TRIARB 2.0

What it is: Exploits price inefficiencies between 3 trading pairs on a single exchange.

Example Path: USDT → BTC → ETH → USDT

1. Start with 1000 USDT
2. Buy BTC with USDT at current rate
3. Trade BTC for ETH
4. Sell ETH for USDT
5. If you end with more than 1000 USDT, that's profit

How to use:

• Select "Triangular Arb" tab
• Set your capital (default: 1000 USDT)
• Set minimum profit threshold (default: 0.1%)
• Click "Scan Opportunities"

What the results show:

• Net Profit %: Final profit after fees and slippage
• Gross Profit %: Theoretical profit before costs
• Fees: Trading fees (maker/taker)
• Slippage: Price impact from order book depth
• Execution Path: Step-by-step trading sequence

⚠️ Risks:

• Opportunities disappear in milliseconds
• Competing with HFT bots on major pairs
• Execution speed is critical
• Works best on smaller altcoin pairs

💡 Pro tip: Triangular arb is rare on major pairs (BTC/ETH/SOL) but more common on altcoins. Lower your profit threshold to 0.05% to see more opportunities.

What it is: Earn passive income by collecting perpetual contract funding payments while staying market-neutral.

The Setup:

1. Buy BTC on spot market (e.g., $50,000)
2. Short BTC perpetual contract (same amount)
3. Your position is now delta-neutral (no directional risk)
4. Every 8 hours, collect funding payment from shorts paying longs (or vice versa)

Example: BTC funding rate = 0.01% every 8 hours

• Daily: 0.01% × 3 = 0.03%
• Annual: 0.03% × 365 = 10.95% APY
• On $10,000 capital = $1,095/year passive income

How to use:

• Select "Funding Rate Arb" tab
• Set your capital
• Set minimum Net APY (default: 12%)
• Click "Scan Opportunities"

What the results show:

• Net APY: Annual return after all costs
• Funding Rate: Payment per 8-hour period
• Premium: Perp price vs spot price difference
• Daily Income: Estimated earnings per day
• Next Funding: When next payment occurs

⚠️ Risks:

• Premium cost (if perp > spot, you pay to enter)
• Funding rates can flip (become negative)
• Need capital for both spot and perp
• Rebalancing costs if positions drift

💡 Pro tip: Best during bull markets when funding rates are highest (shorts pay longs). Hold positions for 30+ days to amortize entry/exit fees.

What it is: Trade the relationship between two correlated assets, betting on mean reversion.

The Concept:

BTC and ETH are highly correlated (they move together). If their price ratio diverges from the historical average, you can bet it will revert.

Example Trade:

1. Historical BTC/ETH ratio: 15.0 (average)
2. Current ratio: 18.0 (BTC expensive relative to ETH)
3. Z-score: +2.5 (unusually high)
4. Trade: Short BTC, Long ETH (bet ratio will decrease)
5. Exit when ratio returns to 15.0

How to use:

• Select "Pairs Trading" tab
• Set your capital
• Click "Scan Opportunities"

What the results show:

• Action: LONG (buy pair1, sell pair2) or SHORT (opposite)
• Z-Score: How far ratio is from average (>2 or <-2 = signal)
• Correlation: How strongly paired (need >70%)
• Confidence: Signal reliability
• Expected Return: Estimated profit when reverting
• Stop Loss: Exit if ratio diverges further

Entry Rules:

• Z-score > +2.0: SHORT (ratio too high)
• Z-score < -2.0: LONG (ratio too low)
• Correlation > 0.7 (70%)

Exit Rules:

• Z-score between -0.5 and +0.5: CLOSE (ratio normalized)
• Stop loss hit: CLOSE (prevent larger loss)

⚠️ Risks:

• Correlation can break down during major events
• Requires historical data (currently using mock data)
• Mean reversion isn't guaranteed
• Need to manage both positions simultaneously

💡 Pro tip: Best for highly liquid pairs (BTC/ETH, ETH/SOL). Avoid during major news events when correlations break.

Capital (USDT): Amount you want to deploy. Affects profit calculations and slippage estimates.

Min Profit (%): Filter threshold. Only shows opportunities above this profit level. Lower = more results, but smaller profits.

Scan Duration: How long the scan took. Faster = more real-time data. Target: <200ms.

1. Start with Funding Rate Arb: Easiest to understand, lowest risk, passive income
2. Paper trade first: Track opportunities for 1 week without executing
3. Understand fees: Read your exchange's fee structure (maker/taker/VIP tiers)
4. Start small: Test with 10% of your intended capital
5. Monitor actively: Check positions daily, especially pairs trading
6. Set stop losses: Always know your exit plan

This is an educational tool, not financial advice.

• All strategies carry risk of loss
• Past performance doesn't guarantee future results
• Always verify opportunities independently
• Understand exchange fees, withdrawal limits, and trading rules
• Never invest more than you can afford to lose
• Consider tax implications in your jurisdiction

Currently using public API endpoints (no authentication). For production use, add API keys in GitHub secrets.

Data Sources:

• Bybit public API for spot/perp prices, order books, funding rates
• Kraken public API for additional liquidity data
• Real-time ticker data with 1-2 second cache

Calculations:

• Fees: Tiered based on 30-day volume (VIP 0-4 tiers)
• Slippage: Estimated from order book depth (simplified)
• Pairs correlation: Currently using synthetic data (mock)

Deployment: Cloudflare Workers (edge computing) for low-latency scans globally.