Low-latency crypto spot arbitrage system built in C++17. Monitors price differences between exchanges with different quote currencies (e.g., USDT vs KRW) and executes simultaneous buy/sell orders when the premium exceeds a threshold.
Supported exchanges: Binance, Bybit, Upbit, Bithumb
# Build
sudo apt install -y build-essential cmake libssl-dev libcurl4-openssl-dev zlib1g-dev libsqlite3-dev
mkdir build && cd build
cmake .. -DCMAKE_BUILD_TYPE=Release
make -j$(nproc)
# Run (monitor only, no credentials needed)
./spot_arb --config config.json --dry-run
# Benchmark order latency (requires API credentials)
./spot_arb --config config.json --benchmark
# Analyze trade history
./spot_analyze --db trades.db
./spot_analyze --db trades.db --coin BTC --status executed --last 24hFull documentation is available at fullpass-4pass.github.io/spot_arbitrage (English, 繁體中文, 简体中文).
| Topic | Description |
|---|---|
| Architecture | Single binary vs master/slave, data flow, latency comparison |
| Trading | Signal detection, order sizing, execution, safety mechanisms |
| Benchmarks | Order latency measurements, internal microbenchmark (~17us avg) |
| Deployment | Configuration, CLI flags, AWS regions, systemd, OS tuning |
| Reference | Wire protocol, exchange precision tables, core algorithms |
MIT