◆SOL/USD——◆BTC/USD——◆ETH/USD——◆JUP/USD——◆BNB/USD——◆ARB-BOT-07+$1,240.21◆GRID-STP-04+$450.00◆MKT-NEUTRAL-01-$12.40◆SNIPER-03+$880.00◆SOL/USD——◆BTC/USD——◆ETH/USD——◆JUP/USD——◆BNB/USD——◆ARB-BOT-07+$1,240.21◆GRID-STP-04+$450.00◆MKT-NEUTRAL-01-$12.40◆SNIPER-03+$880.00

DEX Arbitrage agent

DEX arbitrage trading agent

The same token can trade at different prices on different decentralised exchanges. The DEX Arbitrage agent monitors those gaps and executes only when the difference clears both legs of the trade and the slippage each one carries.

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Available in live mode only

This module is currently offered for live trading and is not available in paper mode. Arbitrage depends almost entirely on execution — what actually fills, at what price, in what order — and a simulated fill cannot represent that faithfully. Rather than show paper results that would not survive contact with a real order book, paper mode for this module is switched off while its fill model is revised.

  • Live mode only at present
  • Paper simulation disabled rather than shown inaccurately
  • Other modules remain available in paper mode

Why the threshold sits above the visible gap

A two percent price difference is not a two percent profit. The trade crosses two venues, and each leg carries transaction costs and slippage that scale with size and thin out with liquidity. The agent therefore requires a minimum profit after both legs rather than acting on the headline gap.

  • Both legs costed before entry
  • Slippage scales with size and liquidity
  • A minimum net profit threshold, not a raw price gap

Where the difficulty actually is

Identifying a gap is the easy part and many tools do it. Capturing one is a question of whether both legs fill near their quoted prices before the gap closes, which is why arbitrage rewards execution quality far more than signal quality.

  • Gaps close quickly on liquid pairs
  • Partial fills can leave one-sided exposure
  • Execution quality matters more than detection

Frequently asked questions

What is DEX arbitrage?

Buying a token on one decentralised exchange where it is cheaper and selling it on another where it is more expensive, capturing the difference. The trade requires no view on where the price is heading.

Is DEX arbitrage risk free?

No. The price gap can close before both legs complete, a partial fill can leave you holding one-sided exposure, and transaction costs and slippage can exceed the gap you identified. The outcome is defined only if both legs execute as expected.

Can I run DEX arbitrage in paper mode?

Not currently. Arbitrage outcomes depend on real execution, and a simulated fill would overstate what the strategy achieves against a real order book. Paper mode for this module is disabled while its fill model is revised, rather than showing results that would mislead.

Why does the agent require more than the visible price gap?

Because the trade crosses two venues and each leg carries costs. A gap that looks profitable on quoted prices can be negative after both legs, so the agent works to a minimum net profit threshold instead.

Which strategies can I paper trade instead?

Meme Sniper, Trend Trader, Yield Optimizer and the prediction market arbitrage module are all available in paper mode against live market data.

Trading digital assets involves risk. Qwnt AI does not guarantee profits, and strategy performance can change with market conditions. Start with paper trading and review risk controls before using live capital.