This bot scans 302 pairs of coins currently traded in binance exchange in realtime with N running processes. N is customizable.
The P&L is calculated after considering the bid/ask spreads and transaction costs.
To complete the full scan, it requires approximately 5 minutes for one process or 2 minutes for 4 processes due to the rate limit 1200 per minute by Binance.
A faster version of C++ implementation is done but not currently available to public.
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Enter your api key and secret from binance in apikeys.py
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Modify the pairs of assets you would like to scan for arbitrage in this file bina_pair.py. It contains the full list of the pairs of tradable assets, you may not need this many.
NOTE: A smaller list will make the scan faster. However, Binance has a API rate limit of 1000+ per minute, if the scan speed is too fast, you will get a temporary ban. We are working on finalizing a websocket version scanner which does not have the restriction of rate limit and hopefully much faster.
- Run the following command python triangular_scan.py