binance-arbitrage

Intra-Exchange Arbitrage Analysis for Arbitrum (ARB) on Binance

Program Flow

1. All configurations read from config.json file

   • Default values are defined in internal/utils/config.go

2. Creates a new logger instance

3. Creates OrderBook channel to store values of symbols and OrderBookManager to store all values of all symbols (concurrent)

4. Connects to Binance WSS

   • And checks connection status, ensure stability (concurrent)

5. Waits until all symbol values get from WSS

6. Starts Arbitrage Detector and checks for triangular arbitrage opportunities (concurrent)

   • Outputs a signal when configured threshold exceed

7. Runs until exit signal sent from user and outputs a mini info about connection status

Notes

• requires at least go 1.23+ to run/compile (tested and implemented in 1.24.3)
• run binance-arbitrage program with go run cmd/main.go from current directory (or the directory where is your config file located)

Things that not implemented / Known problems

• log file rotation
• control mechanism to do not send successfull arbitrage signal if connection corrupted
  • reconnects automatically and logs error but still outputs signal
• log very verbosly if arbitrage_check is small value and profit_treshold exceed
• ping/pong and health check not double checked. Didn't well integrated to codebase
• program only checks triangle predefined paths. Do not automatically fetch all possible ways
  • paths could be changed/added in config file
• Bonus section not implemented