Arb Bot

Cross-exchange arbitrage opportunity detector for Binance, Kraken, and OKX.

Venue Selection

The bot supports any 2+ of: binance, kraken, okx.

Edit config.yaml:

venues:
  enabled: [binance, okx]      # disable kraken

Or override at runtime:

./target/release/arb-bot --mode paper --config config.yaml --venues binance,okx

API key environment variables (OBSERVE mode only):

• BINANCE_API_KEY, BINANCE_API_SECRET
• KRAKEN_API_KEY, KRAKEN_API_SECRET
• OKX_API_KEY, OKX_API_SECRET, OKX_API_PASSPHRASE

OKX notes:

• Not accessible from US IPs; use a non-US VPS for deployment.
• Passphrase is a THIRD credential (alongside key+secret) set when creating the API key in OKX UI.
• Available from Turkey, EU, APAC regions.

Build

cargo build --release --workspace

Run

./target/release/arb-bot --config config.yaml

Docker

docker-compose up --build

Architecture

• arb-core: Types, errors, fee model, symbol map
• arb-book: Order book with VWAP
• arb-adapters: Binance, Kraken, and OKX WebSocket adapters
• arb-engine: Opportunity detection engine (N-venue pairwise)
• arb-exec: Paper executor and inventory tracking
• arb-log: Opportunity logger
• arb-metrics: Prometheus metrics exporter
• arb-recording: Book update recorder and replayer
• arb-config: YAML configuration loader
• arb-bin: CLI binary

License

MIT