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Topic: ▆ ▇ █ARBI BOT█ ▇ ▆ HFT Triangular Arbitrage [Poloniex] [OKEx] [Yobit] [Binance] - page 17. (Read 53397 times)

newbie
Activity: 2
Merit: 0

Hi bro, check inbox please
What is ARBI?

Arbi is high frequency triangular arbitrage trading bot for Poloniex.It is designed to be as lightweight and fast as possible so you won't miss an arbitrage opportunity.



What is Triangular Arbitrage ?

Placing transactions in three crypto currencies to exploit a market inefficiency for a theoretical risk free trade is called Triangular Arbitrage .

Example:

https://i.imgur.com/74q4hlo.png

BTC/XMR@0.02235274 -> XMR/BLK@0.00227243 -> BTC/BLK@0.00005134 -> Profit % 0.8219
Total time for all trades: ~2 seconds.See the screenshots bellow for example of executed trades.


How fast is ARBI ?

ARBI gets the data from websocket feed. The prices are updated in real-time.Prices are updated few times per second.ARBI can generate new nonce every 2ms and it can make 8 trades per second (theoretically up to 500 trades per second, but Poloniex limit is 8 calls per second).ARBI follow 20 different pair combinations each on its own thread so you can't miss an arbitrage opportunity.


Supported Operating Systems:

ARBI works both on Windows and Linux.
For Windows you need .NET Framework v4.6.2.
For Linux you need mono-devel package.
Tested on: Windows 7 , Windows Server 2016 , Ubuntu 16.0.4.



How to use:

There is api.txt and secret.txt where you need to put your api key and secret that you will receive from Poloniex.
In EthBank.txt and XmrBank.txt ARBI stores the amount and price from unfilled orders and their average price.In most cases you do not need to touch those files.
Configuration file is config.js.In that file you set the btc amount per trade that will be used and which pair combinations to be active(in case you want to disable some of them).
ARBI is a console app and does not need a GUI so it can be used on almost every computer.It is working great on vps with 1 cpu core and 512 mb ram.When you edit your api , secret , and config you are ready to start the bot.There is few shortcuts that you can use while ARBI is running:
S - Shows you the connection status.If it is connected evertyhing is fine. If the connection status shows you that you are not connected, you should restart the bot.
B - Gives you details about the amount and prices for both XMR and ETH banks.
Q - Stops the bot and saves all data to the banks(normally the banks are auto-saved when need but its recommended to stop the bot that way).

WARNING:Its recommended to disable withdraw access to the api key that you will use.



Price:

License for 1 api key: 0.09 BTC
License for 2 api keys: 0.16 BTC

All future updates are included in the price.

Due to the high BTC price the bot price is fixed to the bitcoin equivalent of 250$ .That price will be valid until further notice. (Conversion at http://preev.com/)


How to buy:

Option #1:
- Faster and more convenient option.

You can pay with your favorite alt coin at the Instant buy page.

Instant buy - You will be redirected to CoinGate to complete the payment.You will receive your download link on the email that you supplied at the checkout page.

WARNING: Make sure your API key and your email is valid.

Option #2:

Send me a PM.


Vouch copies:

For now 3 vouch copies will be given.Send me PM if you want a vouch copy.Every 24 hours 1 vouch copy will be given.
There is 1 vouch copy left (because i revoked the license of a non responding user).
That vouch copy will be given only to a member with rank "Full Member" or higher.If you want to apply for it send me PM.


Program output log example:

https://ybin.me/p/43cd0101be18a766#LfY5aLfM7AXF8AHbN/BYLs5mlru+jwYfFj8VKbdsViY=

Screenshot:
https://i.imgur.com/5QfzYvF.png

Screenshots from trading history:

https://i.imgur.com/mzijCqa.png
https://i.imgur.com/yHmrTOo.png
https://i.imgur.com/2Lhetd7.png

https://i.imgur.com/fzCDhyP.png

https://i.imgur.com/nfJZ3Gt.png
https://i.imgur.com/q1Ok5HO.png
https://i.imgur.com/a1mY8io.png
https://i.imgur.com/ZgLit0s.png
member
Activity: 148
Merit: 10
Why in the log, when selling 'resultingTrades' is often empty even if it has sold?
it's a bug?

example:

11/4/2017 2:33:09 PM: -------------------------------------------------------------------------------------------------------
11/4/2017 2:41:27 PM: BTC_ETH
11/4/2017 2:41:27 PM: We want to buy: 0.0035522447581892266573708368 ETH Available volume: 29.69187058 Price: 0.04222682
11/4/2017 2:41:27 PM: {"orderNumber":"365414703664","resultingTrades":[{"amount":"0.00355224","date":"2017-11-04 12:41:25","rate":"0.04222200","total":"0.00014998","tradeID":"35764006","type":"buy"}],"amountUnfilled":"0.00000000"}
11/4/2017 2:41:27 PM: We bought: 0.0035433462010354011431307418
11/4/2017 2:41:27 PM: ETH_ZRX
11/4/2017 2:41:27 PM: We want to buy: 5.6664526978753296602231526259 ZRX Available volume: 916.85244119 Price: 0.00062532
11/4/2017 2:41:27 PM: {"orderNumber":"5329766092","resultingTrades":[{"amount":"5.66645269","date":"2017-11-04 12:41:26","rate":"0.00062532","total":"0.00354334","tradeID":"115473","type":"buy"}],"amountUnfilled":"0.00000000"}
11/4/2017 2:41:27 PM: We bought: 5.6522655035859991421531954793
11/4/2017 2:41:27 PM: BTC_ZRX
11/4/2017 2:41:27 PM: {"orderNumber":"5865072249","resultingTrades":[]}
11/4/2017 2:41:27 PM: Sold 5.6522655035859991421531954793 ZRX For: 0.0001505955227937975432288398 BTC
11/4/2017 2:41:27 PM: PROFIT % : 0.6480 Bank used: False
11/4/2017 2:41:27 PM: CURRENT SETTINGS: [Price lines] 0 1 8 [Volume Multipliers] 2 4 2
11/4/2017 2:41:27 PM: Current ETH Bank Values: [Amount] 0 [Avrg.Price] 0


No its not a bug.Thats the raw response from Poloniex.That means that the order is not filled at the moment of receiving the response from Poloniex, and its with status Open Order.
newbie
Activity: 10
Merit: 0
Why in the log, when selling 'resultingTrades' is often empty even if it has sold?
it's a bug?

example:

11/4/2017 2:33:09 PM: -------------------------------------------------------------------------------------------------------
11/4/2017 2:41:27 PM: BTC_ETH
11/4/2017 2:41:27 PM: We want to buy: 0.0035522447581892266573708368 ETH Available volume: 29.69187058 Price: 0.04222682
11/4/2017 2:41:27 PM: {"orderNumber":"365414703664","resultingTrades":[{"amount":"0.00355224","date":"2017-11-04 12:41:25","rate":"0.04222200","total":"0.00014998","tradeID":"35764006","type":"buy"}],"amountUnfilled":"0.00000000"}
11/4/2017 2:41:27 PM: We bought: 0.0035433462010354011431307418
11/4/2017 2:41:27 PM: ETH_ZRX
11/4/2017 2:41:27 PM: We want to buy: 5.6664526978753296602231526259 ZRX Available volume: 916.85244119 Price: 0.00062532
11/4/2017 2:41:27 PM: {"orderNumber":"5329766092","resultingTrades":[{"amount":"5.66645269","date":"2017-11-04 12:41:26","rate":"0.00062532","total":"0.00354334","tradeID":"115473","type":"buy"}],"amountUnfilled":"0.00000000"}
11/4/2017 2:41:27 PM: We bought: 5.6522655035859991421531954793
11/4/2017 2:41:27 PM: BTC_ZRX
11/4/2017 2:41:27 PM: {"orderNumber":"5865072249","resultingTrades":[]}
11/4/2017 2:41:27 PM: Sold 5.6522655035859991421531954793 ZRX For: 0.0001505955227937975432288398 BTC
11/4/2017 2:41:27 PM: PROFIT % : 0.6480 Bank used: False
11/4/2017 2:41:27 PM: CURRENT SETTINGS: [Price lines] 0 1 8 [Volume Multipliers] 2 4 2
11/4/2017 2:41:27 PM: Current ETH Bank Values: [Amount] 0 [Avrg.Price] 0
member
Activity: 148
Merit: 10
Will the license I buy now also apply to future exchanges or are you going to charge a license for each exchange?
License will be per exchange.


Will the number of available licenses be limited?
Yes, the number of sold licenses will not be unlimited.
newbie
Activity: 10
Merit: 0



hi bzcorp,
do you think of adapting the bot for other exchange?
Currently I am focused on the core.Other exchanges will come at later stage.

Will the license I buy now also apply to future exchanges or are you going to charge a license for each exchange?


Will the number of available licenses be limited?
newbie
Activity: 104
Merit: 0
My last results with arbi performing with a bigger amount of funds ( 0.025 BTC - approx 180$)
and the results are promising  about average PROFIT % : 0.6173 from 0.025 BTC fund - and this was done by arbi in few hours. like it
keep going on please BzCorp -

last log

Code:
11/4/2017 12:33:06 PM: BTC_ETH
11/4/2017 12:33:06 PM: We want to buy: 0.5908089971229965076098562065 ETH Available volume: 19.12669339 Price: 0.04231486
11/4/2017 12:33:06 PM: {"orderNumber":"365411989381","resultingTrades":[{"amount":"0.59080899","date":"2017-11-04 12:33:04","rate":"0.04227289","total":"0.02497520","tradeID":"35763753","type":"buy"}],"amountUnfilled":"0.00000000"}
11/4/2017 12:33:06 PM: We bought: 0.589329772271598288296376096
11/4/2017 12:33:06 PM: ETH_ETC
11/4/2017 12:33:06 PM: We want to buy: 14.40997454044328760412046492 ETC Available volume: 1537.52175503 Price: 0.04089735
11/4/2017 12:33:06 PM: {"orderNumber":"173930428639","resultingTrades":[{"amount":"14.40997454","date":"2017-11-04 12:33:04","rate":"0.04089734","total":"0.58932962","tradeID":"868469","type":"buy"}],"amountUnfilled":"0.00000000"}
11/4/2017 12:33:06 PM: We bought: 14.373896060887173195279847583
11/4/2017 12:33:06 PM: BTC_ETC
11/4/2017 12:33:06 PM: {"orderNumber":"157622546844","resultingTrades":[{"amount":"14.37389606","date":"2017-11-04 12:33:05","rate":"0.00175000","total":"0.02515431","tradeID":"6740255","type":"sell"}]}
11/4/2017 12:33:06 PM: Sold 14.373896060887173195279847583 ETC For: 0.0250915891337182574481194347 BTC
11/4/2017 12:33:06 PM: PROFIT % : 0.6173 Bank used: False DSBTrue
11/4/2017 12:33:06 PM: CURRENT SETTINGS: [Price lines] 1 1 9 [Volume Multipliers] 3 5 2 [DSB Active] True
11/4/2017 12:33:06 PM: Current ETH Bank Values: [Amount] 0.6049547336186172706506668262 [Avrg.Price] 0.0432962055874999999999999999
11/4/2017 12:33:06 PM: -------------------------------------------------------------------------------------------------------
11/4/2017 9:03:35 PM: BTC_ETH
11/4/2017 9:03:35 PM: We want to buy: 0.6254844376969963236526689921 ETH Available volume: 4.78975458 Price: 0.03996902
11/4/2017 9:03:35 PM: {"orderNumber":"365566734481","resultingTrades":[{"amount":"0.62548443","date":"2017-11-04 21:03:34","rate":"0.03996893","total":"0.02499994","tradeID":"35773654","type":"buy"}],"amountUnfilled":"0.00000000"}
11/4/2017 9:03:35 PM: We bought: 0.6239183948289792620522488554
11/4/2017 9:03:35 PM: ETH_GNT
11/4/2017 9:03:35 PM: We want to buy: 935.5220938478067265222948111 GNT Available volume: 7629.23700000 Price: 0.00066692
11/4/2017 9:03:35 PM: {"orderNumber":"8144445588","resultingTrades":[{"amount":"935.52209384","date":"2017-11-04 21:03:34","rate":"0.00066690","total":"0.62389968","tradeID":"585955","type":"buy"}],"amountUnfilled":"0.00000000"}
11/4/2017 9:03:35 PM: We bought: 933.1798125105983980209673719
11/4/2017 9:03:35 PM: BTC_GNT
11/4/2017 9:03:35 PM: {"orderNumber":"25552451156","resultingTrades":[]}
11/4/2017 9:03:35 PM: Sold 933.1798125105983980209673719 GNT For: 0.0251330223818315778020609666 BTC
11/4/2017 9:03:35 PM: PROFIT % : 0.7834 Bank used: False DSBTrue
11/4/2017 9:03:35 PM: CURRENT SETTINGS: [Price lines] 1 1 9 [Volume Multipliers] 3 5 2 [DSB Active] True
11/4/2017 9:03:35 PM: Current ETH Bank Values: [Amount] 0.6049547336186172706506668262 [Avrg.Price] 0.0432962055874999999999999999
11/4/2017 9:03:35 PM: -------------------------------------------------------------------------------------------------------
11/5/2017 10:00:03 AM: BTC_ETH
11/5/2017 10:00:03 AM: We want to buy: 0.6227431787203175691294747834 ETH Available volume: 14.01824719 Price: 0.04014496
11/5/2017 10:00:03 AM: {"orderNumber":"365805457519","resultingTrades":[{"amount":"0.62274317","date":"2017-11-05 10:00:00","rate":"0.04009011","total":"0.02496584","tradeID":"35783257","type":"buy"}],"amountUnfilled":"0.00000000"}
11/5/2017 10:00:03 AM: We bought: 0.6211839981646068368395327727
11/5/2017 10:00:03 AM: ETH_GNO
11/5/2017 10:00:03 AM: We want to buy: 2.6775172334681329174117791927 GNO Available volume: 22.43897125 Price: 0.23200000
11/5/2017 10:00:03 AM: {"orderNumber":"16009984178","resultingTrades":[{"amount":"0.38291293","date":"2017-11-05 10:00:01","rate":"0.23198600","total":"0.08883043","tradeID":"164445","type":"buy"},{"amount":"2.29460430","date":"2017-11-05 10:00:01","rate":"0.23200000","total":"0.53234819","tradeID":"164446","type":"buy"}],"amountUnfilled":"0.00000000"}
11/5/2017 10:00:03 AM: We bought: 2.6708134881447566607814385891
11/5/2017 10:00:03 AM: BTC_GNO
11/5/2017 10:00:03 AM: {"orderNumber":"22020507637","resultingTrades":[]}
11/5/2017 10:00:03 AM: Sold 2.6708134881447566607814385891 GNO For: 0.0250430391905842519813920426 BTC
11/5/2017 10:00:03 AM: PROFIT % : 0.4226 Bank used: False DSBTrue
11/5/2017 10:00:03 AM: CURRENT SETTINGS: [Price lines] 1 1 9 [Volume Multipliers] 3 5 2 [DSB Active] True
11/5/2017 10:00:03 AM: Current ETH Bank Values: [Amount] 0.6049547336186172706506668262 [Avrg.Price] 0.0432962055874999999999999999
11/5/2017 10:00:03 AM: -------------------------------------------------------------------------------------------------------

great possibility to gain passive profit!!!
member
Activity: 148
Merit: 10
ARBI 1.5.4 is ready.
Whats new:
  • Fix for ETH/XMR Bank Monitor.Now it won't try to sell for lower than 0.00012 BTC.
  • Trend Monitor - It will help the bot to prevent trades when some(or all) pairs involved in the arbitrage are falling.  
  • New shortcut added - T .When you press T the bot outputs all pairs that are on good trend.

Trend Monitor:

The Trend Monitor currently has 4 modes.You can choose separate mode per each pair (Pair1, Pair2, Pair3).Also you can choose candle size and period that will be analyzed.
For example:
Candle Size: 5M Period: 12 , will analyze the last hour based on 5 minute candles.
Candle Size: 24H Period: 12 , will analyze the last 12 days based on 24 hours candles.

Usage examples:
If we enable the Trend Monitor on Pair 1 which is always BTC/XMR or BTC/ETH and some of those two pairs are going down while there is arbitrage occurrence the bot will skip it to avoid collecting ETH or XMR in the BANK, if there is some unfilled orders.
For Pair 2: I think that here the Trend Monitor can be left disabled, because we dont hold funds here for long time.
If we enable the Trend Monitor on Pair3 which is BTC/xxx and that pair going down while there is arbitrage occurrence the bot will skip it to avoid collecting Open Sell Orders.

Trend Monitor Modes:
  • Mode 0 :
Disabled.
  • Mode 1 :
In Mode 1 the bot checks only if Percent Change for the selected period is positive.
  • Mode 2 :
In Mode 2 the bot checks if Percent Change for the selected period is positive and if Close/Open Average Delta is is positive.Both indicators must be positive.
  • Mode 3 :
In Mode 3 the bot checks if Percent Change for the selected period is positive, if Close/Open Average Delta is is positive and if Close/Open Positive Deltas are more than Negative ones for the selected period.Both indicators must be possitive.

New options added to ARBI:

OPTION                                ACCEPTED VALUE
Pair1_Trend_Mode                 0-3
Pair2_Trend_Mode                 0-3
Pair3_Trend_Mode                 0-3
Trend_Monitor_Candle_Size   5M, 15M, 30M, 2H, 4H, 24H
Trend_Monitor_Periods          1-as much as you need


Current example of config.json
{
  "XMR_Pairs": true,
  "ETH_Pairs": true,
  "Ticker_Check_Interval": 45000,
  "DynamicStartBalance": true,
  "BalancePerTrade": 0.0005,
  "Pair1_Price": 0,
  "Pair2_Price": 1,
  "Pair3_Price": 8,
  "Pair1_Volume_Multiplier": 3,
  "Pair2_Volume_Multiplier": 5,
  "Pair3_Volume_Multiplier": 3,
  "Pair1_Trend_Mode": 1,
  "Pair2_Trend_Mode": 0,
  "Pair3_Trend_Mode": 1,
  "Trend_Monitor_Candle_Size": "5M",
  "Trend_Monitor_Periods": 12
}

Last activity:
https://ybin.me/p/bcd28a5d1fa37ada#iVS1lWnpD3qvlw7HPFhBZ4WikDemUxXYLwcJdgr1t+E=

Thats the last activity that will be posted from the previous version(without the Trend Monitor).From now on the test bench will be running v1.5.4.


hi bzcorp,
do you think of adapting the bot for other exchange?
Currently I am focused on the core.Other exchanges will come at later stage.
newbie
Activity: 10
Merit: 0
hi bzcorp,
do you think of adapting the bot for other exchange?
member
Activity: 140
Merit: 10
understood, thanks for your help
member
Activity: 148
Merit: 10
i see that you are running the bot with small btc order amount, have you tried it with 0.1 btc or above for every order?
Its a test bench account, thats why I run it with small amounts.
Logs with bigger amounts: https://ybin.me/p/7772e79ecba6b011#Cr2/YZmoq1HxRClHnGLGIMsHBlgvW6tCBMjwAhwUJGQ=

do you think with big amounts the order can be filled in this short timeframe?
I dont understand what you mean by filled in this short timeframe.
member
Activity: 140
Merit: 10
i see that you are running the bot with small btc order amount, have you tried it with 0.1 btc or above for every order? do you think with big amounts the order can be filled in this short timeframe?
member
Activity: 148
Merit: 10
ok thanks, is your vouch copy still available ?
Yes the vouch copy is still available for a members with rank "Full Member" or higher.

Last 24H Activity:
https://ybin.me/p/5dfb4c813e8dd2ae#ATCTJC/RSO49TRvJh/hVdLWqUaNzimhr8xQhv6dUARM=
member
Activity: 140
Merit: 10
sent a PM, the intitial balance must be only in btc or need also other coins?
Yes, the inital balance must be in BTC.There is no need to add other coins, but if you want to add manually you can add XMR or ETH and edit the XMR/ETH banks with the price and amount you bought.That way the bot will know when it will be profitable to use that amount.
ok thanks, is your vouch copy still available?
member
Activity: 148
Merit: 10
sent a PM, the intitial balance must be only in btc or need also other coins?
Yes, the inital balance must be in BTC.There is no need to add other coins, but if you want to add manually you can add XMR or ETH and edit the XMR/ETH banks with the price and amount you bought.That way the bot will know when it will be profitable to use that amount.
member
Activity: 140
Merit: 10
sent a PM, the intitial balance must be only in btc or need also other coins?
member
Activity: 148
Merit: 10
If you're so aggressive, you will scare potential customers
Let me worry about my current and potential customers.Thank you.

I just explained why your bot is not exceptional
Interesting..you who havent asked me a single question about my bot, havent saw how it works, havent never tested it coming from nowhere to explain to me how the bot that I wrote works.
And BTW I have never used the word "exceptional" in any of my posts.

For example, if I buy your bot, I configure it myself and it does not work, you'll tell me that I use bad settings
And then, if your arbitrage bot really works, why sell it? you could put $ 10,000 on an exchange and earn 1 to 2% per day without any risk ...
Learn to use the right words buddy...If the bot "does not work" it will not do what it is designed for.And I can assure you that IT DOES WORK.
I guess you meaned "it does not makes profit" and yes it that case you will be responsible for your loss.Is there some bots on the market that states that they will be responsible  for your loss?If you know such let me know so I can buy it to.I guess you are looking for a MAGIC MONEY MAKING MACHINE and in that case you maybe clicked on the wrong topic.

So have a nice day and please go troll somewhere else.
newbie
Activity: 24
Merit: 1
I thought it was a bot that could be left running and making money
We must change the settings ourselves, so I think this bot is not going to do miracles, in the end it's a bot like the others, there is nothing interesting

Congratulations you won the award for the dumbest comment ever!!!



I thought it was a bot that could be left running and making money
As far as I know the bot doesnt makes a salad...

We must change the settings ourselves, so I think this bot is not going to do miracles, in the end it's a bot like the others, there is nothing interesting

So you prefer a bot that doesnt have a configuration options? I will not even commment how stupid this sounds...
Yes the bot is same like the others...I saw 3000 other arbitrage bots in here...
Build your activity somewhere else please...


If you're so aggressive, you will scare potential customers
I just explained why your bot is not exceptional
For example, if I buy your bot, I configure it myself and it does not work, you'll tell me that I use bad settings
And then, if your arbitrage bot really works, why sell it? you could put $ 10,000 on an exchange and earn 1 to 2% per day without any risk ...
member
Activity: 148
Merit: 10
I thought it was a bot that could be left running and making money
We must change the settings ourselves, so I think this bot is not going to do miracles, in the end it's a bot like the others, there is nothing interesting

Congratulations you won the award for the dumbest comment ever!!!



I thought it was a bot that could be left running and making money
As far as I know the bot doesnt makes a salad...

We must change the settings ourselves, so I think this bot is not going to do miracles, in the end it's a bot like the others, there is nothing interesting

So you prefer a bot that doesnt have a configuration options? I will not even commment how stupid this sounds...
Yes the bot is same like the others...I saw 3000 other arbitrage bots in here...
Build your activity somewhere else please...
newbie
Activity: 24
Merit: 1
I thought it was a bot that could be left running and making money
We must change the settings ourselves, so I think this bot is not going to do miracles, in the end it's a bot like the others, there is nothing interesting
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