Triangle arbitrage on Binance with python (ideally case)

Here an example of python script that use binance websocket to analyze the possibility of a traingle arbitrage with fee=0 and if the gain>1 create a test order with binance py library.

Requirements

Using the requirements file.

pip install -r requirements.txt

Or create the same env used.

conda env create -f environment.yml

Execution

python main.py