meister245 / crypto-lunch

CLI application for calculating and finding high risk arbitrage trading routes for altcoins on cryptocurrency exchanges

crypto-lunch

Calculate and find high risk arbitrage trading routes for altcoins on cryptocurrency exchanges. Data is fully sourced from CryptoCompare

Disclaimer

• The calculated profit margin does not take into account the exchange market order book, exchange withdraw fees, taker fees or any other fees associated with the given exchange
• Any windows of opportunity are likely to be gone under a few minutes
• Always verify open markets and exchange policies before taking any action at your own risk.

Setup & Usage:

• Python 3.7.x required

• Clone or download repository

• Install dependency libraries

  pip install -r ./requirements.txt

Demo

./bin/arbitrage coinbase bittrex

Coinbase-BitTrex - 152 routes found
Coinbase-BitTrex - 42 active routes after validation
Coinbase-BitTrex - 4 profitable routes calculated
--------------------------------------------------
Arbitrage Crypto: BTC - Profit Margin: 3.5 %
BTC-ETH (Coinbase) => ETH-STRAT (BitTrex) => BTC-STRAT (BitTrex)
--------------------------------------------------
Arbitrage Crypto: BTC - Profit Margin: 1.37 %
BTC-ETH (Coinbase) => ETH-DMT (BitTrex) => BTC-DMT (BitTrex)
--------------------------------------------------
Arbitrage Crypto: BTC - Profit Margin: 1.03 %
BTC-ETC (Coinbase) => ETH-ETC (BitTrex) => BTC-ETH (BitTrex)
--------------------------------------------------
Arbitrage Crypto: BTC - Profit Margin: 1.33 %
BTC-EOS (Coinbase) => ETH-EOS (BitTrex) => BTC-ETH (BitTrex)

Steps

1. Source exchange is Coinbase, where we have X amount of BTC.
2. Sell BTC for ETH on Coinbase
3. Transfer ETH from Coinbase to BitTrex
4. Sell ETH for STRAT on BitTrex
5. Sell STRAT for BTC on BitTrex
6. You now have 3.5 % more BTC**
7. Transfer BTC back to Coinbase and repeat if still profitable

** See disclaimer above

Config

There is a configuration file in ./resources/config.yaml

sym_exclude

Exclude market pairs with these symbols from arbitrage route calculation

cx_exclude

Exclude these exchanges from arbitrage route calculation