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Topic: Bitcoin arbitrage released on GitHub ~2% monthly return (Read 935 times)

full member
Activity: 280
Merit: 100
do you have any way I can instant message you?
newbie
Activity: 49
Merit: 0
Hi guys,

I just released the C++ code of my Bitcoin exchange arbitrage system that generates a ~2% monthly return with a USD 2,000 exposure.

I think you guys might be interested in seeing how arbitrage can work with Bitcoin exchanges.

The full code is on the following GitHub page: https://github.com/butor/blackbird. I tried to write a pretty complete Readme file that explains the arbitrage mechanism.

It is also a good way to see how you can connect a C++ system to two Bitcoin exchanges (Bitfinex and OKCoin) using JSON and base64 encoding.

Please let me know what you think. I will try to find C++ contributors that will be able to improve the code and connect to new exchanges.

I hope it can help you understand and actually test how arbitrage between Bitcoin exchanges works.


https://cloud.githubusercontent.com/assets/11370278/6548498/64764de6-c5d1-11e4-855b-c2eebb3b782b.png



 
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