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
- 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`