A modular Python-based bot that monitors Z-score deviations between asset pairs across exchanges to identify arbitrage opportunities in real-time. Built for traders, quants, and crypto automation enthusiasts.
Z-Score Arbitrage is a statistical trading strategy that detects divergence from mean price relationships between two correlated assets. This bot automatically:
- Fetches live market data from multiple exchanges
- Calculates Z-score over a rolling window
- Triggers alerts when thresholds are breached
- Logs actionable trade signals
- 📊 Real-time price tracking from APIs
- 📐 Rolling Z-score computation with configurable window
- 🔔 Signal alerts via console/log
- 🧱 Modular components for:
- Signal management
- Statistical engine
- Data streaming
- Alert routing
| File / Folder | Description |
|---|---|
main.py |
Entry point of the bot |
config.py |
Global thresholds and strategy settings |
data_feed.py |
Market data ingestion from exchanges |
stats_engine.py |
Z-score calculator logic |
signal_manager.py |
Signal generation based on thresholds |
alert_system.py |
Alerts/notifications when signals fire |
storage.py |
Local storage for historical price data |
requirements.txt |
Python package dependencies |
pip install -r requirements.txt
python main.py
Tech Stack
Python 3.x
Numpy / Pandas
REST APIs (for live price feeds)
Modular OOP architecture
🛡️ License
This project is licensed under the MIT License.
See the LICENSE file for details.