Arbitrage Assistant

Cryptocurrencies can currently be referred to as the most unpredictable properties. Their costs will rise and fall every minute by a couple of percent. Such high dynamism provides unique opportunities for inter-exchange arbitration.

The situation is called an arbitrage window, when the cost of a particular cryptocurrency on one exchange platform is higher or lower than on another at a certain period of time.

An Arbitrage Assistant lets you work with certain windows to gain advantage.

Both arbitration algorithm implementations take place on a particular module for interactions between the exchanges. It is a secured REST API that is an interface for users to work with the main module. This module uses an encrypted https request to share data with exchanges' public APIs. It is possible to apply the Arbitrage Assistant in two modes - automatic and manual.

The assistant scans and shows arbitration windows in manual mode on exchanges that have secure access to their own APIs to current prices.

Moreover to limit the resulting sample, the trader can select a number of parameters, namely:

  • Exchanges where an arbitrage window is open

  • Currency pairs for analysis

  • Minimum trading volume

  • Minimum percentage of expected profit

The assistant searches for arbitration windows in automatic mode, conducts trading transactions, and transfers funds between exchanges. Users only need the initial setup.

The assistant's algorithmic implementation requires many phases:

  • Real-time collection of information on the related exchanges about all available cryptocurrencies. The arbitration trading module receives individual data from each transaction, after which it is formed into objects of the same class and added for further review to the common name list.

Map<Stock, ChartData> allAnalyticsInfo = new HashMap<Stock,ChartData>();
  • Comparison of obtained rates for each cryptocurrency.

while(true){
    boolean breakSwitch = false;
    for(Stocks stock:Stocks.values()){
        if(allAnalyticsInfo.get(stock)==null){
            breakSwitch=true;
            break;
        }
        //...
    }
    if(breakSwitch) break;
}
  • Formation of a stack of pairs of cryptocurrencies taking into account available amounts of trading (except when the exchange does not provide data about the order book using the API). In HashMap, API pairs are stored, and this technique helps the assistant to greatly increase the effectiveness of data processing.

  • Like other AXXA.AI modules, the assistant interface will be viewed as a web page and a tab on the desktop or mobile version of the service. Input fields and links to the usage instructions will be available at the top of the gui for configuration convenience.

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