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statistical-arbitrage-cefi

This is the prototype of the statistical arbitrage bot. Statistical arbitrage is a popular trading strategy that involves taking advantage of price differences between correlated assets. Note: This is a prototype bot for experimental purposes. There is no guarantee of profit!

Features

Check out https://youtu.be/OWJS7Y8IHA4?si=A1XvTIORR_m5ExYz

Prerequisites

python 3.10 (or later) installed

Installation

  1. Clone the repository:

     git clone https://github.com/Fluronix/statistical-arbitrage-cefi.git
     cd statistical-arbitrage-cefi
    
  2. create and activate virtual environment

     python3 -m venv venv  
    

    (Linux/Mac)

     source venv/bin/activate  
     pip install --upgrade pip 
     pip install -r requirements.txt 
    

    (Windows)

     venv\Scripts\activate
     pip install --upgrade pip 
     pip install -r requirements.txt 
    
  3. Config:

    cd to utils and set your params in the func.py

       TELEGRAM_BOT_API:str = "" #paste your telegram bot token
       YOUR_TELEGRAM_ID:int = 0 #paste your numeric telegram id
       
       BYBIT_API_KEY:str = "" #paste your API key
       BYBIT_API_SECRET:str = "" #paste your API secret key
    
  4. Run CMD

    run python3 main.py and python3 manage.py in different CLI