ThisisanautomatictradingbotusingTriangularorExchangeArbitrages.Itreguarlychecksanddetectsarbitrageopportunities,andplaceorderswhenaprofitcanbemade.Thisworksonanycryptocurrencypairswithminorconfiguration.Startedwith$1000inOctober2017,thereweresometimesthatthismadeabout$40/dayforafewweekswithTriangularArbitrageonBittrex,butasthemarketisgettingveryunstable,theprofitishardtooutrunthehighpricefluctuation.
ExchangesBittrex,Bitfinex,Bitstamp,Kraken,Gatecoin(Notmaintainedanymoreduetoitsextremelylowvolume)
SetupInstallPython2atherehttps://www.python.org/downloads/ifnecessary.ThisbotwillnotworkwithPython3.pipinstallgrequestsRenameorcopy.key_samplefilesunderkeysto.keyfile,andaddtheAPIs.E.g.Createafilebittrex.key.MakesurenottopushanyAPIkeysorthis.keyfile.Modifyarbitrage_config.jsonforanyothertickerpairsorexchangesUsageTriangular:pythonmain.py-mtriangularExchange:pythonmain.py-mexchangeMockmodeisenabledbydefault,whichdoesnotplaceanyorderandjustcheckandshowanyarbitrageopportunities.Toturnoffmockmodeandruninproduction,addtheargument-p.
DifficultiesThetradingfeeisthelargestobstacle.Mostoftheexchangeshavea0.25%fee.Theprofitwillbelargerifthefeecanbelower.Sometimesnotalltheplacedordersareexecuted,sotherewillbesomemanualworktorebalance.Thebotshouldbeabletodealwiththissituation,suchasplacingamarketorder,insteadofjustcancellingtheopenorders.FurtherImprovementImplementexchangerebalancingHandleopenordersstrategicallyRefactoringIwillputthisprojectonholdnowasthepricegoesupanddownsomuch.Hopethiscanhelpanyonewithsimilarinterests.
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