Post
Topic
Board Trading Discussion
Re: I've built software for crypto arbitrage, and I'd love your feedback
by
its-a-me-mario
on 23/10/2020, 19:37:57 UTC

Why you need OHLCV for? Isn't it useless for arbitrage bot?


An arbitrage bot doesn't need OHLCV, that was just an example for the sake of discussing how a bot would handle avoiding API rate limits. The platform has been built with plans to support a number of different types of bots (spatial arbitrage, triangular arbitrage, four point arbitrage, scalping, etc) so it supports a number of real-time data feeds for bots to use.



Will such bot perform well if you want to arbitrage on many trading pairs (like 50)?


As for performance, one unique thing about this platform is that your machine establishes a real-time connection to each exchange, and a full replica of each order book is maintained right on your machine. This allows us to provide the lowest possible latency since there is no middle man, and it allows us to run bots while your API keys never leave your machine and never touch our servers, but it also means that your machine's resources (CPU and memory) are being used to keep track of order books and run bot calculations. So your machine's resources will be a limiting factor. A very powerful machine could run against more trading pairs with a faster calculation interval than a weaker machine. On a standard desktop I'd estimate you may be able to run a bot against a max of maybe 10-20 or so trading pairs, depending on a number of factors.