Triangular Arbitrage Scanner - Building it!

Building the Triangular Arbitrage scanner we discussed

We already know how triangular arbitrage works and how we designed our scanner.
If you don’t then check out the last article:

For simplicity I will only scan for USDT tri-arbs but you can easily extend the scanner to also look for USDC arbs.

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Table of Content

1. Pre-computing Pairs

2. Streaming Data

3. Calculating Triangular Arbitrages

4. Logging

5. Final Remarks