Simulation mode · Real trading disabled

Multi-market arbitrage intelligence for Base.

BaseArbBot.ai prices a growing universe of Base markets against centralized order books, subtracts every real execution cost, and proves what survives through simulated two-leg execution — before any capital is ever committed.

Active market sources: 5
Markets in universe: 7
Route × size combinations: 714

Capability metrics from platform configuration · not performance figures

What the platform does

Finds the difference between a visible spread and an executable one.

Price dislocations between on-chain liquidity and centralized order books are common. Dislocations that survive fees, depth, gas, latency and inventory constraints are rare. The platform exists to tell those two apart, honestly and repeatedly, across many markets at once.

Multi-market detection

A configurable universe of Base markets is swept continuously, not a single hard-coded pair.

Executable pricing

Depth-walked order books and on-chain quoter output at a specific size. No midpoint illusions.

Full cost realism

Fees, price impact, Base gas, latency decay and a safety buffer are netted before anything qualifies.

Simulation-first proof

Every candidate is booked as a two-leg paper fill against a reconciled inventory ledger.

Controlled access

Mandatory two-factor authentication, device trust governance and a full security activity ledger.

Server-held credentials

Venue keys and RPC access never reach the browser; all market access is brokered server-side.

Detection pipeline

Capture, normalize, cost, confirm, simulate.

Quotes are captured server-side and reduced to a single comparable question: at this size, right now, what would actually be received?

01
Capture
Server-side adapters read Base pools and centralized order books.
02
Normalize
Every venue reduced to an executable buy and sell side for a given size.
03
Cost
Fees, price impact, depth, gas, latency and buffer subtracted.
04
Confirm
The spread is re-quoted; anything that decayed is discarded.
05
Simulate
Two-leg paper fill booked against a reconciled inventory ledger.

Base DEX liquidityNormalized executable priceCentralized order books

Theory versus execution

A spread is only real after it survives costs.

Why most visible spreads are not opportunities

Observed headline spread

− DEX price impact at size

− Order-book depth consumption

− Venue fees and pool fee tier

− Base L2 gas

− Latency and confirmation decay

− Safety buffer

= Net simulated outcome

Schematic of the cost stack the engine applies · not a measured return

Coverage

Every direction, at every configured size.

Route and size are treated as part of the opportunity, not as an afterthought.

Directions evaluated

DEX → CEX
Buy on-chain, sell into a centralized order book.
CEX → DEX
Buy on a centralized order book, sell into Base liquidity.
DEX → DEX
Two Base pools against each other, settled in one network.

Aerodrome → CoinbaseCoinbase → AerodromeUniswap v3 → KrakenKraken → Uniswap v3Aerodrome → Uniswap v3

Trade sizes swept per route

Profitability is size-dependent: the same spread can survive at one notional and be destroyed by impact at another. Every route is evaluated at each size independently.

$100

$250

$500

$1k

$2.5k

$5k

$10k

Configured notional ladder · USD-equivalent

Market universe

Baseline market plus an expanding universe.

ETH/USDCLive
cbBTC/USDCTesting
AERO/USDCTesting
AAVE/USDCTesting
AIXBT/USDCWatchlist
USDT/USDCTesting
EURC/USDCTesting

Full market registry

Venues

Read-only market data from on-chain and centralized sources.

AerodromeBase DEXLive
Uniswap v3Base DEXLive
Coinbase AdvancedCEXLive
KrakenCEXLive
OKXCEXLive
BinanceCEXRestricted

Status indicates market-data connectivity only. No venue receives orders from this platform.

Operator terminal

Rejections are shown as clearly as candidates.

Operators see why an opportunity failed — which cost, which leg, which venue — not only the handful that pass.

Operator terminal · redacted previewSimulation

Market	Route	Size	Engine decision
ETH/USDC	Aerodrome → Coinbase	$1,000	Rejected · fees exceed spread
ETH/USDC	Coinbase → Uniswap v3	$2,500	Rejected · depth at size
cbBTC/USDC	Aerodrome → Kraken	$500	Preflight · identity verified
USDT/USDC	Uniswap v3 → OKX	$10,000	Rejected · below safety buffer

Representative screen · values illustrative · no results published

Development status

Built in phases, disclosed honestly.

The expanded market universe is in preflight verification. The official observation clock has not been started, and no burn-in result is being published as a performance claim.

01
Foundation & simulation
Validated
Deterministic arbitrage math, cost and gas modelling, paper execution engine and inventory reconciliation, covered by an automated regression suite.
02
Live market data & paper execution
Current
Executable quoting from Base pools and centralized order books, opportunity confirmation, latency-aware two-leg simulation and a live-paper burn-in.
03
Multi-market discovery & execution readiness
Next
Wider asset universe, venue capability matrix, market ranking and validation of the risk surface a real execution engine would need.
04
Controlled live execution
Future
Tightly bounded execution with hard risk limits and full reconciliation. Not built; real trading remains disabled.
05
Strategy & capital optimisation
Future
Allocation, inventory placement and route selection tuned against measured results.
06
Production automation & scale
Future
Operational automation, monitoring and runbooks.

Access

The terminal is restricted to authorised operators.

Public sign-up is closed. Two-factor authentication is mandatory, and the platform operates in simulation only.