Creating an Autonomous Bot for Arbitrage Monitoring

You are a senior developer of automated monitoring and arbitrage systems. I need an autonomous AI bot for 24/7 monitoring of arbitrage windows (price differences for the same assets/goods between different platforms, e.g., crypto exchanges or marketplaces). Please design a detailed architecture and logic for such a bot. In your response, provide: 1. **Goal:** A clear description of what the bot should do (e.g., track the price of BTC on Binance, Bybit, and Kraken, calculate the spread, send an alert when the threshold is exceeded). 2. **System Components:** - Data collection module (which APIs to use, how to parse, request frequency). - Analysis module (formula for calculating the arbitrage window, threshold values). - Alert module (Telegram Bot API, email, webhook). - Logging and history storage module. 3. **Technology Stack:** Recommended languages (Python), libraries (requests, pandas, ccxt for crypto), deployment methods (server, cloud function). 4. **Data Flow:** Step-by-step scheme from data request to alert sending. 5. **Code Example:** A template of the main monitoring loop in Python with comments. Response format: A structured plan with headings and code.

Task: Create an autonomous Python bot for monitoring arbitrage windows. Initial data: - Architecture and plan from Claude (see context above). - Goal: The bot should every 30 seconds request the price of an asset (e.g., BTC/USDT) from three exchanges (Binance, Bybit, Kraken) using the ccxt library, calculate the spread between the maximum and minimum price, and if the spread exceeds 0.5%, send a message to a Telegram bot with details (exchanges, prices, spread, potential profit). Technical requirements: - Language: Python 3.10+ - Libraries: ccxt, requests, python-telegram-bot, schedule, logging. - Project structure: main.py (main loop), config.py (API keys, settings), utils.py (calculation functions), alerts.py (Telegram sending). Please generate: 1. Complete code for the config.py file with an example structure for storing API keys (leave empty) and settings (list of exchanges, ticker, spread threshold, Telegram chat ID). 2. Code for a function in utils.py that takes a dictionary of prices from exchanges and returns the calculated spread and the exchanges with min/max price. 3. Code for a function in alerts.py for sending a formatted message to Telegram. 4. The main loop in main.py that uses schedule for periodic monitoring runs, handles exceptions, and logs events. The code should be ready to run after filling the config with real keys.