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    Multi-pool Arbitrage Simulator

    Check whether buying in one pool and selling in another remains profitable after price impact and costs.

    Who this is for: Someone running arbitrage between two pools, who can read each pool's reserves and execute both legs before the gap closes. This is not a buy-and-hold tool.

    Data basis
    Formula
    Assumption
    1. 1Enter both pools
    2. 2Set trade size
    3. 3Check the route

    How this route works

    Pool A is where you buy. Pool B is where you sell. Enter each pool's token balance and the USD value of its paired asset.
    Pool and trade details

    How much you want to spend in Pool A. Starts at $1,000 so the route has a size to price — price impact scales with it, so change it to yours.

    Tokens currently available in the buy pool.

    USD value of the other side of Pool A.

    Tokens currently available in the sell pool.

    USD value of the other side of Pool B.

    Advanced settingsOptional values. The defaults work for most users.

    Trading fee charged when buying.

    Trading fee charged when selling.

    Estimated cost of every transaction in the route.

    Your result will appear here

    Enter the pool balances and trade amount, then check the route.

    How this calculation works — the formula, its inputs, what it assumes, and what it does not establish.

    Calculator guide

    How to use this DEX arbitrage profit calculator

    Simulate a two-pool arbitrage round trip after pool fees, price impact and gas. A visible price gap is not necessarily executable profit.

    Why quoted price gaps disappear

    Buying in one pool moves its price upward while selling in another moves its price downward. Both legs consume depth and reduce the initial spread.

    Costs that determine profitability

    Pool fees, gas, route execution and trade size determine whether gross spread survives. Real execution can also include MEV and latency risk.

    AMM scope

    The simulator compares constant-product pools. CEX order books and concentrated-liquidity positions require depth data and different fill calculations.

    Understand the assumptions

    Pool Arbitrage FAQ

    Is a cross-pool price gap executable?

    Compare fragmented pools and estimate whether rebalancing survives fees and execution costs. MoonMath labels the data basis for this tool as Formula, Assumption.

    Is the Pool Arbitrage a prediction or recommendation?

    No. The Multi-pool Arbitrage Simulator is an educational scenario tool, not financial advice, a recommendation, or a forecast. Provider coverage, liquidity, routing, fees and market conditions can make real outcomes materially different.

    Is every DEX price difference an arbitrage opportunity?

    No. The gap must remain after both trades move their pools and after fees, gas and execution risks are included.