Arbitrage script using 1Forge's and OANDA's APIs for autotrading Forex
This script uses 2 asynchronous functions that are launched every minutes for the first one and every 15 min for the second. The first one is contained in SyForge.py and compare the differences in the direction vectors of the 28 pairs from 2 data feeds with a covariance score generated by the second function. This second funtion is contained in covar.py and computes the covariance for each pair combination possible and save it to a file later called by the algo. All of this is automatically driven by SyForge.py.
Configuration
Just replace the TOKEN, ID and KEY fields with yours in BOTH files (Oanda's account ID is the sub-account number). Then, install the dependencies using "pip3 install -r requirements.txt".
Execution
python SyForge.py