This is a naive implementation of CCXT based single-asset crypto arbitrage. As is, this bot will NOT produce good results and will likely burn a lot o

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2024-04-16 02:30:04

This is a naive implementation of CCXT based single-asset crypto arbitrage. As is, this bot will NOT produce good results and will likely burn a lot of trading fees with no profit. After all, it's written in TypeScript for some reason, what do you expect?

Every tick, this will pull all relevant orderbooks from every exchange you requested. It will check for arbitrage opportunities by checking the highest bid price against the lowest ask price. If the price spread is favorable, it will simulate the full trade, and determine if the trade meets all the criteria listed in isActionable() -> app.ts. In production it will perform the trade, and log all results in the mongodb.

By setting multiple symbols in util/constants.ts, you can have this app search for arbitrage on multiple assets simultanesouly.

The default set of exchanges do not require keys to get market data, so you can leave those blank. If you add new exchanges, those may require keys to run.

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