Arbitrage Analysis Tool - A Jupyter Notebook and Python Script Example

Description:

This repository provides both an interactive Jupyter Notebook and a standalone Python script to demonstrate a simple arbitrage analysis tool.

Requirements:

To install requirements, run the following.

cd arbitrage pip install -r requirements.txt

Jupyter Notebook:

For a detailed, step-by-step exploration of the analysis process, you can view the Jupyter Notebook: analysis.ipynb

This approach allows you to experiment with code cells, visualize data, and gain a deeper understanding of the workflow.

Python Script:

If you prefer a streamlined, executable version, head over to the python_script_version folder: /python_script_version

Run the script by executing the following command in your terminal: python main.py

Use code with caution.

This will execute the code directly, providing the results without the interactive environment of a notebook.

A successful run will have the following output:

Price change graph successfully saved in ./results/priceComparison.png

Completed successfully! Check ./results/calculation.txt

Credits

This code was adapted from the arbitrage trading algorithm of Spencer Pao. It has been refactored, and additonal features have been added, such as the ability to vary trading fees, specify minimum volume per trade, and minimum profit per trade. I am open to more suggestions of different features to be added.