arbrs: A High-Performance, Multi-Protocol Arbitrage Solver in Rust

arbrs is a headless solver engine for finding and optimising multi-protocol arbitrage opportunities on $\text{EVM}$ chains. It's built to handle the complexity and performance demands of modern $\text{DeFi}$.

It does the following:

1. Maps the entire $\text{DEX}$ market into a unified graph.
2. Finds complex $\text{N}$-hop arbitrage cycles (up to "N" hops).
3. Calculates precise Net Profit by modelling gas costs, flashloan fees, and liquidity depth.

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Core Features

• Multi-Protocol Math: Precise, variant-aware solvers for Uniswap (v2/v3), Curve (all variants), and Balancer.
• $\text{N}$-Hop Graph Solver: Uses a Breadth-First Search ($\text{BFS}$) with canonical deduplication to find all unique arbitrage paths.
• Gas-Aware Cost Modeling: Calculates $\text{Net Profit}$ by fetching live gas prices and $\text{WETH}$ conversion rates before optimization.
• Liquidity Depth-Aware Scoring: Uses a two-stage optimizer (Golden-Section + Binary Search) to find the Max Capacity Input, prioritizing high-volume, reliable trades.
• Execution Payload: The final output is an ArbitrageSolution struct containing a Vec<SwapAction>, an $\text{ABI}$-ready payload for an execution contract.

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Upcoming Features

• More DEXes!: Planning to add Uniswap v4 next, followed by Aerodrome and Camelot, along with a few other popular v2/v3 forks.
• More Arb Strats: Research interesting arb strategies and implement them here!

Quick Start (Local Fork)

1. Run a local fork (Anvil):

   anvil --fork-url <YOUR_RPC_URL> --block-time 12

2. Configure: Set FORK_RPC_URL="ws://127.0.0.1:8545" in main.rs.

3. Run:

   cargo run --release

4. Observe: The engine will hydrate all pools and begin printing $\text{Net Profit}$ opportunities on new blocks:

   [!] Found 1 profitable opportunities! (Scored by Max Net Profit)
       => Top Opp: NET Profit 8.340226 WETH from 13.1011 WETH input
       => Hop 1: 13.1011 WETH -> 18.0020 TAIL @ 0x...
       => Final Hop (2): Output 2.9919 WETH
   

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Technical Deep Dive

For a full breakdown of the architecture, math, and optimization strategies, please read the accompanying blog post: [https://medium.com/@suyashnyn1/building-a-multi-protocol-arbitrage-bot-c8af44f2bfb9]