Platform
An arbitrage intelligence engine, not a trading bot.
BaseArbBot.ai is built to answer one question rigorously: which price dislocations on Base would actually survive execution? Everything in the platform serves that question, and the answer is proved in simulation.
- Active market sources
- 5
- Markets in universe
- 7
- Route × size combinations
- 714
Capabilities
What the engine actually does.
Multi-market scanning
The market universe is configuration, not code. Assets are added to a registry, verified by preflight, and then swept alongside everything else.
Executable pricing
DEX legs use on-chain quoter output for the actual size; CEX legs walk the order book level by level. The number used is what would be received, not a headline mid price.
Complete cost modeling
Pool fee tier, venue maker/taker tier, price impact, depth consumption, Base L2 gas and a safety buffer are all netted per candidate.
Directional route analysis
DEX→CEX, CEX→DEX and DEX→DEX are evaluated separately, because the profitable direction is rarely symmetric.
Trade-size sensitivity
Every route is tested across the full notional ladder, since impact and depth change the answer at each size.
Inventory-aware simulation
Fills are booked against two-sided simulated balances, so trades that would be impossible without rebalancing are treated as impossible.
Latency and decay modeling
Candidates are re-quoted before they are accepted, and spreads that evaporate in the interval are recorded as decayed rather than banked.
Venue health governance
Unreliable or rate-limited endpoints are demoted, backed off and reported instead of quietly polluting results.
Pipeline
From raw quote to simulated fill.
- 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.
Cost surface
Fourteen frictions are modeled before anything qualifies.
Each factor is recorded per opportunity with its provenance, so an operator can see which inputs were verified from a venue and which were estimated.
Inventory
Capital sits on two sides, and the simulator respects that.
Base leg
Simulated on-chain balances in the Base asset and USDC. Swaps consume and produce inventory on this side only.
Exchange leg
Simulated venue balances. A sell needs the asset already on the exchange — capital cannot teleport between legs mid-trade.
Rebalancing burden
Repeated one-directional trades drain one side. The simulator tracks the drift and the transfer cost a real operator would eventually pay.
Routes and sizes
The sweep space.
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.
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.
Configured notional ladder · USD-equivalent
Venues
Read-only connectivity by source.
- AerodromeBase DEXOn-chain quoting through pool getAmountOut across vAMM and sAMM curves.Live
- Uniswap v3Base DEXQuoter-based executable output, trialled across every deployed fee tier.Live
- Coinbase AdvancedCEXDepth-walked order books. ETH is quoted against USD, so the USD/USDC basis is treated as an unmodelled term.Live
- KrakenCEXDepth-walked order books on USDC-quoted markets where available.Live
- OKXCEXDepth-walked order books, used as a breadth source for expanded markets.Live
- BinanceCEXRegion-restricted from our infrastructure (HTTP 403/451). The adapter self-parks and other venues carry the leg.Restricted
System surfaces
What is connected, and what deliberately is not.
Base network access
Multi-endpoint RPC pool with failover and rate-limit backoff.
DEX market data
On-chain executable quoting from Base pools.
CEX market data
Depth-walked order books from connected venues.
Scanner
Detect, confirm, simulate and persist loop.
Paper engine
Two-leg simulation against a reconciled inventory ledger.
Live execution adapter
Not connected. Real trading is disabled.
Terminal
The operator view.
| 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