- Monitor multiple currencies in a single exchange via websockets.
- Calculate rate for all possible triangular ab -> bc -> ca paths, via live bid quote.
- Calculate and subtract fees from rate.
- Sort and display top opportunities in descending order.
- Store historic opportunity information in DB, for later aggregation & analytics.
git clone https://github.com/tiagosiebler/TriangularArbitrage.git
cd TriangularArbitrage
npm install
- Rename/copy the template file to .keys:
cp .keys-template .keys
- Edit .keys with your Binance API credentials.
See conf.ini
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%
- Docker Tested on version 1.13.1
- Docker Compose Tested on version 1.8.0
git clone https://github.com/tiagosiebler/TriangularArbitrage.git
cd TriangularArbitrage
If you are running for the first time or when you have made no changes to code or config
docker-compose up
If you have made any config or code changes
docker-compose kill
docker-compose build
docker-compose up
- In Google Chrome, open the URL:
chrome://inspect/#devices
- Click 'Open dedicated DevTools for Node'.
- Start node with --inspect:
node --inspect index.js
Some components also have logging enabled, generating log files within the log folder. Caution is advised when sharing these logs, as they may contain sensitive info (e.g MongoDB connection URL, with credentials, if a connection failed). Expanded diagnostic switches will be added later - see issue #36.
Live 1-second ticks as well as calculated arbitrage routes can be logged to MongoDB if configured. See the conf.ini file for more information. Caution is advised as thousands of rows can be collected within a few hours, up to several million per day.