Proof-of-concept Python3 Bot that looks for and trades Triangular Arbitrage on the Binance Exchange
Feel free to contribute to the project and propose changes. I will review and accept the good PRs
read a little about triangular arbitrage on Investopedia
Python-Binance Python3
Replace the values in api_key and api_secret in the ArbitrageMain.py file with your own keys generated via the Binance account console. Once this is done, simply run the ArbitrageMain file. To end the program, simple stop the python console.
You can decide what percentage of your BTC value you want to trade by changing the portion value within the CoreFunctionality.py And ArbitrageMain.py files. Default value is 0.01 (1% of current available BTC Balance)
You can adjust the minimum amount of BNB to keep on hand by changing the minimumBnb value within CoreFunctionality.py. Default value is 0.03 BNB
You can adjust the minimum percentage to look for by changing the profits value in ArbitrageMain.py. Default value is 0.001 (triangles with 0.1% profit)
As is, no, it loses slowly due to fees and not calculating the optimal trade amount. But with a few changes and other variables being fixed, it has the bones to do so. Changes like; Mapping all paths that are possible before hand will reduce computation time and picking a cloud instance close the binance api servers.