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Binance Triangle Arbitrage

Main HUD display

This app monitors the Binance cryptocurrency exchange in search of triangle arbitrage opportunities.

The HUD

The HUD is the chart displayed above. It is repainted after each calculation cycle to show snapshots of currently detected arbitrage opportunities. To disable the HUD, set HUD.ENABLED to false.

Reading the HUD

  • Trade - Three symbols related by exchange rates that are involved in the triangle arbitrage.
  • Profit - Percent profit or loss from executing the triangle arbitrage. This includes trading fees specified via EXECUTION.FEE config.
  • AB Age - Time in milliseconds since the most recent update of the market ticker relating the first and second symbols in the arbitrage.
  • BC Age - Time in milliseconds since the most recent update of the market ticker relating the second and third symbols in the arbitrage.
  • CA Age - Time in milliseconds since the most recent update of the market ticker relating the third and first symbols in the arbitrage.
  • Age - Time in milliseconds since the least recently updated market ticker involved in the triangle arbitrage.

Getting Started

These instructions will get a copy of the project up and running on your local machine for development and testing purposes.

Install Prerequisites

The following dependencies are recommended to run an instance:

  1. NodeJS - 14.15.4
  2. Npm - 6.14.10

Obtain the Codebase

  • Clone from github 
    git clone https://github.com/bmino/binance-triangle-arbitrage.git
  • Download a zip of the latest release

Configuration

All configuration is managed inside the /config directory. To setup your configuration for the first time, duplicate the config.json.example file and remove the ".example" extension. This process must be done before deploying the app for the first time and redone after each major version update where the configuration has changed. Explanations of each value can be found here.

Assumptions

  1. All fees are paid via BNB balance
  2. Sufficient quantity of BNB is maintained during the runtime of the bot

Deployment

  1. Install project dependencies

    cd binance-triangle-arbitrage
npm install

  2. Start the application

    npm start

Execution Strategies

There are two supported methods of executing an identified triangle arbitrage opportunity. More details here

  • Linear - Execute three trades sequentially with each being initiated after the previous has completed
  • Parallel - Execute three trades asynchronously with each being initiated at the same time

Logging

All logs are stored in the /logs directory. The log level is set via the LOG.LEVEL configuration property.

  • performance.log - Data about performance and speed
  • execution.log - Market interactions and profits
  • binance.log - Binance api logging

Authors

See also the list of contributors who participated in this project.

Donations

The developers listed above created and maintain this project for free. I don't expect any compensation, but if you appreciate my work feel free to donate to the following addresses:

  • Ethereum (ERC20): 0xFd7b8597cF8eE5317439B0B5C55a111F6Eec449D

License

This project is licensed under mit