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跨交易所套利框架.基于 Python asyncio, CCXT, WebSocket.

leek

跨交易所套利框架.基于 Python asyncio, CCXT, WebSocket.

  • Bootstrap 项目: https://github.com/mangege/mow
  • 套利业务逻辑: https://github.com/mangege/leek
  • WebSocket 抓取深度数据: https://github.com/mangege/ccxtws

Troubleshooting

  • poloniex {"error":"Nonce must be greater than 1609057521146. You provided 1609057520910."}

需要为每个 poloniex 交易所的套利对设置不同的 API Key,这样就可以防止随机数因 asyncio 线程切换而导致提交顺序变了.
https://stackoverflow.com/questions/29311124/solutions-for-nonce-error-caused-by-threaded-api-calls