Cryptocurrency Arbitrage Bot

A sophisticated cryptocurrency arbitrage bot that monitors and identifies arbitrage opportunities between spot and perpetual futures markets on Crypto exchange. The bot leverages real-time market data, advanced analytics, and automated notifications to help traders capitalize on market inefficiencies.

Key Features

• Real-time Market Monitoring: Simultaneous tracking of multiple cryptocurrency pairs (spot and perpetual futures) with real-time price updates via WebSocket.
• Advanced Arbitrage Detection: Automated identification of price discrepancies, calculation of potential arbitrage opportunities, and consideration of trading fees and funding rates.
• Data Analytics & Storage: Time-series data storage using InfluxDB, historical opportunity tracking, and performance metrics.
• Alert System: Discord integration for real-time notifications, detailed arbitrage alerts, and customizable thresholds.
• Robust Error Handling: Automatic reconnection, panic recovery, error logging, and graceful shutdown.

Technical Implementation

• Language: Go (Golang)
• Database: InfluxDB for time-series data
• Containerization: Docker & Docker Compose
• WebSocket: Gorilla WebSocket for real-time data
• Logging: Logrus with log rotation
• Environment Management: godotenv
• Modular Architecture: Separate packages for WebSocket, data handling, configuration, and notifications

Impact

• Automated detection of arbitrage opportunities
• Real-time monitoring across multiple pairs
• Data-driven decision making with historical analysis
• Reduced manual monitoring effort
• Potential for automated trading execution

Future Developments

• Automated trading execution and risk management
• Enhanced analytics and machine learning models
• Multi-exchange and cross-exchange arbitrage
• Web-based dashboard and real-time monitoring UI
• Advanced risk management and capital allocation tools