finding-arbitrage-opportunities

安装量: 73
排名: #10608

安装

npx skills add https://github.com/jeremylongshore/claude-code-plugins-plus-skills --skill finding-arbitrage-opportunities

Finding Arbitrage Opportunities Overview This skill detects and analyzes arbitrage opportunities across cryptocurrency exchanges and DeFi protocols. It aggregates prices from multiple sources, calculates net profit after fees and costs, and identifies both direct and triangular arbitrage paths. Prerequisites Before using this skill, ensure you have: Python 3.9+ with httpx , rich , and networkx packages Internet access for API calls (no API keys required for basic use) Optional: Exchange API keys for real-time order book access Understanding of arbitrage concepts and trading fees Instructions Step 1: Configure Data Sources Configure your price sources in {baseDir}/config/settings.yaml :

Primary data sources

data_sources : coingecko : enabled : true base_url : "https://api.coingecko.com/api/v3" rate_limit : 10

calls per minute (free tier)

exchanges
:
-
binance
-
coinbase
-
kraken
-
kucoin
-
okx
Or use environment variables for API keys:
export
BINANCE_API_KEY
=
"your-key"
export
COINBASE_API_KEY
=
"your-key"
Step 2: Quick Spread Scan
Scan for arbitrage opportunities on a specific pair:
python
{
baseDir
}
/scripts/arb_finder.py scan ETH USDC
This shows:
Current prices on each exchange
Spread percentage
Estimated profit after fees
Recommended action
Step 3: Multi-Exchange Comparison
Compare prices across specific exchanges:
python
{
baseDir
}
/scripts/arb_finder.py scan ETH USDC
\
--exchanges
binance,coinbase,kraken,kucoin,okx
Output includes:
Exchange
Bid
Ask
Spread
Net Profit
Binance
2541.20
2541.50
0.01%
-
Coinbase
2543.80
2544.10
0.01%
+$2.30
Step 4: DEX Price Comparison
Scan decentralized exchanges for arbitrage:
python
{
baseDir
}
/scripts/arb_finder.py scan ETH USDC --dex-only
Compares:
Uniswap V3
SushiSwap
Curve
Balancer
Includes gas cost estimates for on-chain execution.
Step 5: Triangular Arbitrage Discovery
Find profitable circular paths within an exchange:
python
{
baseDir
}
/scripts/arb_finder.py triangular binance --min-profit
0.5
Example output:
Path: ETH → BTC → USDT → ETH
Gross: +0.82%
Fees: -0.30% (3 × 0.10%)
─────────────────────────────
Net: +0.52%
Step 6: Cross-Chain Opportunities
Compare prices across different blockchains:
python
{
baseDir
}
/scripts/arb_finder.py cross-chain USDC
\
--chains
ethereum,polygon,arbitrum
Shows:
Price on each chain
Bridge fees and times
Net profit after bridging
Step 7: Real-Time Monitoring
Continuously monitor for opportunities:
python
{
baseDir
}
/scripts/arb_finder.py monitor ETH USDC
\
--threshold
0.5
\
--interval
5
Alerts when spread exceeds threshold:
[ALERT] ETH/USDC spread 0.62% (Binance → Coinbase)
Buy: $2,541.20 | Sell: $2,556.98
Net Profit: +$12.34 (after fees)
Step 8: Profit Calculator
Calculate exact profit for a trade:
python
{
baseDir
}
/scripts/arb_finder.py calc
\
--buy-exchange binance
\
--sell-exchange coinbase
\
--pair
ETH/USDC
\
--amount
10
Shows detailed breakdown:
Gross profit
Trading fees (both exchanges)
Withdrawal fees
Net profit
Breakeven spread
Step 9: JSON Export
Export opportunities for bot integration:
python
{
baseDir
}
/scripts/arb_finder.py scan ETH USDC
--output
json
>
opportunities.json
Output
The scanner provides:
Quick Mode (default):
Best opportunity with profit estimate
Buy/sell recommendation
Risk level indicator
Detailed Mode (
--detailed
):
All exchange prices
Fee breakdown
Slippage estimates
Historical spread context
Monitor Mode:
Real-time updates
Threshold alerts
Trend indicators
Supported Exchanges
Centralized Exchanges (CEX)
Exchange
Maker Fee
Taker Fee
Withdrawal
Binance
0.10%
0.10%
Variable
Coinbase
0.40%
0.60%
Variable
Kraken
0.16%
0.26%
Variable
KuCoin
0.10%
0.10%
Variable
OKX
0.08%
0.10%
Variable
Decentralized Exchanges (DEX)
DEX
Fee Range
Gas (ETH)
Chains
Uniswap V3
0.01-1%
~150k
ETH, Polygon, Arbitrum
SushiSwap
0.30%
~150k
Multi-chain
Curve
0.04%
~200k
ETH, Polygon, Arbitrum
Balancer
0.01-10%
~180k
ETH, Polygon, Arbitrum
Error Handling
See
{baseDir}/references/errors.md
for comprehensive error handling.
Common issues:
Rate Limited
Reduce polling frequency or use API key
Stale Prices
Data older than 10s flagged with warning
No Spread
All exchanges at similar prices (efficient market)
Insufficient Liquidity
Trade size exceeds order book depth Examples See {baseDir}/references/examples.md for detailed examples including: ETH/USDC CEX arbitrage scan DEX triangular arbitrage discovery Cross-chain USDC opportunity Automated monitoring setup Educational Disclaimer FOR EDUCATIONAL PURPOSES ONLY Arbitrage trading involves significant risks: Opportunities may disappear before execution Price data may be delayed or inaccurate Fees can exceed profits on small trades Market conditions change rapidly This tool provides analysis only. Do not trade without understanding the risks. Resources CoinGecko API - Free price data CCXT Library - Unified exchange API Uniswap Subgraph - DEX data Gas Tracker - Ethereum gas prices
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