Multi-Exchange Crypto Arbitrage System

1) Objective

To build a multi-exchange crypto arbitrage trading system that:
• Connects to multiple exchanges via API
• Monitors real-time price differences
• Supports multiple arbitrage strategies
• Provides a live screener dashboard
• Allows manual and future automated execution

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2) Exchanges to Support (API Based)

Initial exchanges:
• Binance
• Kraken
• Bybit
• OKX
• Bitget

System must be modular so new exchanges can be added easily.

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3) Supported Arbitrage Strategies (Core Engine)

System must support:

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A) Cross-Exchange Arbitrage

Spot–Spot

Buy on Exchange A (lower price)
Sell on Exchange B (higher price)

Futures–Futures

Long on lower-priced exchange
Short on higher-priced exchange

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B) Spot–Futures Arbitrage (Cash & Carry)

Buy Spot
Short Futures

Profit sources:
• Price premium
• Funding rate
• Convergence

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C) Funding Rate Arbitrage

Take opposite positions across exchanges based on:
• Positive/Negative funding differences
• Net funding income opportunity

Example:

If Exchange A funding = +0.05%
Exchange B funding = -0.03%

System captures funding differential while hedged.

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4) Entry & Exit Logic (User Controlled)

User must manually define:
• Entry spread %
• Exit spread %
• Funding threshold %
• Trade size
• Leverage (if applicable)
• Max concurrent trades
• Stop-loss %
• Slippage tolerance
• Minimum liquidity requirement

Example:

Entry = 6%
Exit = 2%

Gross Capture = 4%
Net Profit = Spread – Fees – Funding – Slippage

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5) Screener Dashboard Requirements

Real-time dashboard must show:

For every coin & exchange pair:
• Coin
• Market type (Spot / Perp / Futures)
• Exchange A price
• Exchange B price
• Spread %
• Net spread after fees
• Funding rate (if applicable)
• 24h Volume
• Orderbook depth
• Estimated net profit
• Strategy type (Spot-Spot / Futures-Futures / Spot-Futures / Funding)

Ranking:
Highest spread → Lowest spread

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6) Trade Execution Flow

Each opportunity must have:

Trade Button

On click:

Popup allows:
• Entry threshold (editable)
• Exit threshold (editable)
• Position size
• Leverage
• Confirm execution

System must:
• Execute both legs simultaneously
• Detect partial fills
• Auto-hedge if imbalance
• Abort if slippage exceeds tolerance

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7) Risk Management (Mandatory)

Developer must implement:
• API disconnect handling
• Partial fill protection
• Slippage control
• Margin monitoring
• Liquidation monitoring
• Auto-close on abnormal spread reversal
• Funding cost estimator
• Exchange downtime detection

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8) Profit Calculation Engine

System must calculate:
• Maker/Taker fees
• Funding impact
• Borrowing cost (if margin used)
• Slippage
• Realized PnL
• ROI %
• Strategy-wise PnL
• Exchange-wise PnL
• Daily / Weekly performance summary


payou will be subscription based, like 5k or 10k per month to use the software every month.