I do some algorithmic trading and automated investment in the crypto space. I trade intra-exchange and do arbitrage between pairs (tri-arb). I also occasionally rebalance into an index of coins I like. Note that I do this at a fairly small scale, so not sure if my answer really matters much.

Although there are a lot of platforms for trading crypto, when it comes to arb, I found that you need to have control over a lot of things, most importantly:

- which data center you host your code in - the way you get data from the exchange - not just prices and order books, but also current balances and orders - the way you push orders to the exchange

With "the way" I mean mostly which APIs you use and how, the last few milliseconds of optimization for me were usually gained by making multiple simultaneous connections to the exchange and trying to figure out the fastest one.

For my rebalanced index-like portfolio I made a little script initially and then turned it into a side project, plug: https://nazcabot.io