nicolas
/
triangular_arbitrage_bot
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

docs: update README with disclaimer and contact information

This commit is contained in:
nicolas 2026-06-04 10:41:19 -03:00
parent 47ee17bbfd
commit 40d734b146
1 changed files with 12 additions and 18 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

30
README.md
View File

@ -1,7 +1,7 @@
# Triangular Arbitrage Bot # Triangular Arbitrage Bot
Real-time triangular arbitrage detection and execution for KuCoin Spot. Real-time triangular arbitrage detection and execution for KuCoin Spot.
Single C binary — WebSocket book feeds, triangle evaluation, and order placement in one process. Single C binary. WebSocket book feeds, triangle evaluation, and order placement in one process.
## Architecture ## Architecture
@ -19,25 +19,10 @@ Monolithic single-process design using N+1 pthreads:
Order Book KuCoin REST Order Book KuCoin REST
``` ```
Each executor thread owns one slot. The evaluator writes the signal directly into the slot via a CAS state machine (FREE → CLAIMED → READY). The executor picks it up on the next spin iteration (nanoseconds). If all slots are busy or no free slot available, the signal is dropped — no queueing. Each executor thread owns one slot. The evaluator writes the signal directly into the slot via a CAS state machine (FREE → CLAIMED → READY). The executor picks it up on the next spin iteration (nanoseconds). If all slots are busy or no free slot available, the signal is dropped.
The evaluator runs **in-process** on every book update (no cooldown). The evaluator runs **in-process** on every book update (no cooldown).
The executor does **not** re-evaluate — it trusts the signal as valid at emission time. The executor does **not** re-evaluate, it trusts the signal as valid at emission time.
## Status
| Component | Status |
|---|---|
| WebSocket client (level2/top5 depth) | Complete — multi-connection, reconnect, private balance/orderChange channels |
| Order book store | Complete — bid/ask cache with sequence tracking |
| Triangle enumeration | Complete — builder pattern from /api/v2/symbols |
| Profitability evaluation | Complete — paper-trade simulation cascade matching executor |
| Per-slot signal delivery | Complete — per-thread slot with atomic CAS state machine, no queue |
| Order execution | Complete — HF market orders, fill event wait, balance wait |
| Fill channel | Complete — eventfd-based cross-thread fill delivery |
| Concurrent execution | Optional — configurable `concurrent_slots` (default 1) |
| Fee table | Complete — fetched from /api/v1/base-fee, pair-specific lookup |
| Balance wait | Optional — configurable `balance_wait_enabled` |
## Prerequisites ## Prerequisites
@ -103,4 +88,13 @@ tri_arb/
├── config.yaml # Runtime config (gitignored) ├── config.yaml # Runtime config (gitignored)
├── config.yaml.example # Config template ├── config.yaml.example # Config template
└── scripts/ # Deployment scripts └── scripts/ # Deployment scripts
## Disclaimer
This software is designed for low-latency environments. It is only useful when
colocated with the exchange's servers.
## Contact
Nicolás Sánchez — nicolassanchez@tutanota.com
``` ```