{"repo":"kanekoshoyu/kucoin_arbitrage","free":true,"listed":false,"github":"https://github.com/kanekoshoyu/kucoin_arbitrage","clone":"git clone https://github.com/kanekoshoyu/kucoin_arbitrage.git","description":"KuCoin Cyclic Arbitrage, using Event-Driven Async Rust","language":"Rust","stars":155,"topics":["arbitrage","crypto","kucoin","rust","async","bot","trading"],"license":"MIT","category":"trading","readme_excerpt":"Event-Driven KuCoin Triangular Arbitrage Framework in Async Rust This is an async Rust project to implement zero-risk crypto trinagular arbitrage, explore technical feasiblity of generating passsive income (i.e. sleep to earn!). How cyclic arbitrage works Say we hold USDT, it checks all the listed crypto (e.g. ETH) that can trade against BTC and USDT, and compare the profit by either: - Buy-Sell-Sell: buy ETH (sell USDT), sell ETH (buy BTC), sell BTC (buy USDT) - Buy-Buy-Sell: buy BTC (sell USDT), buy ETH (sell BTC), sell ETH (buy USDT) The above is triangular arbitrage, which is the simplest form of cyclic arbitrage. We can make more complex say finding the most profitable routes, or placing order at maker price for reduced fees. Previous mistakes in Python 2 years ago I have made a python script that runs the triangular arbitrage in KuCoin, but it had several technical issues and ended up not following up. https://github.com/kanekoshoyu/Kucoin-Triangular-Arbitrage - Implementation with Python and REST polling was way too slow to obtain the valid arbitratge chances for execution. - Generally the Python REST API caused quite high rates of communication error, which took extra time for resorting. - It didn't count the actual size of the arbitrage order, which meant that the script kept buying some shitcoin and could not sell properly. - It simply took the mean price instead of best bid/ask, which means it took maker positions for each of three actions in one arbitrage, and did","default_branch":null,"files":null,"tree":[],"storefront":"/r/kanekoshoyu","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/kanekoshoyu/kucoin_arbitrage/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}