[Master Class #90] Cross-DEX Arbitrage Sentinels: Sub-Second Micro-Spread Capture on Decentralized Liquidity Pools
Master Class Series • Episode #90 • Architectural Whitepaper Cross-DEX Arbitrage Sentinels: Sub-Second Micro-Spread Capture on Decentralized Liquidity Pools 📅 Published: November 09, 2026 • ⏱️ Reading Time: 32 Min Whitepaper • 🏷️ Algorithmic Trading: Quantitative Microstructure & Decentralized Cross-DEX Arbitrage Figure 90.1: Algorithmic Cross-DEX Liquidity Map: Sub-Second WebSocket Mempool Feeders, Invariant Price Differential Calculators, Optimal Sizing Solvers, and Flashbots Atomic Execution. Executive Architectural Abstract In decentralized finance, constant-product Automated Market Maker (AMM) pools do not update prices synchronously. When large trades execute on Uniswap v3, transient price discrepancies emerge relative to Curve, Balancer, and Sushiswap before macro liquidity re-equilibrates. Capturing these micro-spreads without exp...