Polymarket Crypto Arbitrage Trading Bot

I’m building a fully-automated crypto arbitrage bot written in Python that connects directly to Binance’s API and, if practical, extends to Polymarket or Kalshi for cross-venue opportunities. The core requirement is clear: continuously scan quoted prices, detect profitable spreads in real time, and execute both legs fast enough to lock them in while managing balances and fees.

I already have exchange keys ready for a test environment, so you can jump straight into coding. You’re free to choose any modern Python stack—ccxt, asyncio websockets, pandas/numpy, or your own lightweight wrappers—as long as the final program runs unattended on a VPS and exposes a simple JSON or CLI configuration for pairs, thresholds, and position sizing.

Key points I need covered:
• REST/WebSocket integration with Binance (mandatory) plus modular classes that let me plug in Polymarket or Kalshi later without touching the core logic
• Live order-book listening, latency-aware price comparison, and an execution module that handles partial fills, cancellations, and retries
• Built-in risk controls: max daily loss, per-trade caps, timeout after consecutive failures
• Persistent logging to disk and an optional Telegram/Slack notifier for fills and errors
• A concise README explaining setup, key variables, and how to add another exchange in the same style

Hand-off criteria: I run python bot.py with my keys and see orders routed, logs populated, and the safeguards triggering exactly as documented. After that, I’m happy to iterate on extra features in a separate milestone, but the above is the initial scope. Show More