Arbitrage Helper

Arbitrage helper lets you specify a target asset on a crypto exchange for which you want to do triangular arbitrage.

Usage

When running this code for a target asset, lets say BTC it gives you two lists:

1. a list of all symbols that trade from or to BTC
2. a list of all symbols that can trade between all assets from the previous list

git clone git@github.com:dhensen/arbitragehelper.git
yarn
node examples/xrp.js

Output:

There are 231 total symbols on this exchange.
Looking for all XRP symbols:
        Found 2 other assets compatible with XRP.
        - XRP/BTC
        - XRP/ETH

Looking for all compatible XRP symbols to calculate arbitrage:
        Found 1 symbols to calculate arbitrage for XRP.
        - ETH/BTC

Using CCXT

I've implemented this using CCXT. This allows you to easily use another exchange. In the example I have used Binance but you could for example just as easily use Poloniex like this:

In examples/xrp.js edit:

var helper = new arbitrageHelper.symbolFinder(new ccxt.poloniex());
helper.getCompatibleSymbols('XRP');

Save file then run it again:

node lib/arbitragehelper.js
There are 99 total symbols on this exchange.
Looking for all XRP symbols:
        Found 2 other assets compatible with XRP.
        - XRP/BTC
        - XRP/USDT

Looking for all compatible XRP symbols to calculate arbitrage:
        Found 1 symbols to calculate arbitrage for XRP.
        - BTC/USDT

Todo

• Turn this into a proper npm package

Disclaimer: I am not a NodeJs/JS developer I know node lib/arbitragehelper.js is not the way to call use it You can help me make this into a proper npm module if you like!

Contributions

Contributions are welcome via a pull request.