Arbitrage opportinity seeker and performer

The purpose of this project is to create a bot that identifies and profits off of arbitrage opportunities in the voatile crypto markets. The project will have the following phases:

Phase 1: Identification of opportunities.

The program is run every few seconds and detects profitable price differences on two crypto markets. Once the price difference is identified, the program logs the event in a .xlsx file. Costs associated with transactions NEED TO BE CONSIDERED! These include trading, deposit and withdrawal fees.

Phase 2: Micro trading

The program is able to execute identified oppertunities on the markets. Initially this will be done through small trades of values like 10USD. Hopefully at this stage it will start generating profit.

Phase 3 To be determined...

Exchanges

Initially, opportunities will be identified on Kraken and Binance.

Update: Boxes

A box will be our little bot objects that will be fetching and analyzing, then returning a report to the transaction handler that will be used in decision making

Setting up the box:

import Box

box = Box.Box()

box = Box.Box(enable_limit = False, usd_limit = 5, reverse = False, depth = 100, symbol = "BTC/USDT", enable_recursion= False))

if you set recursion to true in the setup box.run() will start a recursive loop, printing the report every 6 seconds. Otheriwse it'll only run once

Update: Streaming Prices

Run binance_stream.py for prices, feel free to tweek the coin and play around with it, it is still at very early stage