Edit: This repo is no longer maintainted. It has packages that have been since been found to be vulnerable. Only use this for educational purposes.
Model: Placing orders below market price (price at Exchange B) on Exchange A and constantly maintaining the 25bps spread. Waits until order is filled to instantly capture the spread profits.
- Retrieve and maintain realtime tickers on binance and coinbase
- Create function that returns price -ve 25bps
- Functions that place orders on coinbase and binance
- Every 1 second, check if price diff( between market price and order price) is > 25 bps
- If holds true, dont do anything
- If not true, cancel and issue new order
Place API keys in config.json
"scripts": {
"dev": "nodemon --exec babel-node src/index.js",
"build": "babel src --out-dir dist",
"start": "babel-node src/index.js",
"orderbook": "nodemon --exec babel-node ./playground/orderbooks.js",
"test": "mocha"
},