The purpose of this project is to apply the principle of arbitrage by buying/selling at the same time in two different markets. Currently, the two "market" targets are IBKR & OANDA.
We've found that OANDA's forex currency pair data is delayed and differs from that of IBKR which we can exploit and make a profit if the difference gap is large enough.
For access to trading APIs on IBKR side, we leverage gnzsnz/ib-gateway for a containerized version of ib-gateway.
.env file is necessary for the running of this project. Ensure ib-gateway container is running, then run main.ts as needed.
# OANDA credentials
API_KEY=
ACCOUNT_ID =
# IB gateway container envs
TWS_USERID=
TWS_PASSWORD=
TRADING_MODE=
READ_ONLY_API=docker compose up -d