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https://github.com/pineforge-4pass/spot_arbitrage


https://github.com/pineforge-4pass/spot_arbitrage

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README

          

# Spot Arbitrage System

Low-latency crypto spot arbitrage system built in C++17. Monitors price differences between exchanges with different quote currencies (e.g., USDT vs KRW) and executes simultaneous buy/sell orders when the premium exceeds a threshold.

**Supported exchanges:** Binance, Bybit, Upbit, Bithumb

## Quick Start

```bash
# Build
sudo apt install -y build-essential cmake libssl-dev libcurl4-openssl-dev zlib1g-dev libsqlite3-dev
mkdir build && cd build
cmake .. -DCMAKE_BUILD_TYPE=Release
make -j$(nproc)

# Run (monitor only, no credentials needed)
./spot_arb --config config.json --dry-run

# Benchmark order latency (requires API credentials)
./spot_arb --config config.json --benchmark

# Analyze trade history
./spot_analyze --db trades.db
./spot_analyze --db trades.db --coin BTC --status executed --last 24h
```

## Documentation

Full documentation is available at **[fullpass-4pass.github.io/spot_arbitrage](https://fullpass-4pass.github.io/spot_arbitrage/)** (English, 繁體中文, 简体中文).

| Topic | Description |
|---|---|
| [Architecture](https://fullpass-4pass.github.io/spot_arbitrage/architecture/) | Single binary vs master/slave, data flow, latency comparison |
| [Trading](https://fullpass-4pass.github.io/spot_arbitrage/trading/) | Signal detection, order sizing, execution, safety mechanisms |
| [Benchmarks](https://fullpass-4pass.github.io/spot_arbitrage/benchmarks/) | Order latency measurements, internal microbenchmark (~17us avg) |
| [Deployment](https://fullpass-4pass.github.io/spot_arbitrage/deployment/) | Configuration, CLI flags, AWS regions, systemd, OS tuning |
| [Reference](https://fullpass-4pass.github.io/spot_arbitrage/reference/) | Wire protocol, exchange precision tables, core algorithms |

## License

MIT