connecting up to 1024 orderbooks via websocket
and scans for arbitrage opportunities on
varoius popular exchanges.
Triangular arbitrage - checking all possible trade routes
Binance
- stream orderbook snapshots default (100ms)
- better market order function
- retry or reverse trade if fail
- use market order response amounts
- Make orderbook lockless
- Kucoin exchange support
- Buy and Sell cross exchange strategy
- Buy and sell futures market strategy
- more exchange supports...
- Optimize preformance
Usage: ./app [-a <assets>|--all] [-e <assets>] [-t <percent>] [-n <uint>] [-m <USD>]
[--100] [--CPU <cores>] [--verbose] [-l <uint>] [--sec <uint>]
Arguments Default Example Info
-a, --asset USDT,BTC enter assets to arbitrage. separateor ',' if more than one
--all arbitrage all assets with a balance
-e, --except USDC except thease assets
-t, --target 2.0 1.7 minimum target in percentage to trade
-s, --size 100 500 tradesize mearesured in USD. (0=blanace)
-n, --decrease 2 also look for arbitrages with a decrease balance N times
-l, --limit 1024 limit maximum connections to orderbooks
--diff false streams orderbook diffs (1sec) instead of snapshots (100ms)
--download max 2 downloads orderbook, for '--diff' mode only
--CPU limit usage of cpu cores
--verbose
-h --help
slicken@slk:~/go/src/github.com/slicken/arbitrager$ ./app -a USDT -t .75 -s 100 -l 200
2021/07/23 16:03:17 tradesize (in USD) 100
2021/07/23 16:03:17 target is 0.75%
2021/07/23 16:03:17 limit orderbooks to 200
2021/07/23 16:03:17 reading config...
2021/07/23 16:03:18 connected to binance
2021/07/23 16:03:18 logging to "app_20210723.log"
2021/07/23 16:03:18 assets [USDT]
2021/07/23 16:03:19 connecting to 200 orderbooks --> [PAXUSDT BNBPAX BNBUSDT ETHPAX ETHUSDT BTCPAX BTCUSDT PAXBUSD BUSDUSDT TWTUSDT TWTBUSD TWTBTC IOSTUSDT IOSTETH IOSTBNB IOSTBUSD IOSTBTC ALGOUSDT ALGOBUSD ALGOBNB ALGOBTC BTTUSDT BTTBNB BTTBUSD BTTUSDC USDCUSDT BTTTUSD TUSDUSDT BTTEUR EURUSDT BTTTRX TRXUSDT LINKUSDT LINKETH LINKUSDC LINKGBP GBPUSDT LINKEUR LINKTUSD LINKAUD AUDUSDT LINKBTC LINKBUSD RVNUSDT RVNBUSD RVNBTC RVNBNB ZECUSDT ZECUSDC ZECBUSD ZECBTC ZECETH ZECBNB TLMUSDT TLMBTC TLMBUSD DOTUSDT DOTGBP DOTEUR DOTBNB DOTBUSD DOTAUD DOTBTC MIRUSDT MIRBUSD MIRBTC CVCUSDT CVCBTC CVCETH DOCKUSDT DOCKBUSD DOCKBTC PAXGUSDT PAXGBTC PAXGBNB ALPHAUSDT ALPHABTC ALPHABUSD ALPHABNB KSMUSDT KSMBUSD KSMBTC KSMBNB UMAUSDT UMABTC BADGERUSDT BADGERBTC BADGERBUSD HBARUSDT HBARBUSD HBARBNB HBARBTC RENUSDT RENBTC FETUSDT FETBNB FETBTC LPTUSDT LPTBUSD LPTBTC LPTBNB SFPUSDT SFPBUSD SFPBTC SANDUSDT SANDBNB SANDBUSD SANDBTC UNIUSDT UNIBTC UNIBNB UNIBUSD UNIEUR BANDUSDT BANDBUSD BANDBTC BANDBNB SXPUSDT SXPBNB SXPAUD SXPGBP SXPBTC SXPEUR SXPBUSD PNTUSDT PNTBTC NUUSDT NUBNB NUBTC NUBUSD CAKEUSDT CAKEBNB CAKEBUSD CAKEGBP CAKEBTC TKOUSDT TKOBTC TKOBUSD SUSHIUSDT SUSHIBUSD SUSHIBNB SUSHIBTC KNCUSDT KNCBTC KNCETH KNCBUSD HIVEUSDT HIVEBTC MATICUSDT MATICGBP MATICBTC MATICBUSD MATICEUR MATICBNB MATICAUD IOTAUSDT IOTABTC IOTABUSD IOTAETH IOTABNB XLMUSDT XLMETH XLMBNB XLMBUSD XLMBTC XLMEUR ONGUSDT ONGBTC STPTUSDT STPTBTC STRAXUSDT STRAXBTC STRAXETH STRAXBUSD WINUSDT WINEUR WINBNB WINBUSD WINUSDC WINTRX GTCUSDT GTCBNB GTCBTC GTCBUSD ARDRUSDT ARDRBTC PERLUSDT PERLBNB PERLBTC VETUSDT VETBUSD VETETH VETEUR VETGBP VETBTC VETBNB WTCUSDT WTCBTC MKRUSDT MKRBNB]
2021/08/10 13:23:32 running...
2021/08/10 13:25:28 USDT 100.000000 ==> 0.957808 ( 0.96%) buy PSGUSDT 55.999000 sell PSGBUSD 56.728000 sell BUSDUSDT 0.999600
2021/08/10 13:25:28 buy 100.000000 PSGUSDT ok
2021/08/10 13:25:28 sell 1.767231 PSGBUSD ok
2021/08/10 13:25:28 sell 99.239634 BUSDUSDT -0.809692 (-0.81%)
2021/08/10 13:37:39 USDT 100.000000 ==> 0.746983 ( 0.75%) buy PSGUSDT 56.500000 sell PSGBUSD 57.116000 sell BUSDUSDT 0.999600
2021/08/10 13:37:39 buy 100.000000 PSGUSDT ok
2021/08/10 13:37:39 sell 1.749249 PSGBUSD ok
2021/08/10 13:37:40 sell 99.768032 BUSDUSDT -0.279904 (-0.28%)
2021/08/10 13:53:41 USDT 100.000000 ==> 1.156073 ( 1.16%) buy BLZUSDT 0.203280 sell BLZETH 0.000066 sell ETHUSDT 3131.140000
2021/08/10 13:53:41 buy 100.000000 BLZUSDT ok
2021/08/10 13:53:41 sell 491.008500 BLZETH ok
2021/08/10 13:53:41 sell 0.031603 ETHUSDT -1.154920 (-1.15%)