The algorithm to calculate Triangular Arbitrage with depth on Centralized exchanges.
This algorithmic trading bot checks and detects arbitrage opportunities. This works on any Exchange with minor configuration. I'm just right now config script for kucoin exchange.
- Establish all traceable Triangular Arbitrage pairs unseen by others.
- Calculate surface rate opportunities across all pairs.
- Calculate real rates for arbitrage with depth.
git clone https://github.com/MfaXyz/Crypto-Triangular-Arbitrage-Bot.git
Install Python!
set path of python https://stackoverflow.com/questions/3701646/how-to-add-to-the-pythonpath-in-windows
and run python file: python main.py
for find structuring pairs your must uncomment these two lines:
coin_list = first_step()
structured_pairs = second_step(coin_list)
and comment last line:
while True:
third_step()
after a while a json file named structured_triangular_pairs.json
will create.
Feel free to contribute! You are so much welcome! We have huge problem in our code, execution part, which is related to the execution of the transaction in the exchange, does not work properly and you will most likely lose money after its execution! I look forward to your commits to make this part profitable:)
If you found this project interesting or useful, buy me coffee using any of these:
- BTC(SegWit): bc1qvn6lqzc4d9s3vgmaz53tw0uw2sevyad3rwfdwl
- ETH(ERC20): 0xca3d3cddce473ccc5b1a62c1f5d4ad5c56c4778d
- USDT(TRX): TQN661aA9B9t2HVs4ZMoMXp9cpEZP8MdcE