Information

A work-in progress Triangular arbitrage scanner, for centralised exchanges (kucoin and poloniex), that tracks forward and reverse arbitrage rates, for pairs that fit a general formula.

Has the potential to execute trades programmatically.

Installation

pip install ccxt

Usage

Using token a, token b, token c the general formula for pair choice is: a/b, c/b, c/a --> see arb_ku_test for an example

(Chosen pairs NEED to match the formula)

The scanner will calcualate the percentage increase/decrease for token a, if executing triangular arbitrage with the chosen pairs

If one wants to change the details I would recommend ineracting with the ccxt documents

Potential Improvements

Concept

1. Wider covering general formula(s) ...

Trading

1. The scanner does not take into account trading fees
2. Minimise/Avoid print statements to save precious time if trading
   • Then verify that the true arbitrage = predicted arbitrage - Ideally on a sandbox exchange first ...

triangular-arb-cex-scanner-v1