Description
In this course, you will :
- Learn about arbitrage in depth, with a focus on triangular arbitrage.
- Learn Triangular Arbitrage concepts in Python from a "indie programmer" in a fun and easy way for complete beginners.
- Create the "indie programmer" and fun way for complete beginners with Javascript.
- Establish all unnoticed traceable Triangular Arbitrage pairs.
- Surface rate opportunities are calculated across all pairs.
- Determine the real rates for arbitrage with depth.
- Cover the aforementioned points in CeFi (via the Poloniex exchange) and Defi (with Uniswap V3).
- Explore the Rest API endpoints with Poloniex to retrieve any data from the web (transferable knowledge to other exchanges).
- Web3 and Ethers JS can be used to read blockchain price information.
Syllabus :
1. INTUITION
- What is Triangular Arbitrage?
- How Triangular Arbitrage Works
- Triangular Arbitrage with Foreign Exchange Example
- Triangular Arbitrage with Crypto Currency Example
- Understanding the ASK and BID - (INCLUDES CHEAT SHEET with API)
- Its All About Depth - Surface Rate vs Real Rate
2. PYTHON FAST TRACK
- Setting Up Google Colab for Initial Python Experimentation
- The Developer Mindset Required for Success
- Python VARIABLES, LISTS and DICTIONARIES
- Mastering the IF Statement
- Python FOR and WHILE Loops
- Python AND and OR Conditions
- Your First Python API Data Request with REQUESTS and JSON
- Understanding Methods (aka Functions)
- Understanding Python Classes
- Python Playground Code Resources
- Installing Python and Creating Your First Virtual Environment
3. JAVASCRIPT COMPARISONS
- Javascript VARIABLES, ARRAYS and OBJECTS
- Javascript IF Statement (Comparison to Python)
- Javascript FOR Loop
- Javascript FUNCTION Example
4. POLONIEX - STRUCTURING PAIRS
- Setting Up Our Chosen IDE (PyCharm)
- Making our POLONIEX API Request
- Identifying TRADEABLE Coin Assets
- Adding TRADEABLES to a List
- Using Methods (Functions) to Neaten Your Code
- Running in a Modular Structure
- Structuring Pairs Logic
- Structuring Pair A
- More Code Structuring
- Structuring Pair B
- Structuring Pair C
- Logging a Triangular Match
- Saving Structured Pairs to JSON
5. POLONIEX - CALCULATING SURFACE RATES
- Loading Structured Pairs Fast
- Get Latest Prices
- Structure Prices for Surface Rate Calculation
- Setting Variables and Correcting Price Information
- BID ASK Calculation Recap
- Important Additional Variables and Commenting
- Your First Triangular Arbitrage Calculation
- Another Triangular Arbitrage Calculation Example
- Finalising Forward Rate Calculations
- Assessing Forward Algorithm
- Calculating Reverse Rates
- CORRECTION Updating Indentation
- BUG FIX and Trading Descriptions
- Outputting Surface Rate Opportunities
- Looking Back and Next Steps
6. POLONIEX - CALCULATING DEPTH
- Setting Variables and Orderbook Depth
- Retrieving Orderbook Price Data
- Reformatting ASK Orderbook Prices
- Calculating Orderbook Depth
- Calculating REAL RATE Profit and Loss
- Automating Orderbook Depth Calculation for Surface Rate Trigger
- Spotting Real Arbitrage Opportunities and Closing Comments
7. UNISWAP V3- CALCULATING SURFACE RATES
- Setting Up the PyCharm Environment
- Understanding Uniswap V3 Graph QL
- Pulling Liquid Uniswap Pool Prices
- Structuring Triangular Groups
- Piping Over Surface Rate Calculations
- Code Walkthrough for Surface Rates
- Saving Surface Rates and Next Steps
8. UNISWAP V3 - WEB3 ETHERS JS INTRODUCTION
- Preparation and Setup for Connecting to ETHEREUM
- Installing Node JS Packages
- WEB3 JS Crash Course
- ETHERS JS Crash Course
- Plan of Attack