Book by Marcel Lewandowski Trading automation
Automated Crypto Arbitrage Bots
I did not write this from theory. I wrote it while building the bot.
Crypto arbitrage looks simple from the outside: buy an asset where it is cheaper, sell it where it is more expensive, keep the difference. The real world is harder. Exchanges move at different speeds. Fees change the math. API limits break clean assumptions. Liquidity disappears. A trade that looks profitable in a spreadsheet can turn negative before both sides settle.
Product details
- ASIN
- B0CW18Q6LC
- Format
- eBook / PDF
- Language
- English
- Length
- 116 pages
- Released
- May 21, 2024
- Publisher
- Marcel Lewandowski
- Seller
- Marcel Lewandowski
- File size
- 3.8 MB
- Apple Books category
- Business & Personal Finance
- Lulu category
- Computers & Technology
What this book is really about
This book carries the knowledge, mistakes and engineering experience that went into building a working arbitrage bot: market scanning, exchange connections, spread validation, risk control, execution timing, monitoring, and the discipline needed to avoid fooling yourself with fake profit.
- Spot fake profit before money moves.
- Calculate fees before trusting the spread.
- Model slippage before calling it arbitrage.
- Know when not to trade.
- REST APIs for snapshots, WebSockets for speed.
- Rate limits can kill the whole strategy.
- API bans are an operational risk.
- Keys need least-privilege access.
- IP whitelisting is not optional.
- Latency decides whether profit survives.
- Partial fills can turn wins into exposure.
- Cloud uptime matters more than hype.
- Monitoring must catch failed legs instantly.
- Backtesting needs realistic exchange conditions.
- Triangular arbitrage adds execution complexity.
- Statistical arbitrage needs real data discipline.
- DeFi arbitrage adds smart-contract risk.
- Flash loans are not free money.
- Compliance can change the business case.
- A bot needs kill switches, not confidence.
If you are thinking about an arbitrage bot, the danger is not that the idea is too complex. The danger is building the wrong version confidently.
