Crypto Arbitrage Engine

Automated cross-exchange arbitrage bot that continuously monitors price differences across 8+ centralised exchanges and executes simultaneous buy/sell trades to capture risk-free spread.

What's Included — Full Source Code:

• Complete Python source code
• Pre-configured connectors for Binance, Coinbase, Kraken, OKX, Bybit, Gate.io, KuCoin, and Bitget
• Docker Compose deployment
• Comprehensive documentation

Core Features:

• Real-time price scanner — monitors 100+ trading pairs across all connected exchanges via WebSocket feeds
• Triangular arbitrage — detects 3-way currency loops within a single exchange (e.g., BTC→ETH→USDT→BTC)
• Cross-exchange arbitrage — spots price differences for the same pair on different exchanges
• Statistical arbitrage — tracks historical spread distributions and trades when spreads deviate beyond 2σ
• Auto-execution — once an opportunity is detected, places simultaneous market/limit orders on both exchanges
• Transfer arbitrage — factors in withdrawal fees, deposit times, and network congestion for cross-exchange moves

Risk Management:

• Minimum spread threshold (configurable, default 0.08%)
• Maximum position size per trade
• Exchange balance monitoring — won't trade if insufficient funds on either side
• Slippage protection — cancels if price moves during execution
• Daily profit/loss limits
• Fee calculation — accounts for maker/taker fees, withdrawal fees, and network gas

Dashboard:

• Live opportunity feed with spread %, estimated profit, and execution status
• Historical trade log with P&L breakdown
• Exchange balance overview
• Latency monitoring per exchange

Tech Stack:

• Python 3.11+ with ccxt library
• WebSocket feeds for all exchanges
• Redis for cross-process state
• PostgreSQL trade history
• React dashboard

No subscriptions. Self-hosted. Full source code with MIT-style license for personal use.