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justinwash / crypto-stache

probably go broke
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Strategy: Triangular Arbitrage #2

Closed justinwash closed 6 years ago

justinwash commented 6 years ago

Write a script to find/execute triangular arbitrage opportunities on GDAX (Coinbase Pro).

Example:

We can also use BTC as our fiat currency:

justinwash commented 6 years ago

Taking fees into account it doesn't look like this is really viable. More testing needed but with such small starting capital we lose ~$1 on every trade.

Closing this as the strategy is built so technically it's done, but we probably won't ever use it.