Okbitok Arbitrage Bot

A professional-grade delta-neutral arbitrage bot for perpetual futures markets on Bybit and KuCoin. Designed for real-time monitoring, automated execution, and robust failover handling.

---

Features

• Delta-neutral arbitrage between centralized exchanges
• Real-time price tracking with REST and WebSocket feeds
• Simulation of fills, net profit, funding, and slippage
• Automated execution with dual-side order handling
• Advanced failover system with trailing SL/TP logic
• CSV-based trade logging with full position metadata
• Telegram integration for execution and alerting
• Modular, extensible architecture for multi-exchange support

---

Project Modules

• main.py — Launches the orchestrated arbitrage pipeline
• pair_monitor.py — Monitors live quotes, detects arbitrage conditions, filters by delta lifetime
• profit_simulator.py — Calculates net profit considering fees and funding; selects best opportunities
• order_manager.py — Handles order placement, position sizing, execution logic, timeout handling
• failover_manager.py — Supervises open positions post-entry, closes them under stop/take conditions
• position_manager.py — Stores and manages the state of all active positions
• balance_watchdog.py — Prevents trading if account balance is unavailable or locked
• final_pnl_fetcher.py — Retrieves realized PnL post-position closure (second leg)
• pnl_fetcher.py — Queries current unrealized PnL for monitoring and decisions
• fill_simulator.py — Simulates whether entry prices are realistically fillable at the moment
• funding_fetcher.py — Retrieves current and projected funding rates per exchange
• signal_engine.py — Filters and validates signals before sending them to execution logic
• decision_engine.py — Decides whether a signal passes all risk checks (duplicates, max positions, etc.)
• arb_worker.py — Background coroutine to process incoming arbitrage tasks
• price_feed.py — WebSocket integration and queuing for quote updates
• symbol_specs.py — Loads exchange-specific symbol constraints and formatting logic
• telegram_bot.py — Sends execution/failure/closure messages to a configured Telegram channel
• logger.py — Central logging configuration, supports both console and rotating file logs
• config_manager.py — Loads and caches values from the environment (.env)
• advanced_trade_logger.py — Appends and updates detailed per-trade statistics in CSV

---

Setup Instructions

1. Clone the repository:

   git clone https://github.com/Alex-bitok/okbitok-arbitrage-bot.git
   cd okbitok-arbitrage-bot

2. Install dependencies:

   pip install -r requirements.txt

3. Create .env configuration: See .env.example for required keys:

   BYBIT_KEY=
   BYBIT_SECRET=
   KUCOIN_KEY=
   KUCOIN_SECRET=
   KUCOIN_PASSPHRASE=
   

4. Run the bot:

   python main.py

---

Notes

• The bot is modular. You can extend it with other exchanges, new signal engines, or alternative execution strategies.
• Failover logic is integrated to minimize loss on partial fills, timeouts, and execution asymmetry.
• Trade logs are stored in logs/trade_log.csv, which includes full PnL breakdown, durations, and entry/exit metadata.

---

Notice

This repository contains an early demonstration version intended for architecture showcase and educational purposes only. The production-ready version of Ok-bitok Arbitrage Bot has been significantly enhanced and is not open-sourced.

This code is not suitable for live trading and may contain known issues.

For partnership requests, pilot access, or a walkthrough of the latest system, please contact us: info@ok-bitok.ru.

---

License

MIT — Free for commercial and non-commercial use with attribution.