Crypto Arbitrage Scanner

A multi-exchange cryptocurrency arbitrage scanner designed to collect, process, and analyze real-time market data across various exchanges for arbitrage opportunities.

📌 Overview

This system connects to multiple centralized cryptocurrency exchanges, retrieves key trading data (such as order books, tickers, and market metadata), and standardizes it for further analysis. Its modular design allows for the addition of new exchanges and data types.

Supported Exchanges

Currently supports data fetching from the following exchanges:

• Kraken
• Gate.io
• Bitmex
• Bitget
• XT
• Bitfinex
• Bitmart
• Coinbase
• Coinex
• Hashkey
• Hyperliquid
• HTX
• KuCoin
• Whitebit
• Exmo
• Poloniex
• Phemex
• Hollaex
• Timex
• Bitopro
• Bitrue

⚙️ Features

• Multi-Exchange Support: Easily extendable architecture to add more exchanges.
• Data Types:
  • Market metadata (symbols, quote/base pairs)
  • Real-time tickers (bid/ask prices, volume)
  • Order books (depth up to top levels)
  • Currency and network data (fees, activity status)
• Asynchronous Processing: Each exchange runs in a separate task with its own symbol queue for high throughput.
• Event-Driven: Uses delegate events for new order book data to allow reactive integration with analysis or alert systems.
• Error Logging: Integrated error handling and logging via Logger.

🧩 Architecture

1. Exchange Service
   A unified interface for retrieving market data (ask, bid, fees, supported networks).
2. Collector Service
   Collects raw data from exchanges and performs initial filtering of arbitrage opportunities.
3. DB Service
   Stores and provides fast SQL access to historical and real-time data.
4. Verifier Service
   Confirms and monitors identified arbitrage opportunities, filters out price spikes and anomalies.

🔁 Scanner Workflow

1. Retrieve real-time data using CCXT, including:
   • ask/bid prices,
   • trading fees,
   • supported transfer networks.
2. For each currency pair, the system performs pairwise comparison:
   • compares ask price on one exchange with bid on another;
   • checks for a shared network;
   • considers both sending and receiving fees.
3. If the following condition is met: (bid_B × (1 – fee_B)) – (ask_A × (1 + fee_A)) > порог the situation is considered arbitrage.
4. A potential deal event is generated and passed to the Verifier Service.
5. Verifier Service monitors the opportunity:
   • if the opportunity worsens, it is cancelled;
   • if confirmed, the user is notified.

⚡ Quick Start

1. Installing ClickHouse

Option A – Install locally (Debian/Ubuntu):

sudo apt install -y clickhouse-server clickhouse-client
sudo service clickhouse-server start

Option B – Docker:

docker run -d \
  --name clickhouse-server \
  -p 8123:8123 \
  -p 9000:9000 \
  clickhouse/clickhouse-server:latest

2. Connecting to the Database

Specify the connection parameters in appsettings.json:

{
  "ConnectionStrings": {
    "Clickhouse": "Host=0.0.0.0;Protocol=http;Port=8123;Username=default;Password=xxx"
  }
}

3. Running the Project

Option A – Locally without Docker:

git clone https://github.com/yourusername/crypto-arbitrage-scanner.git
cd crypto-arbitrage-scanner

dotnet restore
dotnet build --configuration Release

dotnet run --project src/CollectorService

Option B – Using Docker Compose:

Create a docker-compose.yml file:

version: "3.8"
services:
  clickhouse:
    image: clickhouse/clickhouse-server:latest
    ports:
      - "8123:8123"
      - "9000:9000"
    volumes:
      - clickhouse-data:/var/lib/clickhouse

  collector:
    build: ./src/CollectorService
    depends_on:
      - clickhouse
    environment:
      - CLICKHOUSE__Host=clickhouse
      - CLICKHOUSE__HttpPort=8123
      - CLICKHOUSE__TcpPort=9000

volumes:
  clickhouse-data:

Start the project:

docker-compose up --build

---

⚙️ Installation

1. Install .NET SDK 8.0+.
2. Clone the repository:

git clone https://github.com/yourusername/crypto-arbitrage-scanner.git cd crypto-arbitrage-scanner

3. Build the project:

dotnet restore dotnet build

🤝 Contributing

Want to contribute? You're welcome!

1. Fork the repository.
2. Create a new branch: feature/your-feature.
3. Make changes and add tests.
4. Open a Pull Request.

Please make sure to follow the code of conduct.