crypto-arbitrage-framework

Arbitrage bot

A framework for identifying and executing profitable cryptocurrency trades by optimizing trading paths with linear programming.

A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the optimal trading amount for each pair in the path given flexible constraints, and execute trades with multi-threading implemenation.

GitHub

592 stars
18 watching
174 forks
Language: Python
last commit: over 5 years ago
Linked from 1 awesome list

arbitrage-botccxtcplexcryptocurrencylinear-programmingoptimization

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