Options Arbitrage CLI

A Rust CLI tool to identify option arbitrages between different exchanges

Running the server

cargo run --bin server

This will start the following workers:

• OrderBookManager : This is responsible for checking for arbitrage opportunities and broadcasting them to the endpoint.
• Endpoint : This is responsible for accepting websocket connections and broadcasting arbitrage opportunities to the clients.
• DeribitExchangeAdapter : This is responsible for subscribing to deribit and fetching the order book data.
• OkexExchangeAdapter : This is responsible for subscribing to okex and fetching the order book data.

Setting up the environment variables

The server has the following environment variables:

• OKEX_WS_URL: The URL of the Okex WebSocket API
• OKEX_PRODUCTS_TO_SUBSCRIBE: The products to subscribe to, separated by commas
• OKEX_HEARTBEAT_MILLIS: The heartbeat interval in milliseconds
• DERIBIT_WS_URL: The URL of the Deribit WebSocket API
• DERIBIT_PRODUCTS_TO_SUBSCRIBE: The products to subscribe to, separated by commas
• DERIBIT_HEARTBEAT_MILLIS: The heartbeat interval in milliseconds
• WEBSOCKET_SERVER_PORT: The port on which the server will listen for incoming websocket connections

By default, the server will use the environment variables in the .env/server.env file.

• OKEX_WS_URL: wss://ws.okx.com:8443/ws/v5/public
• OKEX_PRODUCTS_TO_SUBSCRIBE: BTC-USD-250221-90000-P
• OKEX_HEARTBEAT_MILLIS: 5000
• DERIBIT_WS_URL: wss://www.deribit.com/ws/api/v2
• DERIBIT_PRODUCTS_TO_SUBSCRIBE: book.BTC-21FEB25-90000-P.none.20.100ms
• DERIBIT_HEARTBEAT_MILLIS: 5000
• WEBSOCKET_SERVER_PORT: 9027

How to subscribe to the websocket server

Using websocat

websocat ws://localhost:9027/stream/v1

You can also use tools like postman.

Architecture Diagram