Triangular Arbitrage Bot

A high-speed triangular arbitrage bot that finds profitable 3-pair cycles on a single exchange with no transfer delays or withdrawal risk.

Cycle Detection:

• Scans all possible 3-pair combinations
• BTC, ETH, USDT, and BNB base pair cycles
• Real-time orderbook-aware profit calculation
• Sub-100ms cycle detection latency
• Configurable minimum profit threshold

Execution:

• Sequential 3-leg execution in <500ms
• Market and limit order modes
• Partial fill handling and abort logic
• Retry logic for failed legs
• Position reconciliation after each cycle

Exchange Support:

• Binance (700+ pairs, most opportunities)
• Coinbase, Kraken, OKX, KuCoin
• Bybit, Gate.io, Bitfinex
• Custom exchange support via CCXT

Risk Management:

• Max capital per cycle
• Daily P&L limits
• Spread decay detection (stale opportunities)
• Fee-inclusive profit calculation
• Auto-pause on consecutive losses

Analytics:

• Cycle frequency heatmap
• Profit per cycle distribution
• Best performing pair combinations
• Time-of-day analysis

Tech Stack:

• Python + asyncio
• WebSocket orderbook feeds
• Redis for cycle caching
• Docker deployment