ROBINHOOD CHAIN · ID 4663 · BLOCK 57,913,402 LIVE 00:00:00 UTC BUY $RIFT
GAP FEED
SIGNAL POOL DIVERGENCE ARBITRAGE

One coin. Two pools.
The gap between them
is the yield.

Every memecoin on Robinhood Chain trades in at least two DEX pools one quoted in USDC, one in WETH. A whale swap re-prices one pool instantly; the other pool still shows the old price. RIFT measures that divergence block-by-block and captures the spread atomically. No CEX. No bridge. No directional exposure.

CA 0xed9269002Ab67A658D713EfCECb482be2eeB951d
AVG SPREAD CAPTURED
0.85%
SETTLEMENT
~100ms · SAME BLOCK
PROFIT ROUTED TO BUYBACK
100%
DIRECTIONAL EXPOSURE
0%
01
ENGINE TELEMETRY
UPDATED EVERY EPOCH · ~3S
TOTAL VOLUME ROUTED
$0
across USDC ↔ WETH pool round-trips
NET ARBITRAGE PROFIT
$0
after swap fees + gas
$RIFT BURNED
0
batched burns none executed yet
PROTOCOL REVENUE
$0
100% allocated to buyback
ACTIVE GAPS
0
divergence ≥ 0.65% right now
AVG GAP SIZE
0.00%
rolling 24h mean
FILL SUCCESS RATE
0.0%
rounds settled in same block
TOTAL ROUNDS
0
since genesis epoch
02
DIVERGENCE SCANNER
USDC POOL vs WETH POOL · SAME ASSET, TWO POOLS, ONE CHAIN
LIVE GAP MATRIX SCAN INTERVAL 3S
ASSET USDC POOL WETH POOL (IMPL.) GAP ROUTE EST. NET / ROUND POOL DEPTH
RECENT ROUNDS 0 SETTLED
03
CUMULATIVE VOLUME
TRAILING WINDOW · LIVE
CUMULATIVE VOLUME (USD) NET PROFIT OVERLAY
04
REVENUE FLOW
EVERY DOLLAR OF SPREAD, ACCOUNTED FOR
STEP 01 — CAPTURE

Arbitrage Profit

Engine buys the cheap pool and sells the rich pool in one atomic bundle, same 100ms block. Spread minus swap fees and gas becomes net profit.

$0
STEP 02 — ROUTE

Protocol Vault

Net profit settles to the RIFT vault contract on Robinhood Chain. No team wallet in the path. Fully on-chain, fully auditable.

$0
STEP 03 — BUYBACK

Market Buy $RIFT

Vault market-buys $RIFT from the DEX pool and holds it. Buy pressure scales directly with arbitrage volume not emissions.

0 RIFT
STEP 04 — BURN QUEUE

Batched Burn

Bought-back $RIFT accumulates first no instant burn. Burns execute in scheduled batches once the vault threshold is hit.

0 RIFT
100% of net arbitrage profit routes to $RIFT buyback. Tokens sit in the vault until the next scheduled burn batch.
05
THE MECHANISM
WHY ONE COIN PRINTS TWO PRICES AND WHO COLLECTS THE DIFFERENCE
01 — HOW A POOL PRICES A COIN

Price is just a ratio of reserves

Every DEX pool on Robinhood Chain is a constant-product AMM. Nobody sets the price it falls out of how much of each token sits in the pool.

x · y = k  →  price = reservequote ÷ reservebase
02 — ONE COIN, TWO POOLS

USDC pool vs WETH pool

The same memecoin trades against USDC in one pool and against WETH in another. The WETH pool's dollar price is implied through the current WETH/USD rate.

pUSDC = USDCreserve ÷ TOKENreserve
pWETH = (WETHreserve ÷ TOKENreserve) × WETH/USD
03 — WHY THE GAP EXISTS

A whale swap moves one pool only

A large sell into the WETH pool re-prices it instantly x·y=k guarantees it. The USDC pool hasn't moved. Until someone arbitrages, the same coin has two different dollar prices.

Δ = pWETH ÷ pUSDC − 1  ·  trade only if |Δ| > f1 + f2
04 — THE NET EDGE

Spread minus everything it costs to capture

Both swaps are bundled atomically into the same ~100ms block first-come-first-served ordering, no queue-jumping, no price exposure between legs.

net = S × Δ − S × (f1 + f2) − gas
f = 0.30% per swap · gas ≈ $0.002 on Robinhood Chain
WORKED EXAMPLE — CASHCAT LIVE NUMBERS
Pool A — CASHCAT/USDC$0.21481
Pool B — CASHCAT/WETH (implied)$0.21664
Divergence Δ+0.852%
RouteCASHCAT/WETH → CASHCAT/USDC
Order size S$250.00
Gross edge — S × Δ+$2.13
Swap fees — S × (0.30% + 0.30%)−$1.50
Gas — one bundle, ~100ms block−$0.002
NET PROFIT → 100% TO VAULT → BUYBACK+$0.63
BOTH SWAPS SETTLE IN THE SAME BLOCK THE ENGINE NEVER HOLDS THE COIN. ROUNDS BELOW THE 0.65% THRESHOLD ARE SKIPPED: THE FEES WOULD EAT THE SPREAD.
Robinhood Chain Chain ID 4663 · Arbitrum Orbit L2 · ~100ms blocks · ETH gas · first-come-first-served ordering