Cross-Exchange Arbitrage Bot Platform
Algorithmic Spread Detection & Auto-Execution Across Crypto Exchanges
Confidential crypto arbitrage platform that connects to multiple centralised exchanges and external market-data feeds, scans live order books for cross-venue spreads on user-selected assets, and auto-executes paired buy/sell trades when an opportunity clears configured thresholds. Client identity, supported venues, and traded assets are under NDA.
Overview
About this project
Advisory Apps delivered the full web platform and execution backend for a cross-exchange cryptocurrency arbitrage system that lets users select which assets to trade, connect their exchange accounts via API key, and let the engine handle opportunity detection and execution end-to-end. The build covers a multi-protocol integration layer that normalises REST and WebSocket feeds from multiple centralised exchanges and external market-data providers into a single internal order book, a spread-detection algorithm that compares live bid/ask across venues and ranks opportunities net of estimated fees and slippage, and a paired-trade execution engine that fires near-simultaneous buy and sell orders the moment a spread clears the user-configured threshold. A real-time portfolio dashboard surfaces open positions, executed trade history, per-asset P&L, and venue-level balance reconciliation, while every order, fill, transfer, and configuration change is captured in a tamper-evident audit log. Client identity, supported exchanges, and traded asset list are not disclosed under NDA.
What We Delivered
Key features & capabilities
Multi-Exchange API Connectivity
Normalised integration layer that connects to multiple centralised crypto exchanges over REST and WebSocket — authenticated per user via securely stored API keys with read, trade, and withdrawal scopes managed separately.
Live Market Data Aggregation
Streams order-book depth and last-trade ticks from each connected venue plus external market-data providers into a single internal book, refreshed in near real-time without polling.
Spread Detection Algorithm
Continuously compares best bid and ask across venues for every user-watched asset, nets out estimated taker fees and slippage, and surfaces only opportunities that clear the user-configured profitability threshold.
User-Selectable Asset Watchlist
Each user picks which cryptocurrencies to monitor and trade — the engine only scans, alerts on, and executes against assets on the user's active watchlist.
Paired-Trade Auto Execution
When an opportunity clears thresholds, the engine fires near-simultaneous buy and sell orders on the cheaper and pricier venue respectively, with retry, partial-fill handling, and abort-on-divergence safeguards.
Risk & Slippage Guardrails
Per-user limits for minimum spread, maximum trade size, daily loss cap, and slippage tolerance — breached limits pause execution automatically and notify the user.
Live Portfolio Dashboard
Real-time view of open positions, executed trades, per-asset P&L, per-venue balances, and aggregate performance across configurable date ranges.
Trade Alerts & Notifications
Push notifications for opportunity events, executed fills, failed orders, guardrail trips, and balance imbalances — routed via in-app and email channels.
Tamper-Evident Audit Log
Every order placed, fill received, API key change, threshold edit, and balance transfer is captured with timestamp, actor, and source for compliance and post-trade reconciliation.
Exportable Trade Reports
Filter executed trades and P&L by asset, venue pair, or date range, then export to CSV and PDF for tax, accounting, and performance review.
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