FX Arbitrage Dashboard

A Streamlit-based dashboard for monitoring covered interest parity (CIP) deviations and simulating P&L for FX arbitrage strategies in real time.

🚀 Features

• Live Spot & Forward Rates: Fetches spot prices from OANDA and simulates forward rates via manual offsets or demo swap-points.
• Deviation Analysis: Calculates deviation in basis points between observed and theoretical (CIP) forward rates.
• Historical Charts:
  • Deviation history (last 50 refresh bars)
  • Observed forward history (last 50 refresh bars)
• Risk Metrics:
  • P&L distribution histograms for each tenor
  • Equity curve showing cumulative P&L over the dashboard session
• Summary Metrics: Total PnL, Win Rate, Max Drawdown, and Current Deviation at a glance.
• Alerts: Sends Slack notifications on arbitrage signals exceeding configured thresholds.
• Auto-Refresh: Dashboard refreshes data every 5 seconds.

📁 Repo Structure

fx-arb-dashboard/ ├── app.py # Main Streamlit dashboard ├── cip.py # CIP calculation helpers ├── optimize.py # Parameter sweep backtest script ├── backtest.py # Historical backtest using swap-points ├── requirements.txt # Python dependencies └── .streamlit/ └── config.toml # Optional Streamlit config (no secrets)