Uses the GDAX websocket feed to automate triangle arbitrage between ETHUSD, BTCUSD, ETHBTC pairs
Example:
BTC-USD bid: 7170.56
ETH-BTC bid: 0.09894
ETH-USD ask: 708.25
Start $708.25
Buy 1 ETH @ 708.25 = 1 ETH
Sell 1 ETH for BTC at 0.09894 = 0.09894 BTC
Sell 0.09894 BTC for USD at 7170.56 = $709.45
Profit = 709.45 - 708.25 = $1.20