Crypto Arbitrage (1 Week Setup) - Coming

I am sure some of you must have noticed some slowing. From posting every 2 days, to posting every 4 days? Ridiculous. But that is because I am building. And when I build, it means you get. As mentioned in our last post (where we announced the datapoller):

quantpylib.datapoller + wrappers

It has been about slightly more than a week since I started looking into the crypto space. Here is a cute price arbitrage I did:

and a dashboard I built for my funding arb setup:

Of course, I didn’t come here to brag. I came here to tell you that tomorrow, we will be releasing this dashboard written in pure Python to our paid readers (pertaining to the 2nd pic).

I am personally working on scaling this to a fully automated quant bot, and I am sure along the way, there are other pretty interesting code snippets that I am able to share with all of you.

As Twitter’s favorite finfluencer Robot would say, always ask…what can you do to make money today?

The dashboard shown is my rather scrappy setup to get a feel for the funding arb trade, but is written with REST endpoints which has its attendant rate-limits, meaning that clearly…the precise quotes are stale. However, the FR-arb (and its price basis) is persistent such that we can use this as pair filter, which I then take to manual execution on their web-platform.

The setup is hella tacky, but it is what it is and it works for me now. Obviously, I would want to evolve into using websockets for a data stream and execute with a bot, and those will happen. But before that, I think it is equally important to get your hands dirty and get a feel of how the market moves in the different CEX-DEX exchanges, varying order-book depth, inventory risk and so on.

For those who emailed/DM/messaged me, asking me ‘what should I do, I am just starting out in trading’. This is what I achieved in ~10 days. Just a laptop, internet connection and ability to read documentation. I am not saying I did great, or bad…I mean, just well, here is a case study…ME…no point for telling you to `read this, code that’, this is me as a beginner, doing exactly what I would do if I was a beginner.

Tomorrow, I will write a post on the current setup, what the funding arb trade is, some considerations, what goes into the decision making when selecting pairs, what goes into the decision when doing the manual execution, etc etc.

Cheers ~ see ya then.