Arbitrage is a Python project which attempts to create profit through discrepancies between three (crypto)currencies. This is known as triangular arbitrage. Currently, it supports arbitrage between USD, BTC, and ETH.
- Copy and paste your API and secret key in config.py
- Adjust ARB_DIFF_REQ, wait_time, and val to your preferences in config.py
- Go to main.py and run
- Gets the ask price of USD to BTC, USD to ETH, and BTC to ETH
- Mathematically determine if discrepancies exist
- If they do, attempt arbitrage. If not, then wait a certain amount of time and repeat
- Alpaca API
- Acts as a broker
- Used to get financial data (ask prices)
- Used to create orders
- asyncio (Asynchronous I/O)
- Used to improve efficiency
- ie: when waiting for a response for the ask price of BTC, it runs code to also get the price of ETH
- Used to improve efficiency