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defi's Introduction

Defi Arbitrage Bot

Execution Steps:

  1. Determine current price of token from public order book
  2. Find limit order of token on decentralized exchanges
  3. Identify limit orders, to buy low and sell high (arbitrage)

Tools:

Ethplorer API (Tokens), 0x API (Orderbook), 1inch API (DEX)

Key Metrics:

  1. Latency of arbitrage
  2. Successful order ratio (arbitrage order/all order)

Expectation:

  1. <60 second detection
  2. >5% successful arbitrage orders

Results:

  1. <5 second detection
  2. 10-50% successful arbitrage orders

Takeaway:

  1. Arbitrage opportunity varies widely based on token

Contributors

Xiaolei Shi, Xiaoren Yang, Surya Vengadesan

defi's People

Contributors

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