Binance Triangle Arbitrage

This app monitors the Binance cryptocurrency exchange in search of triangle arbitrage opportunities.

The HUD

The HUD is the chart displayed above. It can be painted at a configurable interval to show snapshots of currently detected arbitrage opportunities. To disable the HUD, set HUD_REFRESH_INTERVAL to 0.

Reading the HUD

• Trade - Symbols involved in the triangle arbitrage. The first must be converted into the second, which must be converted into the third, and then back to the first.
• Profit - Percent profit or loss from executing the triangle arbitrage. This does not include trading fees.
• AB Time - Timestamp of the most recent market update for the ticker relating the first and second symbols in the arbitrage.
• BC Time - Timestamp of the most recent market update for the ticker relating the second and third symbols in the arbitrage.
• CA Time - Timestamp of the most recent market update for the ticker relating the third and first symbols in the arbitrage.
• Age - Time in seconds since the least recently updated market ticker involved in the triangle arbitrage.

Getting Started

These instructions will get a copy of the project up and running on your local machine for development and testing purposes.

Install Prerequisites

The following dependencies are recommended to run an instance:

1. NodeJS - 11.8.0
2. Npm - 6.7.0

Obtain the Codebase

• Clone from github

  git clone https://github.com/bmino/binance-triangle-arbitrage.git
  

• Download a zip of the latest release

Configuration

All configuration is done inside the /config directory. To setup your configuration for the first time, duplicate the config.js.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.

Deployment

1. Install project dependencies

   cd binance-triangle-arbitrage
   npm install
   

2. Start the application

   npm start
   

Logging

All logs are stored in the /logs directory.

• performance.log - Data about performance and speed.
• execution.log - Market interactions and profits.

Authors

• Brandon Mino - Project Lead

See also the list of contributors who participated in this project.

Donations

The developers listed above created and currently maintain this project for free. We don't expect any compensation nor donations, but if you appreciate our work feel free to donate to the following addresses:

• Bitcoin (BTC): 1KLBb9qzFN19RxaQwD35CQmnYZvW1819XZ
• Binance Coin (BNB): 0xb046b6991eb1bdc838cae567cff838b542e9f19d

License

This project is licensed under mit