triarb

Find Triangular Arbitrage Opportunities.

Triangular Arbitrage goes in forward and reverse executions and looks for any profit higher what was defined in parameters.yaml

NOTES

EX: left_x_right Want left = 1/Ask Want right = Bid

FORWARD ARBITRAGE (EX: ETHBTC) -> a = USDT, b = ETH, c = BTC

# 1. buy BTCUSDT - ask <- pay for lowest asking price (faster) # 2. buy ETHBTC - ask <- pay for lowest asking price (faster) # 3. sell ETHUSDT - bid <- sell to top bid price (faster)

REVERSE ARBITRAGE (EX: ETHBTC) -> a = USDT, b = ETH, c = BTC

# 1. buy ETHUSDT - ask <- pay for lowest asking price (faster) # 2. sell ETHBTC - bid <- sell to top bid price (faster) # 3. sell BTCUSDT - bid <- sell to top bid price (faster)

triarb.find_tri_arb_ops()

Find Triangle Arbitrage Opportunities.