Triangular arbitrage is a technique that tries to exploit the price discrepancy across three different assets at the same time.
For example, we can exchange BTC for USDT, BTC for ETH and ETH back to USDT.
If the net worth in doing these three trades simultaneously is profitable then the 3 trades are executed simultaneously.
Here we implement the triangular arbitrage in 4 steps.
Step 1: Get all the valid crypto combinations.
Step 2: Perform triangular arbitrage
Step 3: Place the trade orders
Step 4: Bundle it together
Refer to this blog to understand more on triangular arbitrage implemented in this repo:
https://lakshmi1212.medium.com/automated-triangular-arbitrage-of-cryptos-in-4-steps-a678f7b01ce7