take into account any additional bridge fees to move it to the initial exchange for arbitrage.

Arbitrage can happen on 2 exchanges or 3 exchanges, but most opportunities will happen on only 2 exchanges, unless triangular arbitrage is being done.

Keep in mind that bridge fees depend on the currency being exchanged.
Bridge fees are not dependent on the exchange, but the rather on the currency. Your answer should have exactly 5 paragraphs. Make sure that the last paragraph starts with the word "contact" and that each paragraph is separated by two new lines.
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