CEX Flash Arbitrage Bot

A high-performance asynchronous arbitrage bot designed for centralized exchanges (CEX). It monitors price discrepancies across multiple exchanges in real-time and notifies opportunities via Telegram.

Русская версия | English

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🚀 Features

• Multi-Exchange Support: Integrated with Bybit, OKX, Gate.io, KuCoin, Mexc, CoinW.
• Asynchronous Architecture: Built on asyncio for low-latency data fetching and processing.
• Real-time Alerts: Instant notifications via Telegram Bot API.
• Flexible Configuration: Adjustable spread thresholds, volume filters, and timer settings via UI.
• Experimental Strategy: Includes a module for triangular arbitrage logic (currently in experimental phase).

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🔔 Notifications

The bot sends real-time alerts to Telegram with the following structure:

• Exchange Pair: Shows the direction of the trade (e.g., Binance ➤ Bybit).
• Coin: The asset being arbitraged (e.g., BTCUSDT).
• Price & Volume: Detailed price and 24h volume for both exchanges to assess liquidity.
• Spread: Calculated profit margin in percentage.

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⚡ Performance Note

Disclaimer: This is a proof-of-concept (PoC) version designed to demonstrate the architectural logic of CEX arbitrage.

While the current asynchronous engine is functional, it is optimized for code readability and educational purposes. For a production-grade High-Frequency Trading (HFT) environment, the core engine could be accelerated by 10x or more by:

• Refactoring critical paths using Rust or Cython.
• Implementing direct WebSocket streams instead of REST API polling.
• Using a lower-level networking library.

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🛠 Installation

1. Clone the repository:

   git clone https://github.com/yourusername/cex-flash-arbitrage.git
   cd cex-flash-arbitrage

2. Install dependencies:

   pip install -r requirements.txt

3. Configuration: Copy the example environment file and configure your API keys:

   cp .env.example .env

   Edit .env and fill in your Exchange API keys and Telegram Bot Token.

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🧩 Project Structure

• Core/: Main data handling and processing logic.
• exchange/: API wrappers for individual exchanges (Bybit, OKX, etc.).
• TelBot/: Telegram bot interface and handler logic.
• strategies/: Arbitrage strategies, including the experimental triangular logic.

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⚠️ Experimental: Triangular Arbitrage

The file strategies/triangular_logic.py contains the mathematical core for triangular arbitrage loops.

Note: This strategy is currently experimental. High-frequency triangular arbitrage on CEXs is subject to strict rate limits and execution latency, which may affect profitability in live environments.

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📝 License

MIT License. See LICENSE for more information.