CyptoSeller

Multi-exchange cryptocurrency arbitrage detection platform. Uses WebSocket feeds to collect real-time trade and order book data from 6+ exchanges, publishes through Redis, and analyzes cross-exchange and triangular arbitrage opportunities.

Architecture

┌─────────────────────────┐     ┌──────────────────┐
│   DataGather            │     │  DataStreamDisplayer │
│   (WebSocket clients)   │────▶│  (Order book agg.)   │────▶ CSV
│   Binance, Kraken, OKX, │     │  Computes max-bid/   │
│   Bitstamp, NiceHash    │     │  min-ask per symbol  │
└──────────┬──────────────┘     └──────────┬───────────┘
           │ Pub/Sub                       │ Redis
           ▼                               ▼
┌─────────────────────────────────────────────────────┐
│                    Redis                              │
│            (Message broker + cache)                   │
└──────────┬──────────────────────────────┬────────────┘
           │ Pub/Sub                     │ Key/Value
           ▼                             ▼
┌──────────────────┐          ┌──────────────────────┐
│  WebRouter (API) │          │  Chainer Engine       │
│  ASP.NET Core    │          │  Triangular arbitrage │
│  REST + Swagger  │          │  chain calculation    │
└──────────────────┘          └──────────────────────┘

Projects

Project	Description
CoreLib	Shared library: chainer engine, WebSocket base, Redis utilities, serialization, data models
DataGather	WebSocket clients per exchange, collects trades + order book updates into Redis
DataStreamDisplayer	Aggregates order books across exchanges, computes best bid/ask, writes CSV logs
WebRouter	ASP.NET Core REST API with Swagger (stub)
SellChainer	Arbitrage chain executor: links buy/sell pairs into triangular routes
GraphLoop	Builds a graph of connected coin pairs to find viable triangular arbitrage paths
NodeStatistics	Redis subscription message rate monitor
OrderbookVisualiser	Windows Forms desktop order book viewer
CoreLib.Tests	Unit tests

Tech Stack

• C# / .NET 10.0
• Redis (StackExchange.Redis) for pub/sub data distribution
• WebSocket (System.Net.WebSockets) for exchange connections
• MessagePack for compact binary serialization
• Newtonsoft.Json for REST API responses
• Polly for resilience/retry policies
• ASP.NET Core for REST API
• xUnit for testing

Prerequisites

• .NET 10.0 SDK
• Redis instance (default: localhost:6379)

Getting Started

1. Start Redis (if not running):

   docker run -d -p 6379:6379 redis

2. Build the solution:

   dotnet build

3. Run tests:

   dotnet test

4. Run DataGather (collects exchange data):

   dotnet run --project DataGather

5. Run DataStreamDisplayer (view order book margins):

   dotnet run --project DataStreamDisplayer

Configuration

Configure via environment variables:

Variable	Default	Description
REDIS_CONNECTION_STRING	localhost:6379,abortConnect=false	Redis connection string
STATS_ENDPOINT	http://localhost:5000/give/	Statistics HTTP endpoint

Example:

export REDIS_CONNECTION_STRING="myredis:6379,abortConnect=false"
dotnet run --project DataGather

Testing

dotnet test

Tests cover:

• Chainer math (buy/sell amount calculation with fees)
• CoinPair operations
• BasicObj serialization properties
• OrderBookObj comparison logic
• ChainerFactory chain validation