gskrscm / binance-triangle-arbitrage

Detect in-market cryptocurrency arbitrage

Binance Triangle Arbitrage

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

The HUD

The HUD is the chart displayed above. It can be painted at a configurable interval to show snapshots of currently detected arbitrage opportunities. To disable the HUD, set HUD_REFRESH_INTERVAL to 0.

Reading the HUD

• Trade - Symbols involved in the triangle arbitrage. The first must be converted into the second, which must be converted into the third, and then back to the first.
• Profit - Percent profit or loss from executing the triangle arbitrage. This does not include trading fees.
• AB Time - Timestamp of the most recent market update for the ticker relating the first and second symbols in the arbitrage.
• BC Time - Timestamp of the most recent market update for the ticker relating the second and third symbols in the arbitrage.
• CA Time - Timestamp of the most recent market update for the ticker relating the third and first symbols in the arbitrage.
• Age - Time in seconds 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 required to run an instance:

1. NodeJS - 9.11.2
2. Npm - 6.4.0

Configuration

All configuration is done inside the /config directory. To setup your configuration for the first time, duplicate each of the *.example files and remove the ".example" extension. This will need to be redone after each major version update where the configuration has changed.

Obtain the Codebase

• Clone from github

  git clone https://github.com/bmino/binance-triangle-arbitrage.git
  

• Download a zip of the latest release

Deployment

1. Install project dependencies

   cd binance-triangle-arbitrage
   npm install
   

2. Start the application

   npm start
   

Logging

All logs are stored in the /logs directory.

• research.log - Historical findings about prices.
• performance.log - Data about performance and speed.

Authors

• Brandon Mino - Project Lead

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

License

This project is licensed under mit