angelplanet/arbitrage-gossip

Arbitrage-gossip

Monitor cryptocurrency exchanges and alert on different platforms whenever a price discrepancy occurs.

Monitored exchanges:

Binance
FTX
ByBit
Huobi
KuCoin

Supported platforms for sending notification:

Twitter

Implemented Example

https://twitter.com/voices89394387

1)What's that and how does it work?
2)Can i run one myself?
3)Examples
4)Troubleshooting

Explained

Arbitrage-gossip is a bot that asynchronously fetches the prices from 5(for now) centralized cryptocurrency exchanges for a certain pair pair and reports to twitter when big enough price difference Z occurs between the exchanges, given that you have twitter api access, else it only logs the information to the server.

graph LR
Arb((Arbitrage-gossip)) -- Async Websocket connection --> Ex1((Binance))
Arb((Arbitrage-gossip)) -- Async Websocket connection --> Ex2((FTX))
Arb((Arbitrage-gossip)) -- Async Websocket connection --> Ex3((Bybit))
Arb((Arbitrage-gossip)) -- Async Websocket connection --> Ex4((Huobi))
Arb((Arbitrage-gossip)) -- Async Websocket connection --> Ex5((KuCoin))
Arb((Arbitrage-gossip)) -- Async Websocket connection --> Ex6((Exchange *N*))
Arb((Arbitrage-gossip)) -- Whenever price difference Z occurs, report it --> F[Twitter]

Run

Sure. Clone the repository

git clone https://github.com/lbkolev/arbitrage-gossip
cd arbitrage-gossip

Setup a virtual environment.

$ python -m venv .venv && . .venv/bin/activate

Install all the necessary packages.

pip install -r requirements.txt

If you intend to report the information to twitter, put your api keys in .env file in the program's root directory, as shown in .env-sample.

Check the possible program parameters:

$ python arbitrage-gossip/main.py --help
usage: Arbitrage Gossiper - v1.0 Alpha [-h] -b BASE -q QUOTE [-t THRESHOLD] [--log-level {debug,info,warning,error}] [--log-dir LOG_DIR] [--log-file LOG_FILE]
                                       [--report-to REPORT_TO] [--cooldown COOLDOWN]

optional arguments:
  -h, --help            show this help message and exit
  -b BASE, --base BASE  Base asset. ETHUSDT, ETH is base asset
  -q QUOTE, --quote QUOTE
                        Quote asset. ETHUSDT, USDT is quote asset
  -t THRESHOLD, --threshold THRESHOLD
                        The threshold specifies the discrepancy in percentage, after which the information will be reported to --report-to platforms. Defaults to
                        1 percent.
  --log-level {debug,info,warning,error}
                        Logging level. Defaults to info
  --log-dir LOG_DIR     Log directory. Defaults to /var/log/arbitrager/
  --log-file LOG_FILE   Specify a filename to log into. Defaults to {pair}.log
  --report-to REPORT_TO
                        Comma separated list of the platforms we'll notify. **For now only twitter is supported**.
  --cooldown COOLDOWN   Report to the platforms every cooldown seconds. Defaults to 60 seconds

Examples

Monitor pair BTCUSDT on each exchange that offers it, and report to twitter whenever a price difference of atleast 1% occurs between any of the exchanges. Reports no more often than 180 seconds. The information is logged by default to /var/log/arbitrager/btcusdt.log.

$ python arbitrage-gossip/main.py --base btc --quote usdt --report-to=twitter --cooldown=180 --threshold=1

Monitor pair LUNAUSDT on each exchange that offers it, and report to twitter whenever a price difference of atleast 0.3% occurs between any of the exchanges. Reports no more often than 60 seconds. The information is logged by default to /var/log/arbitrager/lunausdt.log

$ python arbitrage-gossip/main.py --base luna --quote usdt --report-to=twitter --cooldown=60 --threshold=0.3

Monitor pair DOGEBUSD on each exchange that offers it and log everything that happens into /tmp/dogebusd.log (Should be careful with storage, since debug logging outputs a lot of information). Doesn't report to twitter.

$ python arbitrage-gossip/main.py --base doge --quote busd --log-dir=/tmp --log-level=debug

Monitor pair CAKEDAI on each exchange that offers it, and report to twitter whenever a price difference of atleast 3% occurs between any of the exchanges. Reports no more often than 10 seconds. The information is logged in /root/cake.log, as specified by --log-file.

$ python arbitrage-gossip/main.py --base cake --quote dai --log-level=error --log-file=/root/cake.log --report-to=twitter --threshold=3 --cooldown=10

Troubleshooting

The program supports 4 levels of logging, in ascending order - debug, info, warning and error, as per the python's logging library.

Use debug if you want to drown in information.
Info is the default level, outputs everything necessary(recommended).
Warning and Error log only warnings and errors respectively :).
Generally everything important is logged by default(info level), so that reading the log should give you a good idea of what the issue is.

angelplanet / arbitrage-gossip