## Cross-Exchange Arbitrage Trading Strategy I want to build an automated arbitrage trading bot that connects to multiple centralized exchanges (CEXs) via API, such as Binance and Kraken. The bot will continuously scan real-time market prices for selected trading pairs (for example, SOL/USDT). When it detects a price discrepancy between exchanges, it will automatically: 1. **Buy the asset on the exchange offering the lowest price** 2. **Sell the same asset simultaneously on the exchange offering the highest price** For example: * If Solana (SOL) is trading at **$67.10 on Binance** * And at **$68.20 on Kraken** * The bot will automatically buy SOL on Binance and sell it on Kraken, capturing the price difference as profit (after fees and costs). ### Key Objectives: * Connect to multiple CEX APIs securely * Monitor live order books and ticker prices * Automatically execute buy/sell orders when profitable spreads are detected * Account for trading fees, withdrawal fees, slippage, and latency * Operate continuously with risk management controls The goal is to exploit cross-exchange price inefficiencies through fully automated arbitrage execution.