Finding Arbitrage Opportunities

Overview

Compare one exact pair's best bid and ask across nine exchanges and compute every cross-venue spread, gross and net of stated taker fees. A triangular search checks three-trade cycles inside one venue.

Venues: Kraken, Coinbase, KuCoin, Gate, OKX, Bitfinex, Crypto.com, Binance, Bybit. Binance and Bybit refuse US networks (HTTP 451/403); the tool names them and carries on.

Pairs with different quote assets are never compared: BTC/USD against BTC/USDT measures the USDT/USD rate, not an arbitrage.

Prerequisites

• Python 3.9 or newer. Standard library only: no packages, no API keys.
• Network access to the exchanges' public endpoints.

Instructions

All commands run python3 ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py. Every command accepts --format json, --fee VENUE=PERCENT (the actual account taker fee), --demo (bundled recorded data, marked on every line) and --timeout SECONDS.

1. Scan one pair across venues:

   python3 ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py scan BTC USDT
   python3 ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py scan ETH USD --venues kraken,coinbase,bitfinex,gate

1. Set actual account fees (fees vary by tier, region and token discounts):

   python3 ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py scan BTC USDT --fee coinbase=0.6 --fee kucoin=0.1

1. Express the best net spread in money for a trade size in base units:

   python3 ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py scan SOL USDT --amount 25  # 25 = trade size in SOL

1. Search triangles on one venue (okx, kucoin, gate), using pairs above a 24-hour volume floor:

   python3 ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py triangular okx
   python3 ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py triangular kucoin --fee kucoin=0.1 --min-volume-usd 250000  # 250000 = USD volume floor

1. Watch a pair for a few minutes (minimum interval 5 seconds):

   python3 ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py monitor BTC USDT --interval 15 --count 8 --threshold 0

1. See fee assumptions and their sources: arb_finder.py venues.

When reporting, give the spreads with the fee assumptions and the "not included" list below. Describe what the data shows; never recommend a trade.

Output

Console tables end with sources and the line "Research output only. Not financial advice. This tool places no trades." JSON output is one envelope with skill, …