chrisckwong821 / Binance-Dual_Currency_Arbitrage

two-leg engine in a triangular arbitrage. Need to be price-agnostic to 2 base currencies

Binance-Dual_Currency_Arbitrage

(Beta) Bi-directional price engine for triangular arbitrage. Need to hold 2 base currencies

Usage

1. Add key and secret in key/key.json

2. run python arb_engine.py cur1 cur2

example : python arb_engine.py BNB BTC or python arb_engine.py BTC BNB create websockets subscription to all price stream that have both BNB/X and X/BTC symbols, regardless of currencies being the base or quote currencies.

Output

(+BNB)s1b2: sell ANKRBNB buy ANKRBTC make 0.012(BNB) 1.2% 2543

Explanation :

+BNB: The flow results in a net gain of BNB in the first two legs( / net loss in BTC), thus the final leg would sell BNBBTC.

s1b2: selling symbol 1 and buying symbol 2. sell ANKRBNB and buy ANKRBTC in this example.

make 0.012(BNB): Expected profit (without discounting commission)

1.2%: Profit margin(%)

2543: Quantity in target currency, ANKR in this example

Dependency

pip install requests websocket websocket-client