onchain-arb:detail

Detailed Arbitrage Analysis

Perform a comprehensive arbitrage analysis for a single token, extending the quick check with gas costs, slippage estimates, and actionable insights.

Workflow

1. Follow the data collection workflow in ${CLAUDE_PLUGIN_ROOT}/references/data-collection-workflow.md to gather CEX and DEX prices for the token.
2. Collect additional data:
   • Gas price on each queried chain (via okx-dex-market or okx-onchain-gateway if available).
   • Estimated swap gas cost in USD for a standard trade on each DEX.
   • Cross-chain bridge cost estimates if multiple chains are involved.
3. Compute and display the detailed report.

Output Format

Section 1: Price Comparison Table

Same format as the quick check table (see arbitrage skill).

Section 2: Arbitrage Opportunity Analysis

All calculations based on the trade amount ($1,000 or user-set value). For each pair where price difference exceeds 0.1%, display:

套利机会分析 (模拟金额: $1,000)
┌─────────────────────┬──────────┬──────────┬──────────┬──────────┬──────────┬──────────┐
│ 路径                │ 买入均价 │ 卖出均价 │ 买入量   │ 总费用   │ 净利润   │ 收益率   │
├─────────────────────┼──────────┼──────────┼──────────┼──────────┼──────────┼──────────┤
│ Ethereum → OKX      │ $47.98   │ $48.52   │ 20.84    │ ~$4.50   │ ~$6.75   │ +0.68%  │
│ BSC → OKX           │ $47.82   │ $48.52   │ 20.91    │ ~$1.30   │ ~$13.33  │ +1.33%  │
│ Arbitrum → Binance  │ $48.12   │ $48.48   │ 20.78    │ ~$1.15   │ ~$6.33   │ +0.63%  │
└─────────────────────┴──────────┴──────────┴──────────┴──────────┴──────────┴──────────┘

• 买入均价 / 卖出均价: effective average price after slippage for the trade amount
• 买入量: actual tokens received when spending the trade amount at the buy source
• 总费用: sum of DEX swap fee + CEX trading fee + Gas + bridge cost (if cross-chain)
• 净利润: (卖出均价 - 买入均价) × 买入量 - 总费用, in USD
• 收益率: 净利润 / trade amount, as percentage

Section 3: Summary & Notes

• Highlight the top 1-3 most profitable paths by net profit in USD.
• Show a clear verdict: "以 $1,000 投入，最佳路径 预估净利润 $xx.xx（收益率 x.xx%）"
• Note any risks: low liquidity, high gas, bridge delay, CEX withdrawal restrictions.
• If all paths have net profit < $5, explicitly state: "以 $1,000 交易量，当前无可行套利机会"
• If cross-chain arbitrage involves bridge costs that exceed the profit, mark as "不划算".

Rules

• All monetary values in USD.
• Gas estimates are approximate — note this in the output.
• Sort opportunity table by net profit % descending.
• If gas or bridge cost data is unavailable, show "未知" and warn the user.
• CEX trading fees: assume 0.1% maker/taker unless the CEX skill provides fee info.
• DEX swap fees: use the fee tier from the liquidity pool data if available, otherwise assume 0.3%.