Cyclic Arbitrage in Decentralized Exchanges

Autoren

Ye Wang, Yan Chen, Haotian Wu, Liyi Zhou, Shuiguang Deng, Roger Wattenhofer

Jahr

2021

Publikationsort

Working Paper

Kategorie

Visualization, Arbitrage & Supplementary

Zitierstatus

Fraglich

Bereiche

stablecoin corridors

Anmerkungen

"Arbitrage Index": product of exchange rates along a cycle must exceed cumulative fees — the `edge product must exceed unity` gate on `corridor-usdc-arb-pyth`

Relevanz für ƒxyz

Grounds the arbitrage-corridor gate rule