Automating Profits with Crypto Arbitrage Bot

Print money with a crypto arb bot

Crypto arbitrage bot. Part 2

You can read the first part of the series here.

The function calculate_profit_with_fees_and_slippage calculates the potential profit from buying a cryptocurrency on one exchange and selling it on another, taking into account slippage, withdrawal fees, and trading fees.

def calculate_profit_with_fees_and_slippage(buy_exchange, sell_exchange, buy_price, sell_price, amount, withdrawal_fees, trading_fees, symbol, buy_order_book, sell_order_book):
    try:
        # Estimate slippage
        buy_slippage = estimate_slippage(buy_order_book, amount, 'buy')
        sell_slippage = estimate_slippage(sell_order_book, amount, 'sell')

        # Adjust prices for slippage
        adjusted_buy_price = buy_price * (1 + buy_slippage)
        adjusted_sell_price = sell_price * (1 - sell_slippage)

        buy_fee_rate = trading_fees.get(buy_exchange, {}).get(symbol, {}).get('taker', 0.001)
        if buy_fee_rate is None:
            print(f"Warning: Using default taker fee for {buy_exchange} {symbol}")
            buy_fee_rate = 0.001
        buy_fee = amount * buy_fee_rate
        coins_bought = (amount - buy_fee) / adjusted_buy_price

        coin = symbol.split('/')[0]
        withdrawal_fee = withdrawal_fees.get(buy_exchange, {}).get(coin, 0) or 0
        coins_after_withdrawal = coins_bought - withdrawal_fee

        sell_fee_rate = trading_fees.get(sell_exchange, {}).get(symbol…