技能 数据科学 检测加密货币套利机会

检测加密货币套利机会

v20260423
finding-arbitrage-opportunities
该工具能够实时检测跨中心化交易所(CEX)、去中心化交易所(DEX)和跨链市场中的套利机会。它聚合价格数据,计算交易费用后的净利润,并识别包括直接、三角和跨链在内的各种套利路径。适用于需要监控市场效率和利用价格差异的量化交易者。
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概览

Finding Arbitrage Opportunities

Overview

Detect and analyze arbitrage opportunities across cryptocurrency exchanges and DeFi protocols. Aggregates prices from CEX and DEX sources, calculates net profit after fees, and identifies direct, triangular, and cross-chain arbitrage paths.

Prerequisites

  • Python 3.9+ with httpx, rich, and networkx packages
  • Internet access for API calls (no API keys required for basic use)
  • Optional: Exchange API keys for real-time order book access
  • Understanding of arbitrage concepts and trading fees

Instructions

  1. Quick spread scan on a specific pair:

    python ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py scan ETH USDC
    

    Shows current prices per exchange, spread %, estimated profit after fees, and recommended action.

  2. Multi-exchange comparison across specific exchanges:

    python ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py scan ETH USDC \
      --exchanges binance,coinbase,kraken,kucoin,okx
    
  3. DEX price comparison across decentralized exchanges:

    python ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py scan ETH USDC --dex-only
    

    Compares Uniswap V3, SushiSwap, Curve, Balancer with gas cost estimates.

  4. Triangular arbitrage discovery within a single exchange:

    python ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py triangular binance --min-profit 0.5
    
  5. Cross-chain opportunities across different blockchains:

    python ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py cross-chain USDC \
      --chains ethereum,polygon,arbitrum
    
  6. Real-time monitoring with threshold alerts:

    python ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py monitor ETH USDC \
      --threshold 0.5 --interval 5
    
  7. Export opportunities for bot integration:

    python ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py scan ETH USDC --output json > opportunities.json
    

Output

  • Quick mode (default): Best opportunity with profit estimate, buy/sell recommendation, risk level
  • Detailed mode (--detailed): All exchange prices, fee breakdown, slippage estimates, historical spread context
  • Monitor mode: Real-time updates with threshold alerts and trend indicators

See ${CLAUDE_SKILL_DIR}/references/implementation.md for exchange fee tables and output format examples.

Error Handling

Error Cause Fix
Rate limited Too many API requests Reduce polling frequency or add API key
Stale prices Data older than 10s Flagged with warning; retry
No spread Efficient market pricing Normal condition; try different pairs
Insufficient liquidity Trade exceeds order book depth Reduce trade size

Examples

Quick ETH/USDC spread scan - Find best buy/sell across all CEX exchanges:

python ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py scan ETH USDC

Sample detection output:

  ARB OPPORTUNITY: ETH/USDC
  Buy:  Binance  @ $3,198.50  |  Sell: Coinbase @ $3,214.20
  Spread: 0.49%  |  Net Profit (after fees): 0.29% ($9.27 per ETH)
  Risk: LOW  |  Confidence: HIGH  |  Window: ~30s

Triangular arb on Binance - Discover circular paths with minimum 0.5% net profit:

python ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py triangular binance --min-profit 0.5

Cross-chain USDC opportunities - Compare stablecoin prices across L1/L2 chains:

python ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py cross-chain USDC --chains ethereum,polygon,arbitrum

Calculate exact profit - Detailed fee breakdown for a specific trade:

python ${CLAUDE_SKILL_DIR}/scripts/arb_finder.py calc \
  --buy-exchange binance --sell-exchange coinbase --pair ETH/USDC --amount 10  # 10 = trade size in ETH

Resources

  • CoinGecko API - Free price data
  • CCXT Library - Unified exchange API
  • Uniswap Subgraph - DEX data
  • ${CLAUDE_SKILL_DIR}/references/implementation.md - Exchange fee tables, configuration, advanced arbitrage types, disclaimer
信息
Category 数据科学
Name finding-arbitrage-opportunities
版本 v20260423
大小 37.94KB
更新时间 2026-04-28
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