The Arbitrage Opportunity Analyzer is a Python script that identifies potential arbitrage opportunities among different cryptocurrency exchanges. It uses the order book data from various exchanges, calculates the maximum buy quantities and sell amounts, and analyzes the differences to find the most profitable opportunities.
This script requires Python 3.6+ and the following packages:
requests
aiohttp
asyncio
Install the required packages using pip
:
pip install requests aiohttp
- Import the
ArbitrageAnalyzer
class and theBooks
class from their respective files:
from arbitrage_analyzer import ArbitrageAnalyzer
from orderbook import Books
- Instantiate the ArbitrageAnalyzer class with the token symbol (e.g., 'BTC'):
analyzer = ArbitrageAnalyzer('BTC')
- Run the analyzer to find arbitrage opportunities:
analyzer.run()
orderbook.py
: Contains the Books class, which fetches order book data from various exchanges and processes it.
arbitrage_analyzer.py
: Contains the ArbitrageAnalyzer class, which analyzes the order book data to find arbitrage opportunities.
functions.py
: Contains helper functions for data processing.
project_exceptions.py
: Contains custom exceptions for the project.
To contribute to this project, please submit a pull request with your proposed changes.
This project is licensed under the MIT License. See the LICENSE file for details.
Create a new file named `README.md` in your project directory and paste the content above into the file. This will serve as the main documentation for your project.