Hi!
Interesting project. Have you considered adding checks for triangular arbitrage opportunities? For example, coincheck.jp offers margin trading (so does okcoin.cn for that matter) meaning that the bot could work for a triangular arbitrage between JPY/BTC/USD or CNY/BTC/USD. Also opens up plenty more exchanges.
The only forseeable problem is that you'd have to find a reliable website to convert USD<->JPY/CNY for the initial deposit into the balance, but that shouldn't be a problem considering the wealth of money exchange platforms out there (OFX, TransferWise, etc.)
Anyway, seriously interesting venture and I'll keep checking back on this.
Thanks. Yes this is something we've already considered (see previous posts on this thread). Adding this extra layer of currency conversion (e.g. USD/CNY) would generate more inefficiencies that can be captured as arbitrage opportunities. We will need to add the real-time currency rate into the spread calculation and the currency risk will need to be hedged.