Experimental repository for finding arbitrage opportunities on an exchange. More of a learning experience than a practical project. Currently, contains a script that will check for triangular arbitrage opportunities of given pairs on binance. Will move on to checking more than one triangle at a time and eventually checking for cyclic arbitrage over market graph in the future.
Project is developed using python 3.9 and makes use of asynchronous libraries such as aiohttp and asyncio.
Run arb-master py and give it three pairs in the following order:
python arb-master.py $A_B $C_B $C_A The script will log any arbitrage opportunities to a file called arbitrage.log .
Output file can be changed with --logfile=$LOGFILE.
You can also enable debug by passing in the -d flag. This tells the script to log the result every time a cycle is checked, regardless of profitability.
Here's an example of configuring the script:
python arb-master.py -d --logfile=$PATH_TO_LOGFILE $A_B $C_B $C_A