Re: I've built software for crypto arbitrage, and I'd love your feedback
Ohh its nice to see that you automated you bot. Now we can talk 
I don't understand why you have "exhcnage to buy on" and "exchange to sell on". If you are arbitrage trader it does not matter where you buy and where you sell. You take care only to have high enough spread to cover fees and provide extra profit. You want to buy on x and sell on y and 5 sec ater it there is good situation buy on y and sell on x to balance both wallets and repeat trade after trade. IMO it should be more like "tick the exchanges that you have liquidity on (exhcnages on which you have coins/tokens that you want to arbitrage". If there is kraken/bittrex opportunity bot is taking it, if there is bittrex/binance opportunity bot takes that.
Bot could compare prices on all ticked exchanges and do something like:
take min ask out of all ticked exchanges and compare with max bid out of all ticket exhcnages and perform trade if spread >x%
On all exchanges? I'm asking because all of them have different rate limits.
What exchanges?
And how about "triangular arbitrage"
I don't understand why you have "exhcnage to buy on" and "exchange to sell on". If you are arbitrage trader it does not matter where you buy and where you sell. You take care only to have high enough spread to cover fees and provide extra profit. You want to buy on x and sell on y and 5 sec ater it there is good situation buy on y and sell on x to balance both wallets and repeat trade after trade. IMO it should be more like "tick the exchanges that you have liquidity on (exhcnages on which you have coins/tokens that you want to arbitrage". If there is kraken/bittrex opportunity bot is taking it, if there is bittrex/binance opportunity bot takes that.Bot could compare prices on all ticked exchanges and do something like:
take min ask out of all ticked exchanges and compare with max bid out of all ticket exhcnages and perform trade if spread >x%
that can find and react to arbitrage spreads within 25 milliseconds!
On all exchanges? I'm asking because all of them have different rate limits.
well given the number of exchanges and markets we support there is plenty of room for traders to not step on each other's toes. We support over 1,000 different combinations of trade pairs and exchanges.
What exchanges?
And how about "triangular arbitrage"