Arbitrage Between 3 Pools
In the 🔄 3 Pools Arbitrage section, you'll find setups for triangular arbitrage opportunities using three different trading pools.
The essence of earning is simple: exploit price differences across three different pools using three different assets. This creates a circular trading opportunity where the final amount exceeds the initial investment.
Arbitrage Formats:
🏊♂️🏊♂️🏊♂️ DEX-DEX-DEX: Three pools on decentralized exchanges 🏊♂️🏊♂️📈 DEX-DEX-CEX: Two DEX pools and one centralized exchange 🏊♂️📈📈 DEX-CEX-CEX: One DEX pool and two centralized exchanges 📈📈📈 CEX-CEX-CEX: Three different centralized exchanges
Key Considerations:
Gas Fees With three transactions required, gas costs become even more critical to profitability.
Price Impact Each trade affects subsequent pool prices, requiring careful size calculation.
Execution Speed All three trades must complete quickly before prices change.
Asset Selection Choose liquid pairs to minimize slippage across all three trades.
How Does 3 Pools Arbitrage Work?
Let's look at a practical example using USDC → WETH → X2Y2 → USDC:
Trade 1: Sell 284,427.34 USDC for 100 WETH (Rate: 1 WETH = 2,844.27 USDC)
Trade 2: Sell 100 WETH for 2,082,721.43 X2Y2 (Rate: 1 WETH = 20,827.21 X2Y2)
Trade 3: Sell 2,082,721.43 X2Y2 for 303,670.11 USDC
Initial: 284,427.34 USDC Final: 303,670.11 USDC Profit: 19,242.77 USDC (minus gas fees ≈ 150 USD)
How to Earn Consistently?
💵 Learn advanced triangular arbitrage strategies and setups 💵 Get access to real-time 3-pool arbitrage opportunities
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