Arbitrage between CEX and DEX

index.js

const ccxt = require('ccxt');
const ethers = require('ethers');
const Web3 = require('web3');

// Configuration
const config = {
  bybit: {
    apiKey: 'YOUR_BYBIT_API_KEY',
    secret: 'YOUR_BYBIT_SECRET',
  },
  bnb: {
    rpcUrl: 'https://bsc-dataseed.binance.org/',
    privateKey: 'YOUR_PRIVATE_KEY',
    pancakeswapRouterAddress: '0x10ED43C718714eb63d5aA57B78B54704E256024E',
  },
  tradingPair: 'BNB/USDT',
  minProfitPercentage: 1.5, // 1.5%
};

// Initialize exchanges and providers
const bybit = new ccxt.bybit(config.bybit);
const web3 = new Web3(config.bnb.rpcUrl);
const wallet = new ethers.Wallet(config.bnb.privateKey);
const provider = new ethers.providers.JsonRpcProvider(config.bnb.rpcUrl);
const signer = wallet.connect(provider);

// Pancakeswap Router ABI (simplified)
const pancakeswapRouterABI = [
  // Add relevant functions from PancakeswapV2Router02 ABI
];

const pancakeswapRouter = new ethers.Contract(
  config.bnb.pancakeswapRouterAddress,
  pancakeswapRouterABI,
  signer
);

async function checkArbitrageOpportunity() {
  try {
    // Get prices from Bybit
    const bybitOrderbook = await bybit.fetchOrderBook(config.tradingPair);
    const bybitBestBid = bybitOrderbook.bids[0][0];
    const bybitBestAsk = bybitOrderbook.asks[0][0];

    // Get prices from Pancakeswap
    const pancakeswapPrice = await getPancakeswapPrice();

    // Check for arbitrage opportunities
    if (pancakeswapPrice > bybitBestAsk * (1 + config.minProfitPercentage / 100)) {
      // Arbitrage opportunity: Buy on Bybit, sell on Pancakeswap
      await executeBuyOnBybit();
      await executeSellOnPancakeswap();
    } else if (bybitBestBid > pancakeswapPrice * (1 + config.minProfitPercentage / 100)) {
      // Arbitrage opportunity: Buy on Pancakeswap, sell on Bybit
      await executeBuyOnPancakeswap();
      await executeSellOnBybit();
    }
  } catch (error) {
    console.error('Error in checkArbitrageOpportunity:', error);
  }
}

async function getPancakeswapPrice() {
  // Implement price fetching from Pancakeswap
}

async function executeBuyOnBybit() {
  // Implement buy order on Bybit
}

async function executeSellOnBybit() {
  // Implement sell order on Bybit
}

async function executeBuyOnPancakeswap() {
  // Implement buy transaction on Pancakeswap
}

async function executeSellOnPancakeswap() {
  // Implement sell transaction on Pancakeswap
}

// Main loop
async function main() {
  while (true) {
    await checkArbitrageOpportunity();
    await new Promise(resolve => setTimeout(resolve, 5000)); // Wait for 5 seconds
  }
}

main().catch(console.error);