Multi-pool Arbitrage Simulator

    Test whether a cross-pool price gap survives both AMM curves, both fees and gas.

    Data basis
    Formula
    Assumption

    Executable route

    Pool A is the buy leg and Pool B the sell leg. Quote reserves must already be normalized to USD. Each invariant is calculated independently.
    Route assumptions

    Token side before buying.

    USD value of the quote side.

    Fee on quote input.

    Token side before selling.

    USD value of the quote side.

    Fee on token input.

    Capital routed into Pool A.

    All network/transaction costs.

    Round-trip result
    Gross spot spread
    20.00%
    $1.00 → $1.20
    Tokens acquired
    987.1580344
    Sell proceeds
    $1,169.53
    Break-even $1,010.00
    Net profit
    $159.53
    15.95% on starting notional