VectorCycle

Institutional-Grade Triangular Arbitrage Detection Terminal

A real-time visualization platform that scans the Binance cryptocurrency market for triangular arbitrage opportunities using live WebSocket data streams.

🌐 Try It Live →

Experience the terminal in action: https://vaggelisgian.github.io/VectorCycle/

🚀 Features

Real-Time Market Data

Live Binance WebSocket Stream: Connects to wss://stream.binance.com:9443/ws/!ticker@arr
Multi-Asset Support: Monitors BTC, ETH, SOL, BNB, USDT, USDC pairs
Bid/Ask Spreads: Uses realistic order book pricing for accurate arbitrage detection

Intelligent Arbitrage Detection

Triangular Cycle Scanning: Finds profitable 3-hop trading paths (e.g., BTC → ETH → USDT → BTC)
Fee-Adjusted Calculations: Optional 0.075% trading fee inclusion
Smart Filtering: Only logs unique opportunities to avoid spam
Real-Time Spread Analysis: Calculates profit percentage accounting for market inefficiencies

Professional Visualization

Network Graph: Interactive canvas rendering with nodes representing currencies
Animated Particles: Golden particles flow along profitable arbitrage paths
Live Terminal Log: Table-formatted log showing Time | Path | Spread
Connection Monitoring: Real-time status indicator with auto-reconnection

📸 Screenshots

Main Terminal View

┌─────────────────────────────────────────────────────┐
│  VectorCycle  ● LIVE DATA: CONNECTED (Binance)     │
├─────────────────────────────────────────────────────┤
│                                                     │
│         Network Graph (Canvas Visualization)        │
│                                                     │
│    [BTC] ←→ [ETH] ←→ [SOL] ←→ [BNB]               │
│      ↕         ↕         ↕         ↕                │
│    [USDT] ←───────────────→ [USDC]                 │
│                                                     │
├─────────────────────────────────────────────────────┤
│ ☑ Include 0.075% Trading Fee  │  Cycles: 120       │
│ Scan Speed: ▬▬▬▬▬○─── 5x      │  Profitable: 3     │
└─────────────────────────────────────────────────────┘

🛠️ Installation

Option 1: Clone & Run Locally

git clone https://github.com/yourusername/VectorCycle.git
cd VectorCycle

Then open index.html in any modern browser (Chrome, Firefox, Edge recommended).

Option 2: GitHub Pages Deployment

Fork this repository
Go to Settings → Pages
Set source to main branch
Your live URL: https://yourusername.github.io/VectorCycle

📁 Project Structure

VectorCycle/
│
├── index.html          # Main HTML structure
├── style.css           # Institutional UI styling
├── market.js           # BinanceStream WebSocket client
├── graph.js            # ArbitrageDetector algorithm
├── renderer.js         # Canvas network visualization
├── app.js              # Main application controller
└── README.md           # This file

🎯 How It Works

1. WebSocket Connection

The BinanceStream class connects to Binance's public WebSocket API and receives real-time ticker updates for all trading pairs.

2. Rate Normalization

For each pair (e.g., ETHBTC), the system:

Stores the ask price for buying ETH with BTC
Calculates the inverse bid price for selling ETH for BTC

3. Triangular Cycle Detection

The ArbitrageDetector scans all possible 3-hop paths:

Start → Mid1 → Mid2 → Start

For each path, it calculates:

product = rate1 × rate2 × rate3
spread = (product - 1) × 100

If product > 1.0001, an arbitrage opportunity exists!

4. Visualization

The NetworkRenderer draws:

Nodes: Currency circles arranged in a circle
Edges: Thin gray lines connecting all pairs
Highlighted Paths: Cyan glowing lines for profitable cycles
Particles: Golden dots flowing along arbitrage routes

🎮 Usage

Controls

Control	Description
☑ Include 0.075% Trading Fee	Toggle realistic trading fees in profit calculations
Scan Speed Slider	Adjust detection frequency (1x = slow, 10x = fast)
Cycles Counter	Total number of triangular paths analyzed
Profitable Counter	Number of unique arbitrage opportunities found

Reading the Log

14:23:45  BTC → ETH → USDT  +0.127%
──────────────────────────────────────
  Time      Path            Spread

Green Background: Profitable opportunity
Timestamp: When the opportunity was detected
Path: Trading sequence (excluding return to start)
Spread: Profit percentage (after fees if enabled)

🔧 Technical Details

Technologies Used

100% Vanilla JavaScript (No frameworks or build tools)
HTML5 Canvas API for high-performance rendering
WebSocket API for real-time data streaming
CSS Grid Layout for responsive design

Performance Optimizations

Efficient Cycle Detection: O(n³) algorithm with early termination
Smart Logging: Deduplicates paths to prevent log flooding
Canvas Rendering: Runs at 60 FPS with requestAnimationFrame
Minimal DOM Manipulation: Updates only changed elements

Browser Compatibility

Chrome/Edge 90+
Firefox 88+
Safari 14+
Opera 76+

⚙️ Configuration

Modify Watched Currencies

Edit market.js:

this.currencies = ['BTC', 'ETH', 'SOL', 'BNB', 'USDT', 'USDC'];

Adjust Fee Rate

Edit market.js:

this.feeRate = 0.00075; // 0.075% (Binance default)

Change Detection Threshold

Edit graph.js:

const threshold = 1.0001; // 0.01% minimum profit

🐛 Troubleshooting

WebSocket Won't Connect

Check your internet connection
Binance may block connections from certain regions
Try using a VPN if the stream is geo-restricted

No Arbitrage Opportunities Detected

This is normal! Real arbitrage windows are rare and brief
Increase the scan speed slider
Disable the fee toggle to see theoretical opportunities

Browser Console Errors

Ensure you're using a modern browser (check compatibility above)
Try opening in an Incognito/Private window
Clear browser cache and reload

📚 Learn More

What is Triangular Arbitrage?

Triangular arbitrage exploits price discrepancies between three currencies:

Example:
1. Start with 1 BTC
2. Trade BTC → ETH at rate 0.04 = 25 ETH
3. Trade ETH → USDT at rate 3,500 = 87,500 USDT
4. Trade USDT → BTC at rate 0.0000115 = 1.006 BTC

Profit: 0.006 BTC (0.6%)

In efficient markets, these opportunities are extremely rare and exist for milliseconds.

Why Are Opportunities Rare?

High-Frequency Trading Bots: Execute trades in microseconds
Market Efficiency: Arbitrage itself corrects price discrepancies
Trading Fees: Eat into small profit margins
Slippage: Actual execution prices differ from quoted prices

📄 License

MIT License - feel free to use this project for educational or commercial purposes.

🤝 Contributing

Contributions are welcome! Here are some ideas:

Add more cryptocurrency pairs
Implement multi-hop (4+ currency) arbitrage detection
Add historical profit tracking charts
Create mobile-responsive layout
Add sound alerts for opportunities
Export opportunities to CSV

Pull requests and issues are appreciated!

👤 Author

Built with ⚡ by a Lead Creative Technologist

🌟 Acknowledgments

Binance for providing free public WebSocket streams
Canvas API for enabling high-performance visualizations
Inspired by institutional trading terminals (Bloomberg, Refinitiv)

⚠️ Disclaimer

This tool is for educational and research purposes only.

Do NOT use this for actual trading without understanding the risks
Cryptocurrency trading carries substantial risk of loss
Past performance does not guarantee future results
Always do your own research (DYOR)

Made with 💚 for the quantitative trading community

Name		Name	Last commit message	Last commit date
Latest commit History 3 Commits
Prompts		Prompts
.gitattributes		.gitattributes
README.md		README.md
app.js		app.js
graph.js		graph.js
index.html		index.html
market.js		market.js
renderer.js		renderer.js
style.css		style.css

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