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amm_arb

📁 Strategy folder

📝 Summary

This strategy monitors prices between a trading pair on an amm exchange versus another trading pair on another spot or amm exchange in order to identify arbitrage opportunities. Similar to the arbitrage strategy, it executes offsetting buy and sell orders in both markets in order to capture arbitrage opportunities with profitability higher than min_profitability, net of transaction costs, which include both blockchain transaction fees (gas) and exchange fees.

🏦 Exchanges supported

👷 Maintenance

  • Release added: 0.34.0 by CoinAlpha
  • Maintainer: CoinAlpha

🛠️ Strategy configs

Config map

Parameter Type Default Prompt New? Prompt
connector_1 string True Enter your first spot connector (Exchange/AMM)
market_1 string True Enter the token trading pair you would like to trade on [connector_1]
connector_2 string True Enter your second spot connector (Exchange/AMM)
market_2 string True Enter the token trading pair you would like to trade on [connector_2]
order_amount decimal True What is the amount of [base_asset] per order?
min_profitability decimal 1 True What is the minimum profitability for you to make a trade?
market_1_slippage_buffer decimal 0.05 True How much buffer do you want to add to the price to account for slippage for orders on the first market
market_2_slippage_buffer decimal 0 True How much buffer do you want to add to the price to account for slippage for orders on the second market
concurrent_orders_submission bool False True Do you want to submit both arb orders concurrently (Yes/No) ? If No, the bot will wait for first connector order filled before submitting the other order
use_oracle_conversion_rate bool True Do you want to use rate oracle on unmatched trading pairs? (Yes/No)
secondary_to_primary_quote_conversion_rate decimal 1 False Enter conversion rate for secondary quote asset value to primary quote asset value

📓 Description

Trading logic

Approximation only

The description below is a general approximation of this strategy. Please inspect the strategy code in Trading Logic above to understand exactly how it works.

Coming soon.


Last update: 2021-12-17
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