This app monitors the Binance cryptocurrency exchange in search of triangle arbitrage opportunities.
The HUD is the chart displayed above. It is repainted after each calculation cycle to show snapshots of currently detected
arbitrage opportunities. To disable the HUD, set HUD.ENABLED
to false.
- Trade - Three symbols related by exchange rates that are involved in the triangle arbitrage.
- Profit - Percent profit or loss from executing the triangle arbitrage. This includes trading fees specified via
EXECUTION.FEE
config. - AB Age - Time in milliseconds since the most recent update of the market ticker relating the first and second symbols in the arbitrage.
- BC Age - Time in milliseconds since the most recent update of the market ticker relating the second and third symbols in the arbitrage.
- CA Age - Time in milliseconds since the most recent update of the market ticker relating the third and first symbols in the arbitrage.
- Age - Time in milliseconds since the least recently updated market ticker involved in the triangle arbitrage.
These instructions will get a copy of the project up and running on your local machine for development and testing purposes.
The following dependencies are recommended to run an instance:
- NodeJS - 14.15.4
- Npm - 6.14.10
- Clone from github
git clone https://github.com/bmino/binance-triangle-arbitrage.git
- Download a zip of the latest release
All configuration is managed inside the /config
directory.
To setup your configuration for the first time, duplicate the config.json.example
file and remove the ".example" extension.
This process must be done before deploying the app for the first time and redone after each major version update where the configuration has changed.
Explanations of each value can be found here.
- All fees are paid via BNB balance
- Sufficient quantity of BNB is maintained during the runtime of the bot
-
Install project dependencies
cd binance-triangle-arbitrage npm install
-
Start the application
npm start
There are two supported methods of executing an identified triangle arbitrage opportunity. More details here
- Linear - Execute three trades sequentially with each being initiated after the previous has completed
- Parallel - Execute three trades asynchronously with each being initiated at the same time
All logs are stored in the /logs
directory. The log level is set via the LOG.LEVEL
configuration property.
- performance.log - Data about performance and speed
- execution.log - Market interactions and profits
- binance.log - Binance api logging
- Brandon Mino - Project Lead
See also the list of contributors who participated in this project.
The developers listed above created and maintain this project for free. I don't expect any compensation, but if you appreciate my work feel free to donate to the following addresses:
- Ethereum (ERC20): 0xFd7b8597cF8eE5317439B0B5C55a111F6Eec449D
This project is licensed under mit