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Configuration

Updating Configuration

The configuration file used by this application should be called /config/config.json and NOT /config/config.json.example. Upon each version update you should copy the new syntax from config.json.example into config.json.

KEYS

KEYS.API (String)

  • Default: ""
  • Description: Binance api key

KEYS.SECRET (String)

  • Default: ""
  • Description: Binance api secret

INVESTMENT

INVESTMENT.BASE (String)

  • Default: "BTC"
  • Description: Symbol which all triangle trades must start and end with

INVESTMENT.MIN (Number)

  • Default: 0.015
  • Description: Minimum investment amount of the base currency to consider

INVESTMENT.MAX (Number)

  • Default: 0.030
  • Description: Maximum investment amount of the base currency to consider

INVESTMENT.STEP (Number)

  • Default: 0.005
  • Description: Increments at which investment amounts are considered between the min and max

TRADING

TRADING.ENABLED (Boolean)

  • Default: false
  • Description: Execute identified arbitrage positions when found

TRADING.EXECUTION_STRATEGY (String)

  • Default: "linear"
  • Description: Execution strategy to use
  • Extended Documentation
  • Values:
    • "linear" - each trade of the triangle arbitrage is executed sequentially
    • "parallel" - all three trades of the triangle arbitrage are executed at the same time

TRADING.EXECUTION_TEMPLATE (Array | String)

  • Default: ["BUY", "SELL", "SELL"]
  • Description: Restricts the order type of each leg in the position
  • Special Values:
    • null - No restriction on order type

TRADING.EXECUTION_CAP (Number)

  • Default: 1
  • Description: Maximum number of executions to attempt before shutting down
  • Special Values:
    • 0 - No limit on executions

TRADING.TAKER_FEE (Number)

  • Default: 0.10
  • Description: Market taker fee (percent)
  • Example: 0.015% would be entered as 0.015

TRADING.PROFIT_THRESHOLD (Number)

  • Default: 0.00
  • Description: Minimum profit (percent) required to consider executing a position
  • Example: 0.50% would be entered as 0.50

TRADING.AGE_THRESHOLD (Number)

  • Default: 100
  • Description: Maximum time (ms) since the oldest depth tick involved in the position required to consider executing a position

TRADING.WHITELIST (Array | String)

  • Default: []
  • Description: Symbols to include when searching for triangle arbitrage

HUD

HUD.ENABLED (Boolean)

  • Default: true
  • Description: Display and refresh the heads up display

HUD.ARB_COUNT (Number)

  • Default: 10
  • Description: Number of triangular arbitrage positions shown on the HUD

LOG

LOG.LEVEL (String)

  • Default: "debug"
  • Description: Log level to configure how verbose logging messages are. Output can be found in the /log directory
  • Values:
    • "fatal"
    • "error"
    • "warn"
    • "info"
    • "debug"
    • "trace"
    • "silent"

LOG.PRETTY_PRINT (Boolean)

  • Default: true
  • Description: Format the logs with pino-pretty. Read the logs via a terminal for best results

DEPTH

DEPTH.SIZE (Number)

  • Default: 50
  • Description: Order book depth to maintain locally on each ticker
  • Extended Documentation
  • Values:
    • 5
    • 10
    • 20
    • 50
    • 100
    • 500

DEPTH.PRUNE (Boolean)

  • Default: true
  • Description: Remove depth cache entries with a depth greater than DEPTH.SIZE before each calculation cycle

DEPTH.INITIALIZATION_INTERVAL (Number)

  • Default: 75
  • Description: Delay (ms) between the initialization of each depth websocket

TIMING

TIMING.RECEIVE_WINDOW (Number)

  • Default: 5000
  • Description: Time (ms) after a given timestamp until a request is no longer considered valid

TIMING.USE_SERVER_TIME (Boolean)

  • Default: false
  • Description: Synchronize with the Binance API server time and modify request timestamps

TIMING.CALCULATION_COOLDOWN (Number)

  • Default: 250
  • Description: Delay (ms) between completing calculations and starting another cycle