Binance Triangular Arbitrage Paper Bot

A Val Town Deno/TypeScript paper-trading bot that scans Binance for triangular arbitrage opportunities among today's top-gaining tokens. It only simulates trades — no real money is ever at risk.

How it works

Discovery — fetches /api/v3/ticker/24hr, keeps symbols quoted in USDT, filters to those that also have an active TOKEN/ETH pair, then takes the top N by 24h % change.
Cross-rate analysis — for each top-gainer token it concurrently fetches the three legs of the triangle (TOKENUSDT, TOKENETH, ETHUSDT) via /api/v3/ticker/bookTicker, computes both triangular directions, applies a 0.1% fee on each leg (0.3% total), and reports the gross %, net $ profit, and route.
Paper execution — when net profit clears the 0.1% threshold and the $1000 paper wallet has funds, the trade is logged to SQLite and a real-time Telegram alert is sent for every trade (small or large), including the updated total balance and running PnL.
Reporting — additionally, at most every 10 minutes a throttled Telegram summary is sent covering balance, PnL, win rate, scan count, and the last 10 minutes of trades.

Data source

Binance's primary API (api.binance.com) can return HTTP 451 from data-center IPs (a regional block). This bot uses data-api.binance.vision, which serves the identical /api/v3 endpoints globally — same quotes, no geo-lock.

Files

bot.ts — the cron job (binanceTriangularBot). Runs every minute and performs 12 fast scan rounds ~4s apart. The top-gainer list is cached and refreshed once a minute (the 24h call is heavy), while the cheap order-book scans run every few seconds — fast scanning without hitting Binance rate limits. Sends a real-time alert per executed trade plus a 10-minute summary. Exports buildReport() for reuse by the webhook.
webhook.ts — HTTP handler responding to Telegram /start, /stats, and /report commands.

Setup

Optionally set the two env vars to enable Telegram reporting:
- TELEGRAM_BOT_TOKEN — from @BotFather
- TELEGRAM_CHAT_ID — your chat id (ask @userinfobot)
Point Telegram at the webhook (replace <TOKEN> with your bot token) so /stats works in-chat:
```
https://api.telegram.org/bot<TOKEN>/setWebhook?url=https://binance-arb-bot.val.run/
```

Tuning

All knobs live at the top of bot.ts:

Constant	Default	Meaning
`FEE_PER_LEG`	`0.001`	fee per leg (0.1%); use `0.00075` for 0.075%
`TRADE_AMOUNT_USDT`	`100`	simulated $ per triangular loop
`MIN_NET_PROFIT_PCT`	`0.1`	min net % to execute
`TOP_GAINERS_N`	`20`	top gainers analyzed per scan
`SCAN_ROUNDS`	`12`	scans per cron run
`COOLDOWN_MS`	`4000`	seconds between scans (4s)
`REFRESH_GAINERS_MS`	`60000`	how often the top-gainer list is re-fetched

⚠️ Real-time per-trade alerts mean Telegram can be chatty during volatile windows. If that's too much, raise MIN_NET_PROFIT_PCT or drop SCAN_ROUNDS.

Live Binance spreads plus 0.3% total fees mean real trades are rare — that's correct behavior; opportunities appear during volatile moves.