Arbitrage Detector

A real-time cryptocurrency arbitrage detector written in C++17. Streams live prices from multiple exchanges via WebSocket and detects price discrepancies that could be exploited for profit.

How It Works

1. Fetchers connect to exchange WebSocket APIs and stream live trade prices
2. PriceStorage stores the latest prices and notifies subscribers on updates
3. ArbitrageDetector compares prices across exchanges and flags opportunities where the spread exceeds trading fees

Currently supported exchanges: Binance and Coinbase.

Dependencies

• Boost.Beast (WebSocket + HTTP)
• OpenSSL (TLS)
• nlohmann/json (JSON parsing)
• CMake 3.15+

macOS (Homebrew)

brew install boost openssl@3 nlohmann-json cmake

Build

mkdir -p build && cd build
cmake ..
make

Run

./arbitrage

License

MIT