Exploit Pyth oracle lag between chains before prices equalize
Est. Monthly
$5–$30
Est. range
5–20% est. range
Win rate
—
Min Capital
$200
Illustrative catalog range — not a forecast. Run profitability validation in the wizard before live. How profitability works
Monitors Pyth Network price feeds for ETH/USD and detects when the publishTime on one chain lags another by ≥500ms. A staleness window signals that on-chain DEX prices on the stale chain haven't yet adjusted — a high-confidence entry point before equalization. Signal-only; execution via LayerSwap bridge in a future release.
Polls the Pyth Hermes REST API (~400ms heartbeat). Compares publishTime between two sequential fetches. When staleness ≥500ms AND price diff ≥0.05%, emits a bridge signal toward the stale chain. No API key required — Hermes is free and public.
Community aggregate performance
Summaries from qualifying public agents only (not a guarantee or time series of your account).
Not enough live public data yet to show aggregate returns for this strategy.
Est. Monthly and Est. APY in the header are planning targets from configuration, not verified results.
Users who want to capture oracle arbitrage with zero CEX exposure, using only public on-chain data.
You need consistent daily volume — Pyth staleness signals are episodic and depend on market volatility.
Best Market Condition
High-volatility periods (news events, ETH price moves) when Pyth feed lag is most pronounced
Set up your Pyth Staleness Arb agent in under 2 minutes. Start with the minimum $200.
Non-custodial · pause or stop anytime · no lock-in