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Detect triangular arbitrage opportunities within Binance price tickers

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tiagosiebler/TriangularArbitrage

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Triangular Arbitrage - Binance

  • Monitor multiple currencies in a single exchange via websockets.
  • Calculate rate from triangular ab -> bc -> ca path, via live bid quote.
  • Calculate and subtract fees from rate.
  • Sort and display top opportunities in descending order.
  • [todo] store historic opportunity information.
  • [todo] act on top opportunities.

Setup

Install Dependencies

Clone & Install Repo

git clone https://github.com/tiagosiebler/BinanceTriangularArbitrage.git
cd BinanceTriangularArbitrage
npm install

Configuration

API Credentials

  • Rename/copy the template file to .keys:
cp .keys-template .keys
  • Edit .keys with your Binance API credentials.

Misc Settings

See conf.ini

Usage

npm start

The result of this is a live stream from a number of pairs:

Top Potential Arbitrage Triplets, via: BNB,ETH,USDT      
   
Step A    Step B    Step C    Rate      Fees BnB  (Rate - BnB Fee)    Fees Normal      (Rate - Fee)
BTC       BNB       GTO       10.420%   0.521%    9.899%              1.042%           9.378%
BTC       BNB       WAVES     2.558%    0.128%    2.430%              0.256%           2.302%
BTC       BNB       OST       1.536%    0.077%    1.459%              0.154%           1.382%
BTC       BNB       BRD       1.006%    0.050%    0.956%              0.101%           0.905%
BTC       BNB       BCPT      0.946%    0.047%    0.898%              0.095%           0.851%
BTC       ETH       EOS       0.663%    0.033%    0.630%              0.066%           0.596%
BTC       ETH       DLT       0.638%    0.032%    0.606%              0.064%           0.574%
BTC       BNB       WABI      0.633%    0.032%    0.601%              0.063%           0.569%
BTC       BNB       DLT       0.629%    0.031%    0.597%              0.063%           0.566%
BTC       ETH       MANA      0.553%    0.028%    0.525%              0.055%           0.497%
BTC       ETH       AMB       0.540%    0.027%    0.513%              0.054%           0.486%
BTC       BNB       LSK       0.540%    0.027%    0.513%              0.054%           0.486%
BTC       BNB       NEO       0.525%    0.026%    0.499%              0.053%           0.473%
BTC       ETH       BTG       0.522%    0.026%    0.496%              0.052%           0.470%
BTC       ETH       POWR      0.502%    0.025%    0.477%              0.050%           0.452%
BTC       ETH       CDT       0.487%    0.024%    0.462%              0.049%           0.438%
BTC       ETH       LEND      0.427%    0.021%    0.406%              0.043%           0.384%
BTC       USDT      LTC       0.402%    0.020%    0.382%              0.040%           0.362%
BTC       ETH       DGD       0.396%    0.020%    0.377%              0.040%           0.357%
BTC       ETH       MTL       0.382%    0.019%    0.363%              0.038%           0.344%
BTC       BNB       AION      0.361%    0.018%    0.343%              0.036%           0.325%
BTC       ETH       LTC       0.356%    0.018%    0.338%              0.036%           0.320%
BTC       BNB       POWR      0.356%    0.018%    0.338%              0.036%           0.320%
BTC       ETH       XMR       0.327%    0.016%    0.311%              0.033%           0.294%
BTC       USDT      NEO       0.295%    0.015%    0.281%              0.030%           0.266%
BTC       ETH       SALT      0.287%    0.014%    0.273%              0.029%           0.258%
BTC       BNB       XZC       0.285%    0.014%    0.271%              0.028%           0.256%
BTC       ETH       QTUM      0.250%    0.012%    0.237%              0.025%           0.225%
BTC       ETH       BAT       0.237%    0.012%    0.225%              0.024%           0.213%
BTC       ETH       FUN       0.236%    0.012%    0.224%              0.024%           0.212%
BTC       ETH       DASH      0.232%    0.012%    0.220%              0.023%           0.209%
BTC       ETH       OMG       0.228%    0.011%    0.216%              0.023%           0.205%
BTC       ETH       BCPT      0.223%    0.011%    0.212%              0.022%           0.201%
BTC       ETH       LSK       0.207%    0.010%    0.197%              0.021%           0.186%
BTC       ETH       ADX       0.206%    0.010%    0.196%              0.021%           0.186%
BTC       ETH       GTO       0.191%    0.010%    0.182%              0.019%           0.172%
BTC       USDT      BCC       0.169%    0.008%    0.161%              0.017%           0.152%
BTC       USDT      ETH       0.161%    0.008%    0.153%              0.016%           0.145%
BTC       ETH       CMT       0.159%    0.008%    0.151%              0.016%           0.143%
BTC       ETH       ETC       0.154%    0.008%    0.146%              0.015%           0.139%                

Debugging

  • In Google Chrome, open the URL:
chrome:https://inspect/#devices
  • Click 'Open dedicated DevTools for Node'.
  • Start node with --inspect:
node --inspect index.js

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Detect triangular arbitrage opportunities within Binance price tickers

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