Triangular arbitrage between USD -> BTC -> LTC -> USD
Easily modified for the currencies of your choice
In 2018 this script might make a few cents to a few dollars per day but generally will not be worth it to run, feel free to fork and use as a base for something else
Known Issues:
- Does not calculate max trade size based on each leg of the trade (must be in and out of each position seamlessly)
- Does not calculate alternative exit strategies (if caught in leg and selling is unprofitable because of a lag in execution, can we move to another pair and get back to USD?)
- Probably more
Donate BTC: 3EYfd42eD5dZCWVBXYzrF5wMMR4ERLs68b
Donate ETH: 0x020FB5A3DfcA8a23c2D3a2d8fe37E277ce183011
Donate LTC: MD1kYZZALcZRRidE4E4ey4LhnT5C5eEfWU (Segwit)