270 lines
6.4 KiB
Markdown
270 lines
6.4 KiB
Markdown
# Token Pairs Being Monitored - Complete List
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## Summary
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The MEV bot discovers pools for **45 unique token pairs** across **10 major Arbitrum tokens**, resulting in **50-60+ individual pools** when accounting for multiple DEXes and fee tiers per pair.
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---
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## The 10 Tokens
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| # | Symbol | Name | Address (Arbitrum) | Type |
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|---|--------|------|--------------------|------|
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| 1 | WETH | Wrapped Ether | 0x82af49447d8a07e3bd95bd0d56f35241523fbab1 | Base Asset |
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| 2 | USDC | USD Coin | 0xaf88d065e77c8cc2239327c5edb3a432268e5831 | Stablecoin |
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| 3 | USDT | Tether | 0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9 | Stablecoin |
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| 4 | ARB | Arbitrum | 0x912ce59144191c1204e64559fe8253a0e49e6548 | Governance |
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| 5 | WBTC | Wrapped Bitcoin | 0x2f2a2543b76a4166549f7aab2e75bef0aefc5b0f | BTC Proxy |
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| 6 | DAI | Dai Stablecoin | 0xda10009cbd5d07dd0cecc66161fc93d7c9000da1 | Stablecoin |
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| 7 | LINK | Chainlink | 0xf97f4df75117a78c1a5a0dbb814af92458539fb4 | Oracle |
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| 8 | UNI | Uniswap | 0xfa7f8980b0f1e64a2062791cc3b0871572f1f7f0 | Governance |
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| 9 | GMX | GMX | 0xfc5a1a6eb076a2c7ad06ed22c90d7e710e35ad0a | Perps |
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| 10 | GRT | The Graph | 0x9623063377ad1b27544c965ccd7342f7ea7e88c7 | Indexing |
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---
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## All 45 Token Pairs
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### WETH Pairs (9)
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1. **WETH/USDC** ⭐ - Highest volume pair
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2. **WETH/USDT** ⭐ - High volume
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3. **WETH/ARB** ⭐ - Arbitrum native
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4. **WETH/WBTC** ⭐ - BTC-ETH correlation
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5. WETH/DAI
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6. WETH/LINK
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7. WETH/UNI
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8. **WETH/GMX** ⭐ - Popular on Arbitrum
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9. WETH/GRT
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### USDC Pairs (8)
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10. **USDC/USDT** ⭐ - Stablecoin arbitrage
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11. **USDC/ARB** ⭐ - High volume
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12. USDC/WBTC
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13. **USDC/DAI** ⭐ - Stablecoin trio
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14. USDC/LINK
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15. USDC/UNI
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16. **USDC/GMX** ⭐ - GMX liquidity
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17. USDC/GRT
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### USDT Pairs (7)
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18. **USDT/ARB** ⭐ - High volume
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19. USDT/WBTC
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20. **USDT/DAI** ⭐ - Stablecoin arbitrage
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21. USDT/LINK
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22. USDT/UNI
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23. USDT/GMX
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24. USDT/GRT
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### ARB Pairs (6)
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25. ARB/WBTC
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26. ARB/DAI
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27. ARB/LINK
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28. ARB/UNI
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29. **ARB/GMX** ⭐ - Both Arbitrum natives
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30. ARB/GRT
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### WBTC Pairs (5)
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31. WBTC/DAI
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32. WBTC/LINK
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33. WBTC/UNI
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34. WBTC/GMX
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35. WBTC/GRT
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### DAI Pairs (4)
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36. DAI/LINK
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37. DAI/UNI
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38. DAI/GMX
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39. DAI/GRT
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### LINK Pairs (3)
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40. LINK/UNI
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41. LINK/GMX
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42. LINK/GRT
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### UNI Pairs (2)
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43. UNI/GMX
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44. UNI/GRT
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### GMX Pairs (1)
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45. GMX/GRT
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---
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## Why 50+ Pools from 45 Pairs?
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Each token pair can have **multiple pools** across different:
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### 1. DEX Protocols (6)
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- **Uniswap V3** - Concentrated liquidity
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- **Uniswap V2** - Classic AMM
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- **SushiSwap** - Fork of V2
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- **Camelot** - Arbitrum-native DEX
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- **Curve** - Optimized for stablecoins
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- **Balancer** - Multi-asset pools
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### 2. Fee Tiers (Uniswap V3)
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- **0.05%** - Stablecoin pairs
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- **0.3%** - Most pairs (standard)
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- **1%** - Exotic/volatile pairs
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### Example: WETH/USDC Pools
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```
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Token Pair: WETH/USDC
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├─ Uniswap V3 (0.05% fee) → Pool #1
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├─ Uniswap V3 (0.3% fee) → Pool #2
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├─ Uniswap V3 (1% fee) → Pool #3
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├─ SushiSwap → Pool #4
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└─ Camelot → Pool #5
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Result: 1 pair = 5 pools
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```
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---
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## High-Priority Pairs (⭐)
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These pairs typically have the highest liquidity and trading volume:
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| Rank | Pair | Why High Priority |
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|------|------|-------------------|
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| 1 | WETH/USDC | Highest volume, tightest spreads |
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| 2 | WETH/USDT | Second highest volume |
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| 3 | WETH/ARB | Native token, high activity |
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| 4 | USDC/USDT | Stablecoin arbitrage opportunities |
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| 5 | USDC/ARB | High ARB trading volume |
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| 6 | USDC/DAI | Stablecoin triangular arbitrage |
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| 7 | USDT/DAI | Additional stablecoin route |
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| 8 | WETH/WBTC | BTC-ETH correlation trades |
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| 9 | WETH/GMX | GMX is popular on Arbitrum |
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| 10 | USDC/GMX | GMX primary liquidity |
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---
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## Discovery Process
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### CREATE2 Calculation
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For each token pair, the bot:
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1. Calculates deterministic pool addresses using CREATE2
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2. Checks all 6 DEX factory contracts
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3. Validates pools exist on-chain
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4. Fetches pool metadata (reserves, liquidity)
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5. Caches valid pools to `data/pools.json`
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### Pool Validation
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```go
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// For each token pair
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for i := 0; i < len(tokenList); i++ {
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for j := i + 1; j < len(tokenList); j++ {
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// Discover all pools for this pair across all DEXes
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pools := DiscoverPoolsForTokenPair(token0, token1)
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// Could find 1-5 pools per pair
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}
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}
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```
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---
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## Expected Pool Distribution
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| Pool Type | Count | Notes |
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|-----------|-------|-------|
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| Uniswap V3 (0.3%) | 20-25 | Most common |
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| Uniswap V3 (0.05%) | 8-10 | Stablecoin pairs |
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| Uniswap V3 (1%) | 3-5 | Volatile pairs |
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| SushiSwap | 10-12 | Popular pairs |
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| Camelot | 8-10 | Arbitrum native |
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| Curve | 2-3 | Stablecoin only |
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| **Total** | **50-65** | Varies by liquidity |
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---
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## Arbitrage Opportunities
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### Two-Hop Arbitrage
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Example: Price divergence between DEXes
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```
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Buy WETH on Uniswap V3 (0.3%) → Sell WETH on SushiSwap
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```
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### Triangular Arbitrage
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Example: Multi-hop with price inefficiencies
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```
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USDC → WETH (Uniswap) → ARB (Camelot) → USDC (SushiSwap)
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```
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### Stablecoin Arbitrage
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Example: Peg deviation trading
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```
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USDC → USDT (Curve 0.05%) → DAI (Uniswap) → USDC (SushiSwap)
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```
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---
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## Monitoring Strategy
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### Real-Time
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- Listen for swap events on all 50+ pools
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- Calculate price divergences across DEXes
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- Detect arbitrage opportunities instantly
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### Periodic
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- Re-discover pools every 24 hours
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- Update pool metadata (reserves, liquidity)
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- Remove inactive/deprecated pools
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### Dynamic
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- Add new tokens as they gain volume
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- Monitor for new pool deployments
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- Adjust based on profitability data
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---
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## Mathematical Proof
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**Combination Formula**:
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```
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C(n,k) = n! / (k! × (n-k)!)
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For 10 tokens, choosing 2 at a time:
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C(10,2) = 10! / (2! × 8!)
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= (10 × 9) / (2 × 1)
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= 45 unique pairs
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```
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**Pool Multiplier**:
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```
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45 pairs × 1.2 average pools per pair = ~54 pools
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(Some pairs have 1 pool, some have 3-5)
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```
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---
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## Future Expansion
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### Short Term
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- Add 5 more tokens (60 pairs → 75+ pools)
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- Include Arbitrum Nova pairs
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- Monitor USDC.e (bridged USDC) separately
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### Long Term
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- Cross-chain pairs (Arbitrum ↔ Ethereum)
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- Exotic pairs with lower volume
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- LP token arbitrage
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- Options protocol integration
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---
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## References
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- **Code**: `cmd/mev-bot/main.go:256-323`
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- **Token Addresses**: `internal/tokens/arbitrum.go`
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- **Pool Discovery**: `pkg/pools/discovery.go`
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- **CREATE2 Calculation**: `pkg/pools/create2.go`
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---
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**Last Updated**: October 30, 2025
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**Pool Count**: 45 pairs → 50-60+ pools
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**Status**: Active Discovery Implemented
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