paxg-arbitrage

trading bot for handling XAU vs. PAXG drifts

warning

this is not high frequency trading, we simply grab the rates online every 5 minutes to compare forex / metal pairs against their crypto equivalent.

requirements

KSH93 (not PDKSH nor MKSH) and the mail command

apt install ksh bsd-mailx

architecture

quick & dirty: stdout of the compare rate scripts are written to data/ as text. yet the script itself reads values from that output.

setup

cp -pi drift.conf.sample drift.conf
vi drift.conf

# binance hmac
apikey=...

...

variables

e.g. for PAXG vs. XAU, we consider XAU to be leading and PAXG to be following

• hence the "drift" concerns PAXG: positive if PAXG lives above XAU and negative if PAXG lives below XAU
• the "drift average" is the average of the last 100 units (one unit is 5 minutes according to the crontab setup below)
• the "drift variability" (actual current drift) is how much the drift differs from its 100 units average
• the "drift volatility" is how powerful the drift variability is compared to the drift average, in percent

usage

test run

./compare-pairs
tail -F $HOME/dev/paxg-arbitrage/data/*.txt

enable

crontab -e

*/5 * * * *     $HOME/dev/paxg-arbitrage/compare-pairs

visualization

as root

#wget https://git.zx2c4.com/spark/plain/spark.c
gcc spark.c -o spark -lm
mv spark /usr/local/bin/

as user

cd $HOME/dev/paxg-arbitrage/compare-pairs/

ls -lhF data/*.txt
./drift.ksh

resources

https://www.tradingview.com/symbols/XAUUSD/

https://www.tradingview.com/symbols/PAXGUSDT/

https://github.com/binance/binance-spot-api-docs/blob/master/faqs/trailing-stop-faq.md