CryptoArbitrageItroductio
ThisisaautomatictradigbotusigTriagularorExchageArbitrages.Itreguarlychecksaddetectsarbitrageopportuities,adplaceorderswheaprofitcabemade.Thisworksoaycryptocurrecypairswithmiorcofiguratio.Startedwith$1000iOctober2017,thereweresometimesthatthismadeabout$40/dayforafewweekswithTriagularArbitrageoBittrex,butasthemarketisgettigveryustable,theprofitishardtooutruthehighpricefluctuatio.
ExchagesBittrex,Bitfiex,Bitstamp,Krake,Gatecoi(Notmaitaiedaymoreduetoitsextremelylowvolume)
SetupIstallPytho2atherehttps://www.pytho.org/dowloads/ifecessary.ThisbotwillotworkwithPytho3.pipistallgrequestsReameorcopy.key_samplefilesuderkeysto.keyfile,adaddtheAPIs.E.g.Createafilebittrex.key.MakesureottopushayAPIkeysorthis.keyfile.Modifyarbitrage_cofig.jsoforayothertickerpairsorexchagesUsageTriagular:pythomai.py-mtriagularExchage:pythomai.py-mexchageMockmodeiseabledbydefault,whichdoesotplaceayorderadjustcheckadshowayarbitrageopportuities.Toturoffmockmodeadruiproductio,addtheargumet-p.
DifficultiesThetradigfeeisthelargestobstacle.Mostoftheexchageshavea0.25%fee.Theprofitwillbelargerifthefeecabelower.Sometimesotalltheplacedordersareexecuted,sotherewillbesomemaualworktorebalace.Thebotshouldbeabletodealwiththissituatio,suchasplacigamarketorder,isteadofjustcacelligtheopeorders.FurtherImprovemetImplemetexchagerebalacigHadleopeordersstrategicallyRefactorigIwillputthisprojectoholdowasthepricegoesupaddowsomuch.Hopethiscahelpayoewithsimilariterests.
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