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bmino committed Feb 27, 2021
2 parents 892f08a + fa3b4bd commit 9051359
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14 changes: 7 additions & 7 deletions README.md
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# Binance Triangle Arbitrage

<p align="center">
<img src="https://github.com/bmino/binance-triangle-arbitrage/blob/master/src/resources/mainDisplay.png">
</p>
<div style="text-align: center;">
<img src="https://github.com/bmino/binance-triangle-arbitrage/blob/master/src/resources/mainDisplay.png" alt="Main HUD display">
</div>

This app monitors the [Binance](https://www.binance.com) cryptocurrency exchange in search of triangle arbitrage opportunities.

Expand All @@ -14,10 +14,10 @@ arbitrage opportunities. To disable the HUD, set `HUD.ENABLED` to false.
### Reading the HUD
* **Trade** - Three symbols related by exchange rates that are involved in the triangle arbitrage.
* **Profit** - Percent profit or loss from executing the triangle arbitrage. This includes trading fees specified via `EXECUTION.FEE` config.
* **AB Age** - Time in seconds since the most recent update of the market ticker relating the first and second symbols in the arbitrage.
* **BC Age** - Time in seconds since the most recent update of the market ticker relating the second and third symbols in the arbitrage.
* **CA Age** - Time in seconds since the most recent update of the market ticker relating the third and first symbols in the arbitrage.
* **Age** - Time in seconds since the least recently updated market ticker involved in the triangle arbitrage.
* **AB Age** - Time in milliseconds since the most recent update of the market ticker relating the first and second symbols in the arbitrage.
* **BC Age** - Time in milliseconds since the most recent update of the market ticker relating the second and third symbols in the arbitrage.
* **CA Age** - Time in milliseconds since the most recent update of the market ticker relating the third and first symbols in the arbitrage.
* **Age** - Time in milliseconds since the least recently updated market ticker involved in the triangle arbitrage.


## Getting Started
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13 changes: 7 additions & 6 deletions config/README.md
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### `INVESTMENT`

#### `INVESTMENT.BASE` (String)
* Default: `"BTC"`
* Description: Symbol which all triangle trades must start and end with
#### `INVESTMENT.[BASE]` (Object)
* Default: `"BTC": {...}`
* Description: Symbol which triangle trades must start and end with
* [Extended Documentation](../src/resources/docs/bases.md)

#### `INVESTMENT.MIN` (Number)
#### `INVESTMENT.[BASE].MIN` (Number)
* Default: `0.075`
* Description: Minimum investment amount of the base currency to consider

#### `INVESTMENT.MAX` (Number)
#### `INVESTMENT.[BASE].MAX` (Number)
* Default: `0.015`
* Description: Maximum investment amount of the base currency to consider

#### `INVESTMENT.STEP` (Number)
#### `INVESTMENT.[BASE].STEP` (Number)
* Default: `0.005`
* Description: Increments at which investment amounts are considered between the min and max

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9 changes: 5 additions & 4 deletions config/config.json.example
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},

"INVESTMENT": {
"BASE": "BTC",
"MIN": 0.010,
"MAX": 0.015,
"STEP": 0.005
"BTC": {
"MIN": 0.010,
"MAX": 0.015,
"STEP": 0.005
}
},

"SCANNING": {
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