Realtime Crypto Arbitrage Bot
Realtime Crypto Arbitrage Bot
Documentation
Requirements
Installation
Usage
Authors
Disclosure
Support
TODO
Report
Abstract
Introduction
What is a Crypto Trading/Arbitrage Bot?
Parameters of Our Triangular Arbitrage Bot
Dataset
Exploratory data analysis
Price Prediction with Time Series Analysis
How does our bot work?
Kucoinlive.py
Analysis.py
Trade.py
Data Flow for This Project
Results of the Triangular Arbitrage Model
Bellman-Ford Algorithm
Comparing the Results of the Models
Conclusion and Future Work
References
User Guide
kucoinlive
coinbaselive
geminilive
analysis
trade
triarb
NOTES
FORWARD ARBITRAGE (EX: ETHBTC) -> a = USDT, b = ETH, c = BTC
REVERSE ARBITRAGE (EX: ETHBTC) -> a = USDT, b = ETH, c = BTC
bellmanford
Realtime Crypto Arbitrage Bot
»
Index
Index
A
|
B
|
D
|
E
|
F
|
G
|
I
|
K
|
L
|
M
|
N
|
O
|
P
|
R
|
S
|
T
A
analysis
module
B
bellman_ford() (bellmanford.NegativeWeightDepthFinder method)
(bellmanford.NegativeWeightFinder method)
bellman_ford_arbitrage() (in module analysis)
bellman_ford_exec() (in module bellmanford)
bellmanford
module
D
distance_to (bellmanford.NegativeWeightDepthFinder attribute)
(bellmanford.NegativeWeightFinder attribute)
draw_graph_to_png() (in module bellmanford)
E
execute_bellman_ford() (in module trade)
execute_fwd_tri_arbitrage() (in module trade)
execute_rev_tri_arbitrage() (in module trade)
execute_triangular_arbitrage() (in module trade)
F
find_tri_arb_ops() (in module triarb)
G
graph (bellmanford.NegativeWeightDepthFinder attribute)
(bellmanford.NegativeWeightFinder attribute)
I
initialize() (bellmanford.NegativeWeightDepthFinder method)
(bellmanford.NegativeWeightFinder method)
K
kucoinlive
module
L
last_index_in_list() (in module bellmanford)
load_exchange_graph() (in module bellmanford)
M
main() (in module kucoinlive)
module
analysis
bellmanford
kucoinlive
trade
triarb
N
NegativeWeightDepthFinder (class in bellmanford)
NegativeWeightFinder (class in bellmanford)
O
order_handling() (in module trade)
P
predecessor_to (bellmanford.NegativeWeightDepthFinder attribute)
(bellmanford.NegativeWeightFinder attribute)
print_profit_opportunity_for_path_store_db() (in module bellmanford)
R
relax() (bellmanford.NegativeWeightDepthFinder method)
(bellmanford.NegativeWeightFinder method)
reset_all_but_graph() (bellmanford.NegativeWeightDepthFinder method)
(bellmanford.NegativeWeightFinder method)
S
seen_nodes (bellmanford.NegativeWeightDepthFinder attribute)
(bellmanford.NegativeWeightFinder attribute)
T
trade
module
triangular_arbitrage() (in module analysis)
triarb
module