
finding-arbitrage-opportunities
by jeremylongshore
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SKILL.md
name: finding-arbitrage-opportunities description: | Detect profitable arbitrage opportunities across CEX, DEX, and cross-chain markets in real-time. Use when scanning for price spreads, finding arbitrage paths, comparing exchange prices, or analyzing triangular arbitrage opportunities. Trigger with phrases like "find arbitrage", "scan for arb", "price spread", "exchange arbitrage", "triangular arb", "DEX price difference", or "cross-exchange opportunity".
allowed-tools: Read, Write, Edit, Grep, Glob, Bash(crypto:arbitrage-*) version: 1.0.0 author: Jeremy Longshore jeremy@intentsolutions.io license: MIT
Finding Arbitrage Opportunities
Overview
This skill detects and analyzes arbitrage opportunities across cryptocurrency exchanges and DeFi protocols. It aggregates prices from multiple sources, calculates net profit after fees and costs, and identifies both direct and triangular arbitrage paths.
Prerequisites
Before using this skill, ensure you have:
- Python 3.9+ with
httpx,rich, andnetworkxpackages - Internet access for API calls (no API keys required for basic use)
- Optional: Exchange API keys for real-time order book access
- Understanding of arbitrage concepts and trading fees
Instructions
Step 1: Configure Data Sources
Configure your price sources in {baseDir}/config/settings.yaml:
# Primary data sources
data_sources:
coingecko:
enabled: true
base_url: "https://api.coingecko.com/api/v3"
rate_limit: 10 # calls per minute (free tier)
exchanges:
- binance
- coinbase
- kraken
- kucoin
- okx
Or use environment variables for API keys:
export BINANCE_API_KEY="your-key"
export COINBASE_API_KEY="your-key"
Step 2: Quick Spread Scan
Scan for arbitrage opportunities on a specific pair:
python {baseDir}/scripts/arb_finder.py scan ETH USDC
This shows:
- Current prices on each exchange
- Spread percentage
- Estimated profit after fees
- Recommended action
Step 3: Multi-Exchange Comparison
Compare prices across specific exchanges:
python {baseDir}/scripts/arb_finder.py scan ETH USDC \
--exchanges binance,coinbase,kraken,kucoin,okx
Output includes:
| Exchange | Bid | Ask | Spread | Net Profit |
|---|---|---|---|---|
| Binance | 2541.20 | 2541.50 | 0.01% | - |
| Coinbase | 2543.80 | 2544.10 | 0.01% | +$2.30 |
Step 4: DEX Price Comparison
Scan decentralized exchanges for arbitrage:
python {baseDir}/scripts/arb_finder.py scan ETH USDC --dex-only
Compares:
- Uniswap V3
- SushiSwap
- Curve
- Balancer
Includes gas cost estimates for on-chain execution.
Step 5: Triangular Arbitrage Discovery
Find profitable circular paths within an exchange:
python {baseDir}/scripts/arb_finder.py triangular binance --min-profit 0.5
Example output:
Path: ETH → BTC → USDT → ETH
Gross: +0.82%
Fees: -0.30% (3 × 0.10%)
─────────────────────────────
Net: +0.52%
Step 6: Cross-Chain Opportunities
Compare prices across different blockchains:
python {baseDir}/scripts/arb_finder.py cross-chain USDC \
--chains ethereum,polygon,arbitrum
Shows:
- Price on each chain
- Bridge fees and times
- Net profit after bridging
Step 7: Real-Time Monitoring
Continuously monitor for opportunities:
python {baseDir}/scripts/arb_finder.py monitor ETH USDC \
--threshold 0.5 \
--interval 5
Alerts when spread exceeds threshold:
[ALERT] ETH/USDC spread 0.62% (Binance → Coinbase)
Buy: $2,541.20 | Sell: $2,556.98
Net Profit: +$12.34 (after fees)
Step 8: Profit Calculator
Calculate exact profit for a trade:
python {baseDir}/scripts/arb_finder.py calc \
--buy-exchange binance \
--sell-exchange coinbase \
--pair ETH/USDC \
--amount 10
Shows detailed breakdown:
- Gross profit
- Trading fees (both exchanges)
- Withdrawal fees
- Net profit
- Breakeven spread
Step 9: JSON Export
Export opportunities for bot integration:
python {baseDir}/scripts/arb_finder.py scan ETH USDC --output json > opportunities.json
Output
The scanner provides:
Quick Mode (default):
- Best opportunity with profit estimate
- Buy/sell recommendation
- Risk level indicator
Detailed Mode (--detailed):
- All exchange prices
- Fee breakdown
- Slippage estimates
- Historical spread context
Monitor Mode:
- Real-time updates
- Threshold alerts
- Trend indicators
Supported Exchanges
Centralized Exchanges (CEX)
| Exchange | Maker Fee | Taker Fee | Withdrawal |
|---|---|---|---|
| Binance | 0.10% | 0.10% | Variable |
| Coinbase | 0.40% | 0.60% | Variable |
| Kraken | 0.16% | 0.26% | Variable |
| KuCoin | 0.10% | 0.10% | Variable |
| OKX | 0.08% | 0.10% | Variable |
Decentralized Exchanges (DEX)
| DEX | Fee Range | Gas (ETH) | Chains |
|---|---|---|---|
| Uniswap V3 | 0.01-1% | ~150k | ETH, Polygon, Arbitrum |
| SushiSwap | 0.30% | ~150k | Multi-chain |
| Curve | 0.04% | ~200k | ETH, Polygon, Arbitrum |
| Balancer | 0.01-10% | ~180k | ETH, Polygon, Arbitrum |
Error Handling
See {baseDir}/references/errors.md for comprehensive error handling.
Common issues:
- Rate Limited: Reduce polling frequency or use API key
- Stale Prices: Data older than 10s flagged with warning
- No Spread: All exchanges at similar prices (efficient market)
- Insufficient Liquidity: Trade size exceeds order book depth
Examples
See {baseDir}/references/examples.md for detailed examples including:
- ETH/USDC CEX arbitrage scan
- DEX triangular arbitrage discovery
- Cross-chain USDC opportunity
- Automated monitoring setup
Educational Disclaimer
FOR EDUCATIONAL PURPOSES ONLY
Arbitrage trading involves significant risks:
- Opportunities may disappear before execution
- Price data may be delayed or inaccurate
- Fees can exceed profits on small trades
- Market conditions change rapidly
This tool provides analysis only. Do not trade without understanding the risks.
Resources
- CoinGecko API - Free price data
- CCXT Library - Unified exchange API
- Uniswap Subgraph - DEX data
- Gas Tracker - Ethereum gas prices
Score
Total Score
Based on repository quality metrics
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GitHub Stars 1000以上
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Reviews
Reviews coming soon

