Hi guys,
I just released the C++ code of my Bitcoin exchange arbitrage system that generates a ~2% monthly return with a USD 2,000 exposure.
I think you guys might be interested in seeing how arbitrage can work with Bitcoin exchanges.
The full code is on the following GitHub page:
https://github.com/butor/blackbird. I tried to write a pretty complete
Readme file that explains the arbitrage mechanism.
It is also a good way to see how you can connect a C++ system to two Bitcoin exchanges (
Bitfinex and
OKCoin) using JSON and base64 encoding.
Please let me know what you think. I will try to find C++ contributors that will be able to improve the code and connect to new exchanges.
I hope it can help you understand and actually test how arbitrage between Bitcoin exchanges works.
https://cloud.githubusercontent.com/assets/11370278/6548498/64764de6-c5d1-11e4-855b-c2eebb3b782b.png 
