An exploratory LangGraph agent that analyzes crypto token pairs across centralized exchanges to surface potential arbitrage opportunities. The notebook orchestrates LLM-driven research with market data from CoinGecko, synthesizing risk, liquidity, and spread signals into concise, user-facing reports.
- Identify where a token pair trades across exchanges and quantify buy/sell price differentials.
- Prioritize opportunities by potential profit, liquidity, spreads, risk, and exchange trust.
- Generate concise arbitrage summaries and an overall profit assessment, with iterative refinement for clarity and rigor.
- Ticker resolution: Converts coin names to tickers with an LLM and maps them to CoinGecko IDs.
- Market ingestion: Fetches live tickers from CoinGecko, then performs combinatorial analysis across exchanges and pairs to pick the optimal buy/sell venues per symbol.
- Scoring: Ranks opportunities using a heuristic combining profit percentage, average volume, trust scores, and spread penalties.
- Risk signals: Aggregates web signals (via Tavily) for exchange risk assessment and folds that into the report.
- Reporting loop: Iteratively drafts, scores, and refines an arbitrage report until it meets a quality threshold or hits safety caps.
- Routing: Non-arbitrage user queries are answered via a normal response path.
- Research subgraph: token parsing, market/ticker ingestion, opportunity extraction, web risk summary, report drafting and refinement.
- Main graph: query routing (arbitrage vs normal), final profit assessment synthesis.
- Models/data:
ChatGroq
(llama-3.1-8b-instant
),CoinGeckoAPI
tickers, optionalTavily
web search.
- Input: “Assess arbitrage opportunities: TON, PEPE, WLD”
- The agent:
- Resolved tickers and mapped CoinGecko IDs.
- Retrieved 100+ WLD tickers (fewer for TON/PEPE).
- Identified a top opportunity for
WLD/USDT
: buy on Binance → sell on BIT with ~1.34% price differential (subject to volume/spread/trust checks). - Produced a concise arbitrage report and a user-facing final summary; risk labeled medium in the sample run.
- Non-arbitrage queries (e.g., general knowledge) are handled by a normal response path.
-
Relies on CoinGecko tickers (snapshot, not full order book depth) and heuristic scoring.
-
Trust, fees, slippage, and venue constraints are approximated; real execution viability requires deeper due diligence.
-
Generated artifacts: narrative arbitrage report, final profit assessment, and graph visualizations of both the main and research subgraphs.