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Automatisation2024

CryptoArb

Bot d'arbitrage crypto multi-exchange en temps réel via n8n. Polling 4 exchanges (Binance, Coinbase, Kraken, KuCoin), détection de spread, risk management Kelly criterion, exécution atomique et reporting P&L.

Client

Fonds d'investissement crypto

Stack

n8nBinanceCoinbaseKrakenKuCoinInfluxDBGrafanaTelegram

Fonctionnalités

26 nœuds connectés
4 exchanges
Kelly criterion
Max drawdown 2%

Infos

CatégorieAutomation
Année2024
Écrans1
Technologies8
Maquettes
1 écrans

Les noms de domaine affichés sont purement illustratifs. Par souci de confidentialité, les vrais domaines des projets ne peuvent être divulgués.

01Workflow complet
desktop
n8n.cryptoarb.fund/workflow/6
CryptoArb — Multi-Exchange Real-Time ArbitrageProductionFinanceHFT
Active
REAL-TIME PRICES 4 simultaneous exchanges Binance / Coinbase Kraken / KuCoin
RISK MANAGEMENT Kelly criterion sizing Max drawdown 2% Position limits
EXECUTION Buy on low exchange Sell on high exchange Atomic verification
ST
Schedule Trigger
Every 500ms
172.8k
BN
HTTP Request
Binance orderbook
172.8k
CB
HTTP Request
Coinbase Pro ticker
172.8k
KR
HTTP Request
Kraken OHLC
172.8k
KC
HTTP Request
KuCoin depth
172.8k
MG
Merge
4 exchanges combined
172.8k
fn
Function
Spread & delta calc
172.8k
IF
IF
Spread > 0.15% ?
172.8k
fn
Function
Position sizing Kelly
8.4k
fn
Function
Max drawdown 2%
8.4k
IF
IF
Risk/reward OK ?
8.4k
HT
HTTP Request
BUY on low exchange
6.2k
HT
HTTP Request
SELL on high exchange
6.2k
WT
Wait
Wait 2s confirmation
6.2k
HT
HTTP Request
Verify buy execution
6.2k
HT
HTTP Request
Verify sell execution
6.2k
fn
Function
Calculate net P&L
6.2k
PG
Postgres
Trade history log
6.2k
IF
IF
Profit > 50 USDT ?
6.2k
TG
Telegram
Profit alert
4.2k
TG
Telegram
Loss alert
2.0k
IX
InfluxDB
Trading metrics
172.8k
GF
Grafana
Trading dashboard
172.8k
IX
InfluxDB
Log spread data
164.4k
PG
Postgres
Log skipped trades
2.2k
25 nodes|30 connections
Projet suivantBJHUNT