antonpenev / python-binance-arbitrage

Simple Binance bot running and monitoring Binance crypto exchange for internal arbitrages with integrated trading.

Crypto arbitrage bot.

For now basic idea is to do trinagular crypto arbitrage betweeen Binance markets.

Monitor:

BTC/USDT Market
ETH/USDT Market
ETH/BTC Market

Objective-> Accumulate USDT

call BTC/ETH price and multiply with BTC/USDT
compare to ETH/USDT price; If spread> 0.5%
Buy BTC with USDT (0.05% fee)
Buy ETH with BTC on BTC/ETH market (0.05% fee)
sell ETH on ETH/USDT (0.05% fee)

Requirements:

• cp config.ini.sample config.ini and replace your binance API keys and markets/currency.
• Load the corresponding markets in Binance with funds.
• pip install python-binance or pip install -r requirements.txt

Run:

• python main.py will run with the default config.ini
• python main.py custom_config.ini will override the config.ini with external.

Wallet balancer (because precisions and realtime logic in binance disrupt logic):

• python wallet_balancer.py or python wallet_balancer.py custom_config.ini