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¶
| 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¶
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