Code Pack - optionsarbitrage

Options Traders Arbitrage Search Algorithm Using Put Call Parity

Detect arbitrage opportunities between the Delta Exchange and Deribit Exchange

Technologies
typescript
Themes
arbitrage
options
trading
Skill Level
intermediate
Last updated
2023-03-09
Code Package Image for Options Traders Arbitrage Search Algorithm Using Put Call Parity

What's Inside

As seen on YouTube:

https://youtu.be/pa3wNBy_qR8.

What if you could have an algorithm search through every single options contract on the Deribit and Delta Options exchanges, and detail out for you what arbitrage opportunities are available?

Well now you can.

This is some seriously advanced stuff and thus few know how to run such code and find such opportunities. Given Crypto Wizards just hit 15K subs on YouTube, figured this was an awesome time to release such code to say thanks for being a Wizard.

Risks & Disclaimer:

If you use and execute any strategies using this code or education, you are accepting to do so entirely at your own risk. Options trading is dangerous, especially if you are not an experienced options trader. Even though options can limit your risk, they can also lead to unlimited downside risk if you do not know how to take adequate precautions. Remember to ensure that you check trading costs, margin call levels, funding rates, capital required for each trade and understand completely how expiration and settlement occurs on each exchange before placing or considering placing any trades.

Uses

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Calculate arbitrage opportunities across multiple options exchanges
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Change your minimum arbitrage thresholds
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Easy exit point to pick up, save or inject opportunities into your own strategy
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Have complete access to some highly advanced code that few are aware of how to even pull-off

Requirements

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You must have git, ts-node, node and yarn installed on your machine
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You must have basic knowledge of how to run a javascript (or Typescript) program on your machine
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You must have watched the video in the description section to understand fully what this is all about

START

What you need to get running

Below is the basic software you will need to get started:

Node(developed with version: 18.11.0)
ts-node(developed with version: 10.9.1)
Yarn(developed with version: 1.22.19)

Step 1

Download package

Click the download button at the top of this page. Then save the project on your desktop of project folder. Going forward, we will assume a project name as 'myproject'.
However, you may of course name the project folder whatever makes sense for your purpose.

Step 2

Install packages

In your terminal, cd into your project and install the exact same package versions:

~/myproject 

yarn --exact

Step 3

Run your code

You can now run your code:

~/myproject 

ts-node main.ts

CONGRATULATIONS

Ready to rock and roll

Your arbitrage opportunities (if any at the time of running) should now show in your terminal. Well done!. You can now do whatever you wish from them. They are being printed out from the main.ts file as shown in the video above.