cross-chain-arbitrage

Key Principle: Every recommendation passes through GoPlus security checks on BOTH source and destination chains, bridge safety validation, AND a full cost analysis before being output. If any gate fails, the opportunity is suppressed with a clear explanation.

2. Language

Match the user's language. Default: Traditional Chinese (繁體中文).

Technical labels may remain in English regardless of language:

• bps, spread, bridge, hedge, transit, PnL, slippage, gas, gwei, taker, maker, TVL
• Bridge names always in English: Across, Stargate, Synapse
• Chain names always in English: Ethereum, Arbitrum, Base, Optimism, Polygon, Solana, BSC
• Timestamps always displayed in UTC

Examples:

• User writes "scan for cross-chain arb" --> respond in English
• User writes "跨鏈套利機會" --> respond in Traditional Chinese
• User writes "有冇跨鏈搬磚機會" --> respond in Cantonese-style Traditional Chinese
• User writes "跨链套利分析" --> respond in Simplified Chinese

3. Account Safety

Even in [LIVE] mode, this skill only reads market data and produces recommendations. There is no risk of accidental execution.

4. Pre-flight (Machine-Executable Checklist)

This skill requires both CEX and DEX venues across multiple chains. All three infrastructure layers (OKX MCP, OnchainOS, GoPlus) are mandatory.

Run these checks in order before any command. BLOCK at any step halts execution.

Pre-flight Decision Tree

Check 1 FAIL -> BLOCK (cannot proceed without CEX hedge data)
Check 1 PASS -> Check 2
  Check 2 mismatch -> WARN + continue
  Check 2 PASS -> Check 3
    Check 3 FAIL -> WARN: hedge unavailable, continue with unhedged labels
    Check 3 PASS -> Check 4
      Check 4 FAIL -> BLOCK (DEX venue mandatory for cross-chain arb)
      Check 4 PASS -> Check 5
        Check 5 FAIL -> BLOCK (source chain inaccessible)
        Check 5 PASS -> Check 6
          Check 6 FAIL -> BLOCK (dest chain inaccessible)
          Check 6 PASS -> Check 7
            Check 7 FAIL -> WARN: security unchecked, continue with labels
            Check 7 PASS -> ALL SYSTEMS GO

Unlike cex-dex-arbitrage, this skill requires DEX data from two chains simultaneously and SWAP instruments for the hedge leg.

5. Skill Routing Matrix

6. Command Index

7. Parameter Reference

7.1 Command: scan

Scan multiple assets across multiple chain pairs for profitable cross-chain price differentials. Returns a ranked list of opportunities filtered by minimum spread, capital, and bridge availability.

cross-chain-arbitrage scan --assets ETH,WBTC --source-chains ethereum,arbitrum --dest-chains base,optimism --min-spread-bps 100 --size-usd 50000

Parameters

Return Schema

CrossChainScanResult:
  timestamp: integer              # Unix ms when scan completed
  mode: string                    # "demo" or "live"
  scan_params:
    assets: string[]
    source_chains: string[]
    dest_chains: string[]
    min_spread_bps: number
    size_usd: number
    vip_tier: string
    bridge_preference: string
  total_pairs_scanned: integer    # Total asset x chain-pair combinations
  opportunities_found: integer    # Pairs passing all filters
  opportunities:
    - rank: integer               # 1 = best net profit
      asset: string               # e.g. "ETH"
      source_chain: string        # e.g. "ethereum"
      dest_chain: string          # e.g. "arbitrum"
      source_dex_price: string    # Price on source chain DEX
      dest_dex_price: string      # Price on dest chain DEX
      cex_price: string           # OKX price (for hedge reference)
      gross_spread_bps: number    # Raw spread before costs
      direction: string           # "Buy {source} / Sell {dest}" or vice versa
      recommended_bridge: string  # e.g. "Across"
      bridge_time_min: string     # e.g. "1-4"
      total_costs_usd: number     # Sum of all cost layers
      net_profit_usd: number      # After all costs at size_usd
      net_profit_pct: number      # net_profit / size_usd * 100
      profit_to_cost_ratio: number
      hedge_available: boolean    # Whether OKX perp exists for hedge
      security_status: string     # "SAFE", "WARN", "BLOCK", "UNCHECKED"
      security_warnings: string[]
      risk_score: integer         # 1-10
      confidence: string          # "high", "medium", "low"
  blocked_assets:
    - asset: string
      source_chain: string
      dest_chain: string
      reason: string              # e.g. "BRIDGE_TVL_LOW: Across TVL $5M < $10M minimum"

Return Fields Detail

7.2 Command: evaluate

Deep analysis of a single cross-chain arbitrage opportunity. Performs GoPlus security audit on both chains, computes bridge options, designs hedge position, and produces full profitability calculation.

cross-chain-arbitrage evaluate --asset ETH --source-chain ethereum --dest-chain arbitrum --size-usd 50000 --bridge across

Parameters

Return Schema

CrossChainEvaluateResult:
  timestamp: integer
  mode: string
  asset: string
  source_chain: string
  dest_chain: string
  size_usd: number
  contract_address_source: string
  contract_address_dest: string

  prices:
    source_dex:
      price: string
      source: string              # "dex-market price --chain {source}"
      data_age_ms: integer
    dest_dex:
      price: string
      source: string              # "dex-market price --chain {dest}"
      data_age_ms: integer
    cex:
      last: string
      bid: string
      ask: string
      source: string              # "market_get_ticker"
      data_age_ms: integer

  spread:
    gross_spread_bps: number
    gross_spread_usd: number
    direction: string
    buy_chain: string
    sell_chain: string

  security:
    source_chain:
      status: string              # "SAFE", "WARN", "BLOCK"
      warnings: string[]
    dest_chain:
      status: string
      warnings: string[]
    overall: string

  bridge:
    selected: string              # Bridge name
    estimated_time_min: string    # e.g. "1-4"
    fee_pct: number               # e.g. 0.001
    fee_usd: number
    tvl_usd: number               # Bridge pool TVL
    recent_exploits: boolean
    alternatives:                  # Other bridge options evaluated
      - name: string
        time_min: string
        fee_pct: number
        fee_usd: number

  hedge:
    available: boolean
    instId: string                # e.g. "ETH-USDT-SWAP"
    position_side: string         # "short" (always, to hedge long during bridge)
    position_size_tokens: number
    position_size_usd: number
    leverage: number
    open_fee_usd: number          # Taker fee to open
    close_fee_usd: number         # Taker fee to close
    estimated_funding_cost: number  # Funding for ~5 min (negligible)
    total_hedge_cost: number

  cost_breakdown:
    source_chain:
      gas_cost_usd: number
      dex_slippage_usd: number
      dex_slippage_bps: number
      subtotal: number
    dest_chain:
      gas_cost_usd: number
      dex_slippage_usd: number
      dex_slippage_bps: number
      subtotal: number
    bridge:
      fee_usd: number
    hedge:
      open_close_fees: number
      funding_cost: number
      subtotal: number
    total_costs_usd: number
    total_costs_bps: number       # As proportion of size_usd

  profitability:
    gross_spread_usd: number
    total_costs_usd: number
    net_profit_usd: number
    net_profit_pct: number
    profit_to_cost_ratio: number
    min_spread_for_breakeven_bps: number
    is_profitable: boolean
    confidence: string

  risk:
    overall_score: integer        # 1-10
    risk_gauge: string            # "▓▓▓░░░░░░░"
    execution_risk: integer       # Bridge failure, timing
    market_risk: integer          # Price movement during transit
    contract_risk: integer        # Token security
    bridge_risk: integer          # Bridge protocol risk
    liquidity_risk: integer       # DEX depth on both chains
    hedge_risk: integer           # Hedge availability and cost

  recommended_action: string      # "PROCEED", "CAUTION", "DO NOT TRADE"
  next_steps: string[]

7.3 Command: bridge-compare

Compare bridge protocols for a specific cross-chain transfer. Evaluates speed, cost, TVL, and recent security history.

cross-chain-arbitrage bridge-compare --asset ETH --source-chain ethereum --dest-chain arbitrum --size-usd 50000

Parameters

Return Schema

BridgeCompareResult:
  timestamp: integer
  asset: string
  source_chain: string
  dest_chain: string
  size_usd: number

  bridges:
    - name: string                # e.g. "Across"
      available: boolean
      estimated_time_min: string  # e.g. "1-4"
      fee_pct: number
      fee_usd: number
      tvl_usd: number             # Pool TVL for this route
      min_transfer: number        # Minimum transfer in USD
      max_transfer: number        # Maximum single transfer
      recent_exploits_90d: boolean
      reliability_score: string   # "high", "medium", "low"
      recommended: boolean        # Whether this is the top pick

  recommendation:
    best_bridge: string
    reason: string
    warnings: string[]

  never_use:
    - name: string
      reason: string              # e.g. "Official L2 bridge: 7-day withdrawal delay"

7.4 Command: transit-hedge

Design the optimal CEX perpetual hedge position for a specific bridge transfer. Calculates exact position size, expected duration, cost, and risk.

cross-chain-arbitrage transit-hedge --asset ETH --size-usd 50000 --bridge-time-min 3 --vip-tier VIP1

Parameters

Return Schema

TransitHedgeResult:
  timestamp: integer
  asset: string
  instId: string                  # e.g. "ETH-USDT-SWAP"

  hedge_design:
    side: string                  # "short" (always short to hedge long transit)
    size_tokens: number
    size_usd: number
    leverage: number
    margin_required: number       # size_usd / leverage
    estimated_duration_min: number

  costs:
    open_fee: number              # Taker fee to open short
    close_fee: number             # Taker fee to close short
    funding_periods: number       # Number of 8h funding periods (usually 0 for 5 min)
    estimated_funding_cost: number
    slippage_open: number
    slippage_close: number
    total_hedge_cost: number

  current_market:
    funding_rate_8h: string
    funding_direction: string     # "longs pay shorts" or "shorts pay longs"
    next_funding_time: integer
    perp_mark_price: string
    orderbook_depth_at_size: number

  risk_assessment:
    hedge_effectiveness: string   # "full", "partial", "none"
    unhedged_exposure_pct: number # Basis risk between perp and spot
    max_loss_if_hedge_fails: number
    warnings: string[]

  recommendation: string          # "HEDGE RECOMMENDED", "HEDGE OPTIONAL", "CANNOT HEDGE"

8. Execution Flow

Step 1: Intent Recognition

Parse user message to extract command, parameters, and context.

Keyword-to-command mapping:

Ambiguous intent resolution:

Step 2: Pre-Execution Safety Checks

For each candidate token and chain pair, run these checks before any price analysis:

2a. Token Address Resolution (Both Chains)

For each (asset, source_chain, dest_chain):

  FOR EACH chain IN [source_chain, dest_chain]:

    IF asset is native token on chain (ETH on ethereum/arbitrum/base/optimism, SOL on solana, BNB on bsc, MATIC on polygon):
      -> Use native address: 0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee (EVM) or native (Solana)
      -> SKIP GoPlus security check (native tokens are safe)

    ELSE:
      -> onchainos dex-token search {ASSET} --chains {chain}
      -> Pick result matching target chain with highest liquidity
      -> If no results -> BLOCK: TOKEN_NOT_FOUND for this asset/chain
      -> Store: token_address_cache[{ASSET}:{CHAIN}] = address

2b. GoPlus Security Check (Both Chains, Non-Native Tokens)

For each non-native token on EACH chain:

  1. GoPlus check_token_security(chain_id, contract_address)

  BLOCK conditions (any single trigger -> remove from scan):
    - is_honeypot === "1"           -> BLOCK("Honeypot detected on {chain}")
    - buy_tax > 0.05 (5%)          -> BLOCK("Buy tax {tax}% exceeds 5% limit on {chain}")
    - sell_tax > 0.10 (10%)        -> BLOCK("Sell tax {tax}% exceeds 10% limit on {chain}")
    - is_open_source === "0"       -> BLOCK("Contract not verified on {chain}")
    - can_take_back_ownership === "1" -> BLOCK("Ownership reclaimable on {chain}")
    - owner_change_balance === "1"  -> BLOCK("Owner can modify balances on {chain}")
    - slippage_modifiable === "1"  -> BLOCK("Tax modifiable by owner on {chain}")
    - cannot_sell_all === "1"      -> BLOCK("Cannot sell entire balance on {chain}")

  WARN conditions (flag but continue):
    - is_proxy === "1"             -> WARN("Upgradeable proxy on {chain}")
    - buy_tax > 0.01 (1%)         -> WARN("Buy tax > 1% on {chain}")
    - sell_tax > 0.02 (2%)        -> WARN("Sell tax > 2% on {chain}")
    - is_mintable === "1"          -> WARN("Token is mintable on {chain}")

  IMPORTANT: Token must pass security on BOTH chains. A BLOCK on either chain blocks the opportunity.

2c. Bridge Safety Validation

For each bridge candidate:

  Check 1: Bridge TVL
    IF bridge_tvl_usd < 10,000,000 ($10M):
      -> BLOCK: BRIDGE_TVL_LOW
      -> Message: "Bridge TVL ${tvl} is below $10M minimum -- liquidity risk too high"

  Check 2: Recent Exploits
    IF bridge has had an exploit or security incident in last 90 days:
      -> BLOCK: BRIDGE_EXPLOIT_RECENT
      -> Message: "Bridge had a security incident on {date}. Avoid for 90 days."

  Check 3: Bridge Speed
    IF estimated_time > max_bridge_time_min (default 10 min):
      -> BLOCK for arbitrage: BRIDGE_TOO_SLOW
      -> Message: "Bridge time {time} min exceeds {max} min limit for arbitrage"

  NEVER USE these bridges for arbitrage:
    - Official L2 bridges (7-day withdrawal for optimistic rollups)
    - Any bridge with > 1% fee
    - Any bridge with > 30 min estimated time

2d. Liquidity Validation (Both Chains)

For each token on EACH chain:

  onchainos dex-token price-info {contract_address} --chain {chain}
  -> Extract: liquidityUsd

  IF liquidityUsd < 500,000 ($500K):
    -> BLOCK: INSUFFICIENT_LIQUIDITY
    -> Message: "DEX liquidity on {chain} is ${actual}, minimum $500K for cross-chain arb at $50K+"

  IF liquidityUsd < 2,000,000 ($2M):
    -> WARN: "Low liquidity on {chain} -- slippage may be elevated at $50K+ size"

2e. Hedge Availability Check

For the asset being traded:

  market_get_instruments(instType: "SWAP")
  -> Search for {ASSET}-USDT-SWAP

  IF not found:
    -> WARN: NO_HEDGE_AVAILABLE
    -> Message: "No OKX perpetual swap for {ASSET}. Bridge transit is UNHEDGED -- price may move 1-5% during 1-5 min transit."
    -> Risk score += 3

  IF found:
    -> Verify orderbook depth: market_get_orderbook(instId: "{ASSET}-USDT-SWAP")
    -> IF depth at size_usd < 80% of position:
      -> WARN: "Hedge orderbook thin -- may experience significant slippage"

Step 3: Data Collection & Computation

3a. Cross-Chain Price Snapshot

For each (asset, source_chain, dest_chain) that passed Step 2:

  1. Source chain DEX price:
     onchainos dex-market price --chain {source_chain} --token {source_address}
     -> Extract: priceUsd (source_dex_price)

  2. Destination chain DEX price:
     onchainos dex-market price --chain {dest_chain} --token {dest_address}
     -> Extract: priceUsd (dest_dex_price)

  3. CEX reference price (for hedge):
     market_get_ticker({ instId: "{ASSET}-USDT" })
     -> Extract: last, bidPx, askPx, ts (cex_price)

3b. Cross-Chain Spread Calculation

spread_bps = abs(source_dex_price - dest_dex_price) / min(source_dex_price, dest_dex_price) * 10000

IF spread_bps < min_spread_bps:
  -> Skip this pair (below threshold)

IF spread_bps > 5000 (50%):
  -> BLOCK: PRICE_ANOMALY
  -> Likely wrong token address or dead pool on one chain

Determine direction:
  IF source_dex_price < dest_dex_price:
    direction = "Buy {source_chain} / Bridge / Sell {dest_chain}"
    buy_chain = source_chain
    sell_chain = dest_chain
  ELSE:
    direction = "Buy {dest_chain} / Bridge / Sell {source_chain}"
    buy_chain = dest_chain
    sell_chain = source_chain

3c. All-In Cost Calculation

total_cost =
  gas_source_chain          (swap on source DEX)
  + bridge_fee              (bridge protocol fee)
  + gas_dest_chain          (swap on destination DEX)
  + slippage_source         (from DEX quote on source chain)
  + slippage_dest           (from DEX quote on dest chain)
  + hedge_open_fee          (OKX taker fee to open short)
  + hedge_close_fee         (OKX taker fee to close short)
  + hedge_funding           (funding cost for ~5 min, usually negligible)

Each component:

  gas_source = onchainos dex-swap quote on source chain -> estimatedGas * gasPrice * nativeTokenPrice
  gas_dest = onchainos dex-swap quote on dest chain -> estimatedGas * gasPrice * nativeTokenPrice

  bridge_fee = size_usd * bridge_fee_rate
    Across (stables): 0.001% = $0.50 per $50K
    Across (ETH): 0.01% = $5.00 per $50K
    Stargate V2: 0.06% = $30.00 per $50K
    Synapse: 0.04% = $20.00 per $50K

  slippage_source = size_usd * estimated_slippage_bps / 10000
  slippage_dest = size_usd * estimated_slippage_bps / 10000

  hedge_open_fee = size_usd * swap_taker_rate (from Fee Schedule)
  hedge_close_fee = size_usd * swap_taker_rate
  hedge_funding = size_usd * abs(funding_rate_8h) * (bridge_time_min / 480)
    (480 min = 8 hours; for 5 min transit this is ~0.001% -- negligible)

3d. Profitability Determination

gross_spread_usd = size_usd * spread_bps / 10000
net_profit_usd = gross_spread_usd - total_cost
net_profit_pct = net_profit_usd / size_usd * 100
profit_to_cost_ratio = net_profit_usd / total_cost
min_spread_for_breakeven_bps = total_cost / size_usd * 10000

is_profitable = net_profit_usd > 0 AND profit_to_cost_ratio > 1.0

3e. Risk Scoring

risk_score components (each 1-10, weighted average):

  execution_risk (weight: 0.25):
    Base: 4 (cross-chain inherently riskier than single-chain)
    +1 if bridge_time > 5 min
    +2 if bridge_time > 10 min
    +1 if hedge unavailable

  market_risk (weight: 0.20):
    Base: 3
    +1 per 2% of 24h price range
    +2 if unhedged bridge transit

  contract_risk (weight: 0.15):
    1 if native token on both chains
    3 if verified ERC-20 on both chains
    6 if any WARN from GoPlus on either chain

  bridge_risk (weight: 0.20):
    2 if Across (battle-tested)
    3 if Stargate V2
    4 if Synapse
    +2 if bridge_tvl < $50M
    +3 if bridge_tvl < $20M

  liquidity_risk (weight: 0.10):
    1 if liquidity > $50M on both chains
    3 if liquidity > $10M on both chains
    6 if liquidity > $2M on both chains
    8 if liquidity < $2M on either chain

  hedge_risk (weight: 0.10):
    1 if fully hedged with deep orderbook
    4 if hedged but thin orderbook
    8 if no hedge available

  overall_risk = sum(component * weight), rounded to nearest integer

Step 4: Output & Recommend

Format using output templates (see Section 13). The output structure varies by command:

For scan:

1. Global header (skill name, mode, timestamp, data sources)
2. Scan summary (parameters, total scanned, opportunities found)
3. Opportunity table (ranked, with key metrics per row)
4. Blocked pairs section (if any failed security/bridge/liquidity)
5. Risk gauge for top opportunity
6. Next steps suggestions
7. Disclaimer

For evaluate:

1. Global header
2. Price comparison (source DEX vs dest DEX vs CEX reference)
3. Spread analysis (gross, direction, chains)
4. Security check results (GoPlus on both chains)
5. Bridge selection with alternatives
6. Hedge design summary
7. Cost breakdown table (all 6 cost layers)
8. Net profit summary
9. Risk gauge (6-dimension breakdown)
10. Recommended action
11. Execution sequence timeline
12. Next steps
13. Disclaimer

For bridge-compare:

1. Global header
2. Bridge comparison table
3. Recommended bridge with reasoning
4. Never-use list
5. Disclaimer

For transit-hedge:

1. Global header
2. Hedge position design
3. Cost breakdown
4. Market conditions
5. Risk assessment
6. Disclaimer

Suggested follow-up actions (vary by result):

9. Key Formulas (Inlined)

9.1 Cross-Chain Spread (basis points)

spread_bps = abs(price_chain_a - price_chain_b) / min(price_chain_a, price_chain_b) * 10000

Worked Example

price_ethereum = $3,412.50  (ETH price on Ethereum Uniswap)
price_arbitrum = $3,446.22  (ETH price on Arbitrum Uniswap)

spread_bps = abs(3412.50 - 3446.22) / min(3412.50, 3446.22) * 10000
           = 33.72 / 3412.50 * 10000
           = 98.8 bps (~0.99%)

9.2 All-In Cost Calculation

total_cost = gas_source + bridge_fee + gas_dest + slippage_source + slippage_dest + hedge_cost

Where:
  gas_source = gas_price_gwei * gas_limit * native_price / 1e9         (EVM chains)
  bridge_fee = size_usd * bridge_fee_rate
  gas_dest = gas_price_gwei * gas_limit * native_price / 1e9
  slippage_source = size_usd * estimated_slippage_bps / 10000
  slippage_dest = size_usd * estimated_slippage_bps / 10000
  hedge_cost = (size_usd * swap_taker_rate * 2) + funding_cost_during_transit

Worked Example ($50,000 ETH, Ethereum -> Arbitrum via Across)

Gas source (Ethereum swap, 30 gwei, 200K gas, ETH=$3,412):
  = 30 * 200,000 * 3,412 / 1,000,000,000
  = $20.47

Bridge fee (Across, ETH, 0.01%):
  = 50,000 * 0.0001
  = $5.00

Gas dest (Arbitrum swap, 0.25 gwei, 1,500,000 gas, ETH=$3,412):
  = 0.25 * 1,500,000 * 3,412 / 1,000,000,000
  = $1.28

Slippage source (Ethereum, estimated 10 bps at $50K):
  = 50,000 * 10 / 10,000
  = $50.00

Slippage dest (Arbitrum, estimated 30 bps at $50K):
  = 50,000 * 30 / 10,000
  = $150.00

Hedge cost (open + close short on OKX, VIP0 SWAP taker 0.05%):
  open_fee  = 50,000 * 0.0005 = $25.00
  close_fee = 50,000 * 0.0005 = $25.00
  funding (5 min of 0.01% per 8h) = 50,000 * 0.0001 * (5/480) = $0.05
  hedge_total = $50.05

TOTAL COST = $20.47 + $5.00 + $1.28 + $50.00 + $150.00 + $50.05
           = $276.80
           = 55.4 bps of $50,000

Breakeven spread = 55.4 bps
Profitable if spread > 55.4 bps + profit_margin (20 bps) = ~75.4 bps

Worked Example ($50,000 ETH, Arbitrum -> Base via Across)

Gas source (Arbitrum swap): $0.35
Bridge fee (Across, ETH, 0.01%): $5.00
Gas dest (Base swap): $0.03
Slippage source (Arbitrum, 20 bps): $100.00
Slippage dest (Base, 30 bps): $150.00
Hedge cost (VIP0): $50.05

TOTAL COST = $0.35 + $5.00 + $0.03 + $100.00 + $150.00 + $50.05
           = $305.43
           = 61.1 bps of $50,000

9.3 Net Profit

net_profit = gross_spread_usd - total_cost
gross_spread_usd = size_usd * spread_bps / 10000
net_profit_pct = net_profit / size_usd * 100

Worked Example (continuing from 9.2)

spread_bps = 98.8
size_usd = $50,000

gross_spread_usd = 50,000 * 98.8 / 10,000 = $494.00
net_profit = $494.00 - $276.80 = $217.20
net_profit_pct = $217.20 / $50,000 * 100 = 0.43%
profit_to_cost_ratio = $217.20 / $276.80 = 0.78x

9.4 Hedge Position Sizing

hedge_size_tokens = bridge_amount_usd / cex_price
hedge_size_contracts = hedge_size_tokens / contract_size

For OKX USDT-margined perps:
  contract_size is typically 1 token for most assets
  hedge_size = bridge_amount_usd (in USDT terms)

Worked Example

bridge_amount_usd = $50,000
cex_price (ETH) = $3,412.50
contract_size = 1 ETH per contract (USDT-margined)

hedge_size_tokens = 50,000 / 3,412.50 = 14.65 ETH
hedge_size_contracts = 14.65 contracts (round to 14.6 or 14.7)
margin_required (1x) = $50,000
margin_required (3x) = $16,667

9.5 Hedge Duration and Funding Cost

funding_cost = size_usd * abs(funding_rate_8h) * (bridge_time_min / 480)

Where:
  funding_rate_8h = current 8-hour funding rate (e.g., 0.0001 = 0.01%)
  bridge_time_min = estimated bridge transit time in minutes
  480 = minutes in 8 hours (one funding period)

Worked Example

size_usd = $50,000
funding_rate_8h = 0.0001 (0.01%)
bridge_time_min = 3 minutes

funding_cost = 50,000 * 0.0001 * (3 / 480)
             = 50,000 * 0.0001 * 0.00625
             = $0.03

Conclusion: Funding cost during bridge transit is negligible (<$1 in virtually all cases).

9.6 Minimum Capital for Profitability

min_capital = fixed_costs / (target_spread_pct - variable_cost_pct)

Where:
  fixed_costs = gas_source + gas_dest + bridge_base_fee
  variable_cost_pct = slippage_pct + hedge_fee_pct
  target_spread_pct = expected spread as decimal

Worked Example (Ethereum -> Arbitrum)

fixed_costs = $20.47 (gas source) + $1.28 (gas dest) + $5.00 (bridge base) = $26.75
variable_cost_pct = 0.004 (40 bps slippage) + 0.001 (10 bps hedge) = 0.005
target_spread_pct = 0.01 (100 bps = 1%)

min_capital = $26.75 / (0.01 - 0.005)
            = $26.75 / 0.005
            = $5,350

For 0.2% profit margin:
min_capital = $26.75 / (0.01 - 0.005 - 0.002)
            = $26.75 / 0.003
            = $8,917

Note: This is theoretical minimum. Practical minimum is $50,000 because:
  1. Slippage scales non-linearly (worse at smaller sizes on thin pools)
  2. Need enough profit to justify execution complexity
  3. Bridge minimum amounts may apply

9.7 Signal Decay for Cross-Chain Arbitrage

signal_strength = initial_strength * exp(-decay_rate * time_elapsed_minutes)

Cross-chain arb decay rate: 0.10 (slower than single-chain CEX-DEX arb at 0.15)
Half-life: ~6.9 minutes

Worked Example

initial_strength = 0.95  (strong cross-chain signal)
decay_rate = 0.10
time_elapsed = 8 minutes

signal_strength = 0.95 * exp(-0.10 * 8)
               = 0.95 * 0.4493
               = 0.427

Signal has decayed from 0.95 to 0.43 in 8 minutes.
Cross-chain signals decay slower than single-chain because:
  - Fewer arbitrageurs have cross-chain infrastructure
  - Bridge transit itself creates a natural barrier

10. Safety Checks (Per Operation)

10.1 Pre-Trade Safety Checklist

Every command runs these checks in order before producing a recommendation. A BLOCK at any step halts the pipeline immediately.

10.2 Check Execution Flow

START
  |
  +- Check 1-2: Infrastructure   -- BLOCK? -> Output error, STOP
  |
  +- Check 3: Freshness          -- BLOCK? -> Refetch data, retry once -> BLOCK? -> STOP
  |
  +- Check 4-7: Token Security   -- BLOCK? -> Move pair to blocked list, CONTINUE to next pair
  |   (on BOTH chains)              WARN?  -> Attach warning labels, CONTINUE
  |
  +- Check 8-9: Liquidity        -- BLOCK? -> Move to blocked list, CONTINUE to next pair
  |   (on BOTH chains)              WARN?  -> Attach liquidity note, CONTINUE
  |
  +- Check 10-12: Bridge Safety  -- BLOCK? -> Try next bridge -> All blocked? -> BLOCK pair
  |                                  WARN?  -> Attach bridge warning, CONTINUE
  |
  +- Check 13: Hedge             -- WARN?  -> Label as UNHEDGED, add risk score +3
  |
  +- Check 14: Position Size     -- WARN?  -> Show capital warning, CONTINUE
  |
  +- Check 15-16: Profitability  -- BLOCK? -> Exclude from results, CONTINUE to next pair
  |                                  WARN?  -> Include with margin warning
  |
  +- ALL PASSED -> Include in ranked results with accumulated WARNs

10.3 cross-chain-arbitrage Risk Limits

11. Fee Schedule & Cost Reference (Inlined)

11.1 OKX Perpetual Swap Trading Fees (for Hedge)

Quick Reference: Round-Trip Hedge Taker Fees (open + close)

11.2 Bridge Cost Reference

Bridge Fee at $50,000 Trade Size:

NEVER USE for Arbitrage:

11.3 Gas Costs per Chain

11.4 Chain Pair Opportunity Reference

11.5 Total Cost Template by Route

Pattern A: Ethereum -> Arbitrum (ETH, $50K, Across)

Gas source (Ethereum swap):      $15.00
Bridge fee (Across, 0.01%):       $5.00
Gas dest (Arbitrum swap):          $0.35
Slippage source (10 bps):        $50.00
Slippage dest (30 bps):         $150.00
Hedge open+close (VIP0):         $50.00
Hedge funding (~3 min):           $0.05
                                 ------
TOTAL:                          $270.40  (54.1 bps)
Breakeven spread:                54.1 bps
Min profitable spread (+20 bps): 74.1 bps

Pattern B: Arbitrum -> Base (ETH, $50K, Across)

Gas source (Arbitrum swap):        $0.35
Bridge fee (Across, 0.01%):       $5.00
Gas dest (Base swap):              $0.03
Slippage source (20 bps):       $100.00
Slippage dest (30 bps):         $150.00
Hedge open+close (VIP0):         $50.00
Hedge funding (~2 min):           $0.02
                                 ------
TOTAL:                          $305.40  (61.1 bps)
Breakeven spread:                61.1 bps
Min profitable spread (+20 bps): 81.1 bps

Pattern C: Ethereum -> Base (USDC stables, $100K, Across)

Gas source (Ethereum swap):      $10.00
Bridge fee (Across, 0.001%):      $1.00
Gas dest (Base swap):              $0.02
Slippage source (2 bps):         $20.00
Slippage dest (5 bps):           $50.00
Hedge: N/A (stables, no hedge):   $0.00
                                 ------
TOTAL:                           $81.02  (8.1 bps)
Breakeven spread:                 8.1 bps
Min profitable spread (+5 bps):  13.1 bps

12. Account Safety Protocol

Demo vs Live Mode

The system defaults to demo mode at all times. Switching to live mode requires explicit user action.

Demo Mode (Default):

• MCP server config: okx-DEMO-simulated-trading
• All prices and positions are simulated
• All outputs include header: [DEMO]
• No confirmation required to use demo mode

Live Mode:

• MCP server config: okx-LIVE-real-money
• Real market data and real account positions
• All outputs include header: [LIVE]
• Recommendations are still analysis-only (no auto-execution)

Switching from Demo to Live:

1. User explicitly says "live", "真實帳戶", "real account", or similar
2. System confirms the switch with a clear warning:
   您正在切換至真實帳戶模式。
   - 所有數據將來自您的真實 OKX 帳戶
   - 建議仍為分析建議，不會自動執行交易
   - 跨鏈套利涉及多步驟操作，請格外謹慎
   - 最低建議資本: $50,000
   請確認：輸入 '確認' 或 'confirm' 繼續
3. User must reply with explicit confirmation
4. System verifies authentication via system_get_capabilities
5. If authenticated: switch and display [LIVE] header
6. If NOT authenticated: show AUTH_FAILED error, remain in demo

Session Rules:

13. Output Format & Templates (Inlined)

13.1 Formatting Rules

Monetary Values: $12,345.67, +$1,234.56, -$89.10 (2 decimal places, comma thousands) Percentages: 1 decimal place (e.g., 12.5%). Net profit %: 2 decimal places. Basis Points: Integer only (e.g., 99 bps, 145 bps) Risk Levels: [SAFE], [WARN], [BLOCK] Timestamps: YYYY-MM-DD HH:MM UTC (always UTC) Chain names: Always in English

Risk Gauge (Visual):

1/10:  ▓░░░░░░░░░      LOW RISK
2/10:  ▓▓░░░░░░░░      LOW RISK
3/10:  ▓▓▓░░░░░░░      MODERATE-LOW
4/10:  ▓▓▓▓░░░░░░      MODERATE-LOW
5/10:  ▓▓▓▓▓░░░░░      MODERATE
6/10:  ▓▓▓▓▓▓░░░░      MODERATE
7/10:  ▓▓▓▓▓▓▓░░░      ELEVATED
8/10:  ▓▓▓▓▓▓▓▓░░      ELEVATED
9/10:  ▓▓▓▓▓▓▓▓▓░      HIGH RISK
10/10: ▓▓▓▓▓▓▓▓▓▓      HIGH RISK

Sparklines: Characters: ▁▂▃▄▅▆▇█ (8-24 data points)

Section Separators:

• Major sections: ══════════════════════════════════════════
• Sub-sections: ── Section Name ──────────────────────────
• Minor: ──────────────────────────────────────────

13.2 Global Header Template

══════════════════════════════════════════
  Cross-Chain Arbitrage — {COMMAND}
  [{MODE}] [RECOMMENDATION ONLY — 不會自動執行]
══════════════════════════════════════════
  Generated: {TIMESTAMP}
  Data sources: OKX CEX + OKX DEX ({CHAINS})
══════════════════════════════════════════

13.3 Opportunity Table Template

── Opportunities Found: {COUNT} ────────────────────

  #{RANK}  {ASSET} ({SOURCE_CHAIN} -> {DEST_CHAIN})
  +- Spread:        {SPREAD_BPS} bps ({SPREAD_PCT}%)
  +- Direction:     {DIRECTION}
  +- Bridge:        {BRIDGE_NAME} (~{BRIDGE_TIME} min)
  +- Est. Profit:   {NET_PROFIT}  ({NET_PROFIT_PCT}%)
  +- Total Costs:   {TOTAL_COST}
  +- Profit/Cost:   {PROFIT_TO_COST}x
  +- Hedge:         {HEDGE_STATUS}
  +- Confidence:    {CONFIDENCE}
  +- Risk:          {RISK_LEVEL}

──────────────────────────────────────────
  Showing top {COUNT} of {TOTAL_SCANNED} pairs scanned

13.4 Cost Breakdown Template

── Cost Breakdown ──────────────────────────

  Trade Size:    {TRADE_SIZE}
  VIP Tier:      {VIP_TIER}

  Source Chain — {SOURCE_CHAIN} (Buy)
  +- Gas Cost:       {SOURCE_GAS}
  +- Slippage Est:   {SOURCE_SLIP}    ({SOURCE_SLIP_BPS} bps)
  +- Subtotal:       {SOURCE_TOTAL}

  Bridge — {BRIDGE_NAME}
  +- Bridge Fee:     {BRIDGE_FEE}     ({BRIDGE_FEE_PCT}%)
  +- Transit Time:   ~{BRIDGE_TIME} min

  Destination Chain — {DEST_CHAIN} (Sell)
  +- Gas Cost:       {DEST_GAS}
  +- Slippage Est:   {DEST_SLIP}      ({DEST_SLIP_BPS} bps)
  +- Subtotal:       {DEST_TOTAL}

  CEX Hedge — OKX {INST_ID}
  +- Open Short:     {HEDGE_OPEN}     (taker {HEDGE_FEE_BPS} bps)
  +- Close Short:    {HEDGE_CLOSE}    (taker {HEDGE_FEE_BPS} bps)
  +- Funding (~{BRIDGE_TIME} min): {HEDGE_FUNDING}
  +- Subtotal:       {HEDGE_TOTAL}

  ──────────────────────────────────────
  Gross Spread:      {GROSS_SPREAD}   ({GROSS_BPS} bps)
  Total Costs:      -{TOTAL_COST}     ({COST_BPS} bps)
  ══════════════════════════════════════
  Net Profit:        {NET_PROFIT}     ({NET_BPS} bps / {NET_PCT}%)
  Profit/Cost:       {PROFIT_TO_COST}x
  ══════════════════════════════════════

13.5 Execution Sequence Timeline Template

── Execution Sequence (Manual) ──────────────

  T+0:       Buy {ASSET} on {BUY_CHAIN} DEX
             Size: {SIZE_TOKENS} {ASSET} (~{SIZE_USD})
             Expected price: ~{BUY_PRICE}

  T+0:       Open SHORT hedge on OKX
             Instrument: {INST_ID}
             Size: {HEDGE_SIZE} contracts
             Leverage: {LEVERAGE}x

  T+1 min:   Initiate bridge transfer
             Bridge: {BRIDGE_NAME}
             Route: {SOURCE_CHAIN} -> {DEST_CHAIN}
             Amount: {BRIDGE_AMOUNT} {ASSET}

  T+{BRIDGE_END} min:  Bridge completes, tokens arrive on {DEST_CHAIN}
             VERIFY: Check wallet balance on {DEST_CHAIN}

  T+{SELL_START} min:  Sell {ASSET} on {SELL_CHAIN} DEX
             Size: {SIZE_TOKENS} {ASSET}
             Expected price: ~{SELL_PRICE}

  T+{HEDGE_CLOSE} min: Close SHORT hedge on OKX
             Close {HEDGE_SIZE} contracts

  T+{FINAL} min:      Calculate actual P&L
             Compare actual vs estimated

  ── IMPORTANT ────────────────────────────
  This is the recommended execution order.
  Each step must be performed MANUALLY.
  Do NOT proceed to the next step until
  the previous step is confirmed complete.
  如果橋接延遲超過 10 分鐘，評估是否繼續持有對沖。
══════════════════════════════════════════

13.6 Risk Gauge Template

── Risk Assessment ─────────────────────────

  Overall Risk:  {RISK_GAUGE}  {RISK_SCORE}/10
                 {RISK_LABEL}

  Breakdown:
  +- Execution Risk:   {EXEC_GAUGE}  {EXEC_SCORE}/10
  |                    {EXEC_NOTE}
  +- Market Risk:      {MKT_GAUGE}   {MKT_SCORE}/10
  |                    {MKT_NOTE}
  +- Contract Risk:    {SC_GAUGE}    {SC_SCORE}/10
  |                    {SC_NOTE}
  +- Bridge Risk:      {BR_GAUGE}    {BR_SCORE}/10
  |                    {BR_NOTE}
  +- Liquidity Risk:   {LIQ_GAUGE}   {LIQ_SCORE}/10
  |                    {LIQ_NOTE}
  +- Hedge Risk:       {HDG_GAUGE}   {HDG_SCORE}/10
                       {HDG_NOTE}

13.7 Next Steps Template

══════════════════════════════════════════
  Next Steps
══════════════════════════════════════════

  {STEP_1}
  {STEP_2}
  {STEP_3}

  ── Disclaimer ────────────────────────────
  This is analysis only. No trades are executed automatically.
  All recommendations require manual review and execution.
  Cross-chain arbitrage involves bridge risk, smart contract risk,
  and multi-step execution. Past spreads do not guarantee future results.
  以上僅為分析建議，不會自動執行任何交易。
  跨鏈套利涉及橋接風險、智能合約風險及多步驟執行。
  所有建議均需人工審核後手動操作。
══════════════════════════════════════════

14. Error Codes & Recovery

15. Scan Results -- Complete Example

══════════════════════════════════════════
  Cross-Chain Arbitrage — SCAN
  [DEMO] [RECOMMENDATION ONLY — 不會自動執行]
══════════════════════════════════════════
  Generated: 2026-03-09 14:30 UTC
  Data sources: OKX CEX + OKX DEX (Ethereum, Arbitrum, Base)
══════════════════════════════════════════

── 掃描參數 ──────────────────────────────

  資產:           ETH
  源鏈:           ethereum
  目標鏈:         arbitrum, base
  最低價差:       100 bps
  分析規模:       $50,000.00
  VIP 等級:       VIP0
  橋接偏好:       auto

── Opportunities Found: 2 ────────────────

  #1  ETH (Ethereum -> Arbitrum)
  +- Spread:        132 bps (1.32%)
  +- Direction:     Buy Ethereum DEX / Bridge / Sell Arbitrum DEX
  +- ETH Price:     $3,412.50 (Ethereum) / $3,457.54 (Arbitrum)
  +- Bridge:        Across (~2 min)
  +- Est. Profit:   +$383.20  (0.77%)
  +- Total Costs:   $276.80
  +- Profit/Cost:   1.38x
  +- Hedge:         ETH-USDT-SWAP SHORT (fully hedged)
  +- Confidence:    HIGH
  +- Risk:          [SAFE]

  #2  ETH (Ethereum -> Base)
  +- Spread:        108 bps (1.08%)
  +- Direction:     Buy Ethereum DEX / Bridge / Sell Base DEX
  +- ETH Price:     $3,412.50 (Ethereum) / $3,449.35 (Base)
  +- Bridge:        Across (~3 min)
  +- Est. Profit:   +$203.60  (0.41%)
  +- Total Costs:   $336.40
  +- Profit/Cost:   0.61x
  +- Hedge:         ETH-USDT-SWAP SHORT (fully hedged)
  +- Confidence:    MEDIUM
  +- Risk:          [WARN] 利潤空間偏薄 (profit/cost < 1.0x)

──────────────────────────────────────────
  Scanned: 2 chain pairs | Found: 2 opportunities

── Blocked Pairs ────────────────────────

  (none)

── Risk Assessment (Top Opportunity) ─────

  Overall Risk:  ▓▓▓▓░░░░░░  4/10
                 MODERATE-LOW

  Breakdown:
  +- Execution Risk:   ▓▓▓▓░░░░░░  4/10
  |                    Cross-chain, 5-step sequence
  +- Market Risk:      ▓▓░░░░░░░░  2/10
  |                    Fully hedged via OKX perp
  +- Contract Risk:    ▓░░░░░░░░░  1/10
  |                    Native ETH — no contract risk
  +- Bridge Risk:      ▓▓░░░░░░░░  2/10
  |                    Across: battle-tested, high TVL
  +- Liquidity Risk:   ▓▓░░░░░░░░  2/10
  |                    Deep pools on both chains
  +- Hedge Risk:       ▓░░░░░░░░░  1/10
                       ETH-USDT-SWAP: deep orderbook

══════════════════════════════════════════
  Next Steps
══════════════════════════════════════════

  1. 詳細評估最佳機會:
     cross-chain-arbitrage evaluate --asset ETH --source-chain ethereum --dest-chain arbitrum --size-usd 50000
  2. 比較橋接選項:
     cross-chain-arbitrage bridge-compare --asset ETH --source-chain ethereum --dest-chain arbitrum --size-usd 50000
  3. 設計對沖倉位:
     cross-chain-arbitrage transit-hedge --asset ETH --size-usd 50000 --bridge-time-min 3

  ── Disclaimer ────────────────────────────
  This is analysis only. No trades are executed automatically.
  All recommendations require manual review and execution.
  Cross-chain arbitrage involves bridge risk, smart contract risk,
  and multi-step execution. Past spreads do not guarantee future results.
  以上僅為分析建議，不會自動執行任何交易。
  跨鏈套利涉及橋接風險、智能合約風險及多步驟執行。
  所有建議均需人工審核後手動操作。
══════════════════════════════════════════

15.2 Evaluate Results -- Complete Example

══════════════════════════════════════════
  Cross-Chain Arbitrage — EVALUATE
  [DEMO] [RECOMMENDATION ONLY — 不會自動執行]
══════════════════════════════════════════
  Generated: 2026-03-09 14:35 UTC
  Data sources: OKX CEX + OKX DEX (Ethereum, Arbitrum) + GoPlus + Across
══════════════════════════════════════════

── ETH 跨鏈套利評估 ─────────────────────

  Trade Size:       $50,000.00
  VIP Tier:         VIP0
  Route:            Ethereum -> Arbitrum (via Across)

── 價格比較 ──────────────────────────────

  Ethereum DEX
  +- Price:    $3,412.50
  +- Impact:   0.10% (at $50K swap quote)
  +- Data Age: 3s [SAFE]

  Arbitrum DEX
  +- Price:    $3,457.54
  +- Impact:   0.30% (at $50K swap quote)
  +- Data Age: 4s [SAFE]

  OKX CEX (Hedge Reference)
  +- Last:     $3,434.80
  +- Bid:      $3,434.50
  +- Ask:      $3,435.10
  +- Data Age: 1s [SAFE]

── 價差分析 ──────────────────────────────

  Gross Spread:     132 bps (1.32%)
  Spread USD:       $660.00
  Direction:        Buy Ethereum DEX / Bridge / Sell Arbitrum DEX
  Buy at:           Ethereum DEX @ ~$3,412.50
  Sell at:          Arbitrum DEX @ ~$3,457.54

── Safety Checks ───────────────────────────

  [  SAFE  ] Token Security (Ethereum)
              Native ETH — no contract risk

  [  SAFE  ] Token Security (Arbitrum)
              Native ETH — no contract risk

  [  SAFE  ] Liquidity (Ethereum)
              $892M DEX liquidity

  [  SAFE  ] Liquidity (Arbitrum)
              $245M DEX liquidity

  [  SAFE  ] Bridge Safety (Across)
              TVL: $385M | No exploits in 90 days | Speed: ~2 min

  [  SAFE  ] Hedge Available
              ETH-USDT-SWAP: deep orderbook ($12.5M depth at 10 bps)

  [  SAFE  ] Price Freshness
              All data < 5 seconds old

  ──────────────────────────────────────
  Overall: SAFE

── Bridge Selection ────────────────────────

  Selected: Across
  +- Speed:      1-4 min (est. ~2 min)
  +- Fee:        0.01% = $5.00
  +- TVL:        $385M [SAFE]
  +- Exploits:   None in 90 days

  Alternatives:
  +- Stargate V2: 2-5 min, 0.06% = $30.00  (+$25.00 vs Across)
  +- Synapse:     2-3 min, 0.04% = $20.00  (+$15.00 vs Across)

── Transit Hedge Design ────────────────────

  Instrument:      ETH-USDT-SWAP
  Side:            SHORT
  Size:            14.65 ETH (~$50,000)
  Leverage:        1x
  Margin Required: $50,000
  Duration:        ~2-4 min (until bridge completes + sell)
  Funding Cost:    $0.03 (negligible)

── Cost Breakdown ──────────────────────────

  Source Chain — Ethereum (Buy)
  +- Gas Cost:       $15.00
  +- Slippage Est:   $50.00     (10 bps)
  +- Subtotal:       $65.00

  Bridge — Across
  +- Bridge Fee:     $5.00      (0.01%)
  +- Transit Time:   ~2 min

  Destination Chain — Arbitrum (Sell)
  +- Gas Cost:       $0.35
  +- Slippage Est:   $150.00    (30 bps)
  +- Subtotal:       $150.35

  CEX Hedge — OKX ETH-USDT-SWAP
  +- Open Short:     $25.00     (taker 5.0 bps)
  +- Close Short:    $25.00     (taker 5.0 bps)
  +- Funding (~2 min): $0.03
  +- Subtotal:       $50.03

  ──────────────────────────────────────
  Gross Spread:      +$660.00   (132 bps)
  Total Costs:       -$270.38   (54.1 bps)
  ══════════════════════════════════════
  Net Profit:        +$389.62   (77.9 bps / 0.78%)
  Profit/Cost:       1.44x
  ══════════════════════════════════════

── Execution Sequence (Manual) ──────────────

  T+0:       Buy ETH on Ethereum DEX
             Size: 14.65 ETH (~$50,000)
             Expected price: ~$3,412.50

  T+0:       Open SHORT hedge on OKX
             Instrument: ETH-USDT-SWAP
             Size: 14.65 contracts
             Leverage: 1x

  T+1 min:   Initiate bridge transfer
             Bridge: Across
             Route: Ethereum -> Arbitrum
             Amount: 14.65 ETH

  T+3 min:   Bridge completes, ETH arrives on Arbitrum
             VERIFY: Check wallet balance on Arbitrum

  T+4 min:   Sell ETH on Arbitrum DEX
             Size: 14.65 ETH
             Expected price: ~$3,457.54

  T+5 min:   Close SHORT hedge on OKX
             Close 14.65 contracts

  T+5 min:   Calculate actual P&L
             Target: +$389.62 (0.78%)

  ── IMPORTANT ────────────────────────────
  This is the recommended execution order.
  Each step must be performed MANUALLY.
  Do NOT proceed to the next step until
  the previous step is confirmed complete.
  如果橋接延遲超過 10 分鐘，評估是否繼續持有對沖。

── Risk Assessment ─────────────────────────

  Overall Risk:  ▓▓▓▓░░░░░░  4/10
                 MODERATE-LOW

  Breakdown:
  +- Execution Risk:   ▓▓▓▓░░░░░░  4/10
  |                    5-step sequence; 2 min bridge
  +- Market Risk:      ▓▓░░░░░░░░  2/10
  |                    Fully hedged via ETH-USDT-SWAP short
  +- Contract Risk:    ▓░░░░░░░░░  1/10
  |                    Native ETH on both chains
  +- Bridge Risk:      ▓▓░░░░░░░░  2/10
  |                    Across: $385M TVL, battle-tested
  +- Liquidity Risk:   ▓▓░░░░░░░░  2/10
  |                    $892M (ETH) + $245M (ARB) DEX liquidity
  +- Hedge Risk:       ▓░░░░░░░░░  1/10
                       Deep perp orderbook, $12.5M depth

══════════════════════════════════════════
  Recommended Action: PROCEED (with manual execution)
══════════════════════════════════════════

══════════════════════════════════════════
  Next Steps
══════════════════════════════════════════

  1. 如滿意分析結果，按上方執行序列手動操作 5 步
  2. 考慮不同規模:
     cross-chain-arbitrage evaluate --asset ETH --source-chain ethereum --dest-chain arbitrum --size-usd 100000
  3. 設計對沖細節:
     cross-chain-arbitrage transit-hedge --asset ETH --size-usd 50000 --bridge-time-min 3

  ── Disclaimer ────────────────────────────
  This is analysis only. No trades are executed automatically.
  All recommendations require manual review and execution.
  Cross-chain arbitrage involves bridge risk, smart contract risk,
  and multi-step execution. Past spreads do not guarantee future results.
  以上僅為分析建議，不會自動執行任何交易。
  跨鏈套利涉及橋接風險、智能合約風險及多步驟執行。
  所有建議均需人工審核後手動操作。
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16. Cross-Skill Integration Contracts

Input: What This Skill Consumes

Output: What This Skill Produces

Data Flow Diagram

OnchainOS dex-market price --chain {source} --token {addr}  (Source DEX price)
OnchainOS dex-market price --chain {dest} --token {addr}    (Dest DEX price)
market_get_ticker({ASSET}-USDT)                              (CEX hedge ref)
  |
  |  Cross-chain price snapshot
  v
cross-chain-arbitrage.scan / evaluate
  |
  +- GoPlus check_token_security(source_chain_id, addr)
  |    -> BLOCK / WARN / SAFE (source)
  |
  +- GoPlus check_token_security(dest_chain_id, addr)
  |    -> BLOCK / WARN / SAFE (dest)
  |
  +- Bridge validation (TVL, exploits, speed)
  |    -> BLOCK if unsafe / WARN if marginal
  |
  +- OnchainOS dex-token price-info -> liquidityUsd (both chains)
  |    -> BLOCK if < $500K on either chain
  |
  +- OnchainOS dex-swap quote (both chains) -> slippage + gas
  |
  +- market_get_instruments(SWAP) -> hedge availability
  +- market_get_orderbook -> hedge depth
  +- market_get_funding_rate -> hedge funding cost
  |
  |  All-in cost calculation
  v
cross-chain-arbitrage applies go/no-go:
  |  - net_profit > 0?
  |  - spread > total_cost + 20 bps?
  |  - security SAFE on both chains?
  |  - bridge TVL > $10M?
  v
Output: Ranked opportunities with safety checks + cost breakdowns + hedge design

17. Chain Reference

Common Bridgeable Token Addresses:

18. Supported Bridge Routes

Not all bridge protocols support all chain pairs. Use this matrix to determine valid routes:

Solana bridges: Solana requires specialized bridges (Wormhole, deBridge). These are NOT recommended for arbitrage due to higher fees and slower transit. Cross-chain arb with Solana should be approached with extra caution.