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.
- Fetchers connect to exchange WebSocket APIs and stream live trade prices
- PriceStorage stores the latest prices and notifies subscribers on updates
- ArbitrageDetector compares prices across exchanges and flags opportunities where the spread exceeds trading fees
Currently supported exchanges: Binance and Coinbase.
- Boost.Beast (WebSocket + HTTP)
- OpenSSL (TLS)
- nlohmann/json (JSON parsing)
- CMake 3.15+
brew install boost openssl@3 nlohmann-json cmakemkdir -p build && cd build
cmake ..
make./arbitrageMIT