Crypto Arbitrage Trading Platform

Production-grade arbitrage trading system in Python 3.11 with real-time market data, signal generation, and automated execution.

Features

• Real-time Market Data: WebSocket feeds from Binance, Kraken, Coinbase, Bybit
• Arbitrage Signals: Cross-exchange and triangular arbitrage detection
• Smart Execution: Atomic multi-leg orders with SOR (Smart Order Router)
• Risk Management: Position limits, circuit breakers, audit logging
• Backtesting: Event-driven simulation with realistic latency/slippage models
• Monitoring: Streamlit dashboard with P&L tracking and performance metrics
• API: FastAPI REST + WebSocket endpoints

Architecture

/arbi/
├── core/
│   ├── data_feed.py       # WebSocket market data feeds
│   ├── marketdata.py      # Data models and schemas
│   ├── signal.py          # Arbitrage signal generation
│   ├── execution.py       # Smart order router
│   ├── risk.py            # Risk management and limits
│   ├── portfolio.py       # Portfolio tracking and P&L
│   ├── backtest.py        # Backtesting engine
│   └── storage.py         # Data storage (Parquet + SQLite)
├── api/
│   └── server.py          # FastAPI REST + WebSocket API
├── ui/
│   └── dashboard.py       # Streamlit monitoring dashboard
├── config/
│   └── settings.py        # Configuration management
└── tests/                 # Unit and integration tests

Quick Start

1. Install Dependencies:

pip install -r requirements.txt

2. Configure Environment

cp .env.example .env
# Edit .env with your API keys and settings

3. Run Market Data Feed

python -m arbi.core.data_feed

4. Start API Server

python -m arbi.api.server

5. Launch Dashboard

streamlit run arbi/ui/dashboard.py

Configuration

All configuration is managed through environment variables and arbi/config/settings.py:

• API Keys: Exchange API credentials
• Risk Limits: Position sizes, daily loss limits
• Strategy Parameters: Signal thresholds, execution delays
• Monitoring: Slack/Telegram webhooks

Development

Running Tests

pytest tests/ -v --cov=arbi

Code Quality

black arbi/
flake8 arbi/
mypy arbi/

Docker Deployment

docker-compose up -d

License

MIT License - see LICENSE file for details.