ArbiSim - Real-Time Arbitrage Detection System

A high-performance, real-time cryptocurrency arbitrage detection and simulation system built in C++ with a modern web dashboard. ArbiSim identifies price discrepancies across multiple exchanges and provides comprehensive risk management with ultra-low latency processing.

Project Overview

ArbiSim demonstrates professional-level understanding of high-frequency trading concepts, real-time systems architecture, and modern full-stack development. The system combines the performance of C++ for core processing with the flexibility of Node.js and web technologies for data visualization.

Key Features

• Ultra-Low Latency Processing: Sub-microsecond arbitrage opportunity detection
• Multi-Exchange Support: Real-time price feeds from Binance, Coinbase, Kraken, and Bybit
• Advanced Risk Management: Position tracking, exposure limits, and drawdown protection
• Real-Time Dashboard: Professional trading interface with live data visualization
• Performance Analytics: Comprehensive metrics including latency tracking and P&L analysis
• Lock-Free Architecture: High-performance order book implementation for maximum throughput

Project Structure

ArbiSim-A-Real-Time-Arbitrage-Detection-System/
├── .vscode/                    # VS Code configuration
├── build/                      # CMake build directory
├── dashboard/
│   └── dashboard.html          # Real-time web dashboard interface
├── include/
│   ├── arbisim_core.h         # Core trading engine components
│   ├── multi_exchange_feeds.h  # Exchange feed simulators
│   └── risk_management.h      # Risk management system
├── node_modules/               # Node.js dependencies
├── output/
│   ├── arbitrage_opportunities.csv  # Generated trading opportunities
│   ├── dashboard.mp4           # Dashboard demonstration video
│   ├── out.png                 # Build output screenshot
│   ├── output_arbitrage.mp4    # ArbiSim engine output video
│   ├── output_pref_test.png    # Performance test results
│   └── session_summary.txt     # Trading session summary
├── src/
│   ├── main.cpp               # Core ArbiSim engine
│   └── performance_test.cpp   # Performance benchmarking
├── tests/
│   └── performance_test.cpp   # Unit and performance tests
├── .gitignore
├── CMakeLists.txt             # Build configuration
├── LICENSE                    # MIT License
├── package.json               # Node.js dependencies
├── package-lock.json          # Dependency lock file
├── README.md                  # This file
├── session_summary.txt        # Latest session results
└── test-server.js            # WebSocket bridge server

Architecture

The system follows a multi-tier architecture optimized for performance and maintainability:

Core Components

1. ArbiSim Engine (C++): High-performance trading engine with lock-free data structures
2. WebSocket Bridge (Node.js): Real-time data transmission between C++ engine and web interface
3. Web Dashboard (HTML/JavaScript): Professional trading interface with live visualizations
4. CSV Data Bridge: File-based communication ensuring data persistence and debugging capability

Data Flow

C++ Engine → CSV File → Node.js Bridge → WebSocket → Web Dashboard
     ↓              ↓            ↓           ↓
Order Books → Opportunities → JSON Messages → Live UI Updates

Requirements

System Requirements

• Operating System: Windows 10/11 or macOS 10.15+
• Compiler: MSVC 2019+ (Windows) or Clang 12+ (macOS)
• Node.js: Version 14.0 or higher
• Memory: Minimum 4GB RAM (8GB recommended for optimal performance)
• Storage: 100MB available space

Dependencies

C++ Dependencies

• CMake 3.15+
• C++17 compatible compiler
• Optional: Boost libraries (for advanced features)
• Optional: OpenSSL (for secure connections)

Node.js Dependencies

• ws (WebSocket library)

Installation and Setup

Windows

1. Install Prerequisites

   # Install Node.js from https://nodejs.org
   # Install Visual Studio 2019+ with C++ tools
   # Install CMake from https://cmake.org

2. Clone Repository

   git clone https://github.com/yourusername/ArbiSim-A-Real-Time-Arbitrage-Detection-System.git
   cd ArbiSim-A-Real-Time-Arbitrage-Detection-System

3. Build C++ Engine

   mkdir build
   cd build
   cmake ..
   cmake --build . --config Debug

4. Install Node.js Dependencies

   npm install

macOS

1. Install Prerequisites

   # Install Homebrew
   /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/HEAD/install.sh)"
   
   # Install dependencies
   brew install cmake node
   xcode-select --install

2. Clone and Build

   git clone https://github.com/yourusername/ArbiSim-A-Real-Time-Arbitrage-Detection-System.git
   cd ArbiSim-A-Real-Time-Arbitrage-Detection-System
   
   mkdir build && cd build
   cmake ..
   make
   
   cd ..
   npm install

Usage

Running the Complete System

1. Start the ArbiSim Engine

   # Windows
   .\build\Debug\arbisim.exe
   
   # macOS
   ./build/arbisim

2. Start the WebSocket Bridge (in a new terminal)

   node test-server.js

3. Open the Dashboard

   • Open dashboard/dashboard.html in your web browser
   • Or navigate to http://localhost:8080 for server status

Performance Testing

Run comprehensive performance benchmarks:

# Windows
.\build\Debug\perf_test.exe

# macOS
./build/perf_test

Configuration

The system can be configured through various parameters in the source code:

• Risk Limits: Modify in risk_management.h
• Exchange Settings: Configure in multi_exchange_feeds.h
• Performance Tuning: Adjust in arbisim_core.h

System Capabilities

Performance Metrics

• Order Book Updates: 500,000+ updates per second
• Arbitrage Detection Latency: 15-50 microseconds
• Risk Assessment: Real-time with sub-millisecond response
• WebSocket Throughput: 1000+ messages per second

Risk Management Features

• Position Limits: Configurable per exchange and total exposure
• Drawdown Protection: Automatic trading halt on excessive losses
• Real-time P&L Tracking: Comprehensive profit and loss analysis
• Exposure Monitoring: Live tracking of total market exposure

Supported Exchanges

• Binance: Tight spreads, fast updates (35-45ms)
• Coinbase Pro: Moderate spreads, reliable feeds (50-70ms)
• Kraken: Variable latency, wider spreads (70-150ms)
• Bybit: Simulated pricing discrepancies for arbitrage opportunities

Output Examples

The system generates various outputs for analysis and monitoring:

Live Dashboard

dashboard.mp4

Real-time trading dashboard showing live opportunities, exchange prices, and risk metrics

Build Output

Successful compilation output showing all components built correctly

Performance Test Results

Comprehensive performance benchmarking results demonstrating system capabilities

ArbiSim Engine Output

output_arbitrage.mp4

Live console output from the ArbiSim engine showing real-time opportunity detection

Session Summary

The system automatically generates detailed session reports:

ArbiSim Ultra-Fast Session Summary
==================================
Mode: Ultra-Fast (No External Dependencies)
Opportunities Found: 3449
Trades Executed: 3389
Take Rate: 98.2604%
Win Rate: 98.2886%
Total P&L: $41800.2
Total Exposure: $7.05723e+06

Technical Highlights

Core Innovations

1. Lock-Free Order Books: Custom implementation for maximum throughput
2. Zero-Copy Message Passing: Minimal memory allocation in critical paths
3. Custom JSON-Free Parser: Ultra-fast data processing without external dependencies
4. Adaptive Risk Engine: Dynamic position sizing based on market conditions
5. WebSocket Bridge Architecture: Seamless integration between C++ and web technologies

Algorithm Features

• Multi-Exchange Arbitrage Detection: Real-time cross-exchange price analysis
• Latency-Aware Execution: Opportunity filtering based on execution timing
• Dynamic Fee Calculation: Real-time profit calculation including transaction costs
• Market Impact Modeling: Position sizing based on expected slippage

Development Notes

Build Optimization

The project includes several performance optimizations:

• Unity Builds: Faster compilation through combined translation units
• Precompiled Headers: Reduced build times for large projects
• Conditional Dependencies: Optional features based on available libraries
• Multi-processor Compilation: Parallel build support for MSVC

Debugging Features

• Comprehensive Logging: Detailed console output for all operations
• CSV Data Export: All opportunities saved for post-analysis
• Performance Profiling: Built-in latency and throughput monitoring
• Real-time Metrics: Live dashboard for system monitoring

Contributing

We welcome contributions to ArbiSim! Please feel free to submit issues, feature requests, or pull requests.

Development Setup

1. Follow the installation instructions above
2. Create a feature branch for your changes
3. Ensure all tests pass before submitting
4. Update documentation for any new features

License

This project is licensed under the MIT License - see the LICENSE file for details.

About the Developer

This project was developed as a demonstration of advanced system architecture and high-frequency trading concepts.

Check out my latest SaaS project: MokshaMetrics.com.

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ArbiSim represents the intersection of high-performance computing, financial technology, and modern web development. It showcases advanced C++ programming, real-time systems design, and full-stack development capabilities in a production-quality trading system.