About

eFfiCieNTmaRkeTs is a Java application that performs cross-exchange, tri(but not limited to 3)-angular arbitrage, and other realtime trading strategies in an attemptedly performant manner.

Open source libraries used include knowm/XChange and LMAX's Disruptor.

Supported Strategies

• Cross-exchange Arbitrage
• N-Angular Arbitrage (in-progress)
• DeFi-based Arbitrage strategies (in-progress)

Supported Exchanges

• CoinbasePro
• Gemini
• Kraken
• Binance
• Bitfinex
• Cex

Setup

This application is intended to run with JDK8 or above. It's highly recommended that you use Azul's Zing JVM to minimize GC performance impacts.

To configure the application to run with your API keys, environment variables need to be set accordingly. Supported exchanges are listed under the exchange property in config.yaml.

The below example will enable CoinbasePro trading for 4 currency pairs, drawing credentials from 3 environment variables, COINBASEPRO_API_KEY, COINBASEPRO_SECRET_KEY, COINBASEPRO_PASSPHRASE.

coinbase_pro:
    enabled: true
    websocket:
      depth: 10
      currency_pairs:
        - "BTC_USD"
        - "ETH_USD"
        - "LTC_USD"
        - "ETH_BTC"
    api:
      refresh_rate: 60
      credentials:
        api_key: "${env:COINBASEPRO_API_KEY}"
        secret_key: "${env:COINBASEPRO_SECRET_KEY}"
        passphrase: "${env:COINBASEPRO_PASSPHRASE}"

User Commands

After the application has successfully started and is receiving market data through exchange websockets, you may control its behavior through a TCP connection.

Connecting via netcat:

netcat 127.0.0.1 3575

Command Reference:

1 - Shutdown Application
2 - Rebalance to USD

Application Architecture

Exchange Specific Notes

Placeholder section for any anomalous exchange trading details, e.g. which exchanges don't charge fees against the quote currency.

Features In Development

• Session Metrics/Event Logging