The goal is to work in stages, with the final result being a cross exchange maker-maker market making bot.
Build the docker container and then run it using docker compose.
docker compose build
docker compose upThe results of the program will be available in the logs.
Stage 1 of the project is just looking for arbitrage opportunities for a single pair on two exchanges. For this stage, I used Kraken and Coinbase as the exchanges. We expect Kraken to have a wider bid-ask spread than Coinbase, so we look for opportunities when the highest bid on one exchange is higher than the lowest ask on the other exchange.
TBD