robjohnston / arbitrage-system

Simple arbitrage system

Arbitrage System

A Javascript library for for arbitrage of cryptocurrency sales.

This API is meant to be consumed by private networking since no security features are implemented.

Current feature list

• Support for producing quotes that expire in 30 seconds
• Arbitrage for a list of exchanges provided by the ccxt library.
• Filters for balances and chooses the best price within the available exchanges
• Proxy requests to exchange APIs to avoid rate limiting
• Works with Nodejs version 8+

This API does not currently:

• Check minimums and maximums amounts for orders on exchanges
• Lock balances for the duration of the quote
• Encrypt or cipher any of the exchange credentials

Install

Clone it locally first:

git clone https://github.com/Burtonium/arbitrage-system.git

Install required dependencies

cd arbitrage-system && npm install

Copy the .example.env file. Remember to fill in your environment variables for your setup. Leaving proxies variable empty just means your app will not be using any proxies.

cd new-alts && cp .example.env ./.env

Make a .env.test file and enter in the name of a test database. This will ensure none of the development data is lost when testing. You may also override any other environment variables here.

echo 'DB_NAME=test' > .env.test 

Migrate the database to the latest version

knex migrate:latest

Seed the database with all the supported currencies

knex seed:run

Fetch all markets supported by the ccxt library. This should be done periodically if the any of the markets your app depends on become unsupported.

npm run update-markets

Run your app

npm start

Routes

Create quote

Creates a quote according to the criterion provided.

• URL

  /:baseCurrency/:quoteCurrency/quote

• Method:

  POST

• Data Params

  Required:

  amount:[float] > 0, side:[string:'buy' || 'sell']

• Success Response:

  • Code: 201
    Content:

    {"quoted":{"price":0.18225843300000003,"side":"buy","amount":0.1,"marketId":"4","created_at":"2018-05-10T20:45:41.385Z","id":"dc075490-b660-4a12-adec-673bc9fe96f4"}}

• Error Responses:

  • HTTP Status Code: 400 Bad Request
    Code 4 Invalid Parameters
    

  • HTTP Status Code: 404 Not Found
    Message Pair not found
    

  • HTTP Status Code: 500 Error
    Message Something went wrong
    

  • HTTP Status Code: 503 Service Unavailable
    Code 5 OrderbookOverflow
    Code 6 InsufficientFunds
    Code 8 IncorrectCredentials
    Code 9 NoExchangesAvailable
    

Place order

Creates an order on the exchange quoted exchange

• URL

  /order

• Method:

  POST

• Data Params

  Required:

  quoteId: [uuid]

• Success Response:

  • Code: 201
    Content:

    {"order":{"orderId":"5919788691279685","side":"buy","status":"closed","createdAt":"2018-05-10T21:25:48.659Z","filled":0.1,"price":0.2}}

• Error Responses:

  • HTTP Status Code: 400 Bad Request
    Code 3 InvalidParameters
    Code 10 OrderDuplicate
    Code 11 QuoteExpired
    

  • HTTP Status Code: 404 Not Found
    Message Quote not found
    

  • HTTP Status Code: 500 Error
    Message Something Went Wrong
    

  • HTTP Status Code: 503 Service Unavailable
    Code 7 OrderNotFilled
    

Get exchanges

Returns all available exchanges, their required credentials, settings and available markets

• URL

  /exchanges

• Method:

  GET

• Success Response:

  • Code: 200
    Content:

  {"exchanges":[{"id":"binance","name":"Binance","settings":{"sellMarginPercent":5,"buyMarginPercent":5,"apiKey":"testkey","uid":null,"login":null},"markets":[{"symbol":"ETH/BTC"},{"symbol":"BCH/BTC"},{"symbol":"LTC/BTC"}],"requires":{"apiKey":true,"secret":true,"uid":false,"login":false,"password":false,"twofa":false}},{"id":"bitstamp","name":"Bitstamp","settings":{"sellMarginPercent":5,"buyMarginPercent":5,"apiKey":"testkey","uid":null,"login":null},"markets":[{"symbol":"ETH/BTC"},{"symbol":"BCH/BTC"},{"symbol":"LTC/BTC"}],"requires":{"apiKey":true,"secret":true,"uid":false,"login":false,"password":false,"twofa":false}},{"id":"poloniex","name":"Poloniex","settings":{"sellMarginPercent":5,"buyMarginPercent":5,"apiKey":"testkey","uid":null,"login":null},"markets":[{"symbol":"ETH/BTC"},{"symbol":"BCH/BTC"},{"symbol":"LTC/BTC"}],"requires":{"apiKey":true,"secret":true,"uid":false,"login":false,"password":false,"twofa":false}}]}

Create exchange settings

Creates an exchange setting required for arbitrage

• URL

  /:id/settings

• Method:

  PUT

• Params

  Required:

  id: [string]

• Success Response:

  • Code: 201
    Content: 'Success'

• Error Responses:

  • HTTP Status Code: 404 Not Found
    Message Exchange not found
    

  • HTTP Status Code: 500 Error
    Message Something Went Wrong
    

Contributors

Matt Burton

License

MIT License

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.