Cryptocurrency Arbitrage Trading System

A real-time arbitrage detection and trading system for cryptocurrency markets. This system monitors price differences across multiple exchanges (Binance, KuCoin, Coinbase) and identifies profitable trading opportunities.

Features

• Multi-Exchange Support: Monitors cryptocurrency prices across Binance, KuCoin, and Coinbase
• Real-Time Arbitrage Detection: Continuously scans for price disparities between exchanges
• Flexible Trading Options: Trade only Bitcoin or only cryptocurrencies available on all exchanges
• Profit Calculation: Accounts for trading fees and estimated slippage
• Portfolio Tracking: Monitors theoretical balance and profits over time
• Configurable Parameters: Easily adjust profit thresholds, trading pairs, and other settings
• Comprehensive Logging: Detailed logs for monitoring system performance

Requirements

• Python 3.7+
• Required packages listed in requirements.txt

Installation

# Clone the repository
git clone https://github.com/fhitland/arbitrage-trading-program.git
cd arbitrage-trading-program

# Create and activate a virtual environment
python -m venv .venv
source .venv/bin/activate  # On Windows: .venv\Scripts\activate

# Install dependencies
pip install -r requirements.txt

Usage

# Basic usage
python arbitrage_system.py

# Run with custom parameters
python arbitrage_system.py --runtime 60 --balance 5000 --trade-amount 500 --auto-trade

# Bitcoin-only mode
python arbitrage_system.py --bitcoin-only

# Default mode only considers coins available on all exchanges

Command Line Options

• --runtime: Runtime in minutes (0 for indefinite)
• --balance: Initial portfolio balance (default: 10000)
• --trade-amount: Amount to use per trade (default: 1000)
• --auto-trade: Execute trades automatically (simulation)
• --bitcoin-only: Only trade Bitcoin (BTCUSDT) instead of all available cryptocurrencies

Configuration

Edit config.py to modify:

• Trading pairs to monitor
• Minimum profit threshold
• Exchange API settings
• Rate limiting parameters
• Transaction cost estimates

Project Structure

• arbitrage_system.py: Main application file
• config.py: Configuration settings
• utils.py: Utility functions
• logger_config.py: Logging configuration
• docs/: Detailed documentation for each component

Disclaimer

This software is for educational and research purposes only. Use at your own risk. Cryptocurrency trading involves substantial risk of loss and is not suitable for all investors.

License

MIT License