A C++20 project that demonstrates how to trade a three-leg arbitrage cycle on the Binance spot exchange. The bot keeps local order books for BTC/USDT, ETH/BTC and ETH/USDT, scans them for pricing edges and submits orders when an opportunity arises.
| Parameter | Conservative value |
|---|---|
| Capital tied up | 1 000 USDT |
| Average edge after fees | 0.03 % (maker-maker-taker mix) |
| Successful edges caught / day | 50 |
| Average notional / triangle | 20 USDT (limited by depth / slippage) |
| Daily P/L | 20 × 0.0003 × 50 ≈ 0.30 USDT |
| Monthly | ≈ 9 USDT |
cmake --build . --config Release # compile ./Release/triarb.exe # run the executable
ctest -C Release -V # run the tests
For detailed build instructions and architecture notes see docs/README.md.