Project information

  • Category: Algorithm
  • Project date: January 2021
  • GitHub repo: link

About Crypto Arbitrage Finder

I implemented this project in Java to detect circular cryptocurrency arbitrage opportunities on the Binance exchange. Internally, this program models the various currencies, trading pairs, and bid-ask prices as a weighted, directed graph. The application then tries to find a profitable combination of simultaneous trades using the Bellman-Ford algorithm. I also used WebSockets for streaming live market data, which updates and re-runs the arbitrage-finding algorithms.