Binance Bybit Triangular Arbitrage Bot

I want a lean, well-documented Python script that connects to both Binance and Bybit through their official REST (and, if needed, WebSocket) APIs. The code should monitor every BTC, ETH and XRP market on each exchange, build all possible three-leg price loops, calculate net profitability after trading and withdrawal fees, and instantly execute the cycle whenever a preset threshold is met.

Key points I need respected:
• Strategy: pure triangular arbitrage; no cross-exchange spread trading.
• Exchanges: Binance and Bybit only, with simple JSON/YAML files for my API keys and adjustable parameters.
• Assets: Bitcoin, Ethereum and Ripple pairs (for example BTC/USDT, ETH/BTC, XRP/ETH, etc.).
• Safety: position sizing, failed-leg rollback, and a dry-run mode so I can test live order books without placing real orders.
• Clarity: modular functions, clear comments, and a concise README that explains installation, config variables and how profit is computed.

Please code as simply as possible (Python 3.10+, no heavy frameworks—requests/ccxt/decimal and pandas are fine) and include a short demo notebook or script that shows the bot finding at least one historical opportunity.