Cross-DEX Arbitrage

Logic: Identify price disparities across multiple DEXs and execute secure swaps.

Code (Rust):

// Find price disparities between DEXs  
let (best_buy, best_sell) = find_arbitrage_opportunities(&dex_prices).await?;  
execute_swap(best_buy, best_sell).await?;

Supported DEXs:

DEX	Fee	Max Slippage
Raydium	0.1%	2%
Orca	0.2%	1.5%
OpenBook	0.3%	3%

Multi-DEX Architecture

// Arbitrage execution flow
async fn execute_arbitrage() -> Result<()> {
    let (buy_dex, sell_dex) = find_arb_opportunity().await?;
    let swap_route = JupiterAPI.get_route(buy_dex, sell_dex).await?;
    
    if swap_route.profit > MIN_PROFIT && swap_route.risk < MAX_RISK {
        submit_transaction(swap_route).await?;
    }
    Ok(())
}

future:
  cross_chain:
    enabled: true
    networks: [solana, ethereum, avalanche]
    arbitrage:
      min_profit: 1.5%
      max_duration: 12s

Slippage Management

arbitrage:
  max_slippage: 
    raydium: 0.8%
    orca: 1.2%
    openbook: 1.5%
  auto_cancel: true # Cancel if slippage exceeds

---

• Algorithm - Search for price imbalances through the Jupiter Aggregator API. - Execution via smart contracts subject to slippage (0.1-5%).

• Settings

    arbitrage:
      min_profit: 0.3%  # Minimum profit for a transaction
      max_slippage: 1.5%