Cyclic Arbitrage in Decentralized Exchanges
- Autores
- Ye Wang, Yan Chen, Haotian Wu, Liyi Zhou, Shuiguang Deng, Roger Wattenhofer
- Año
- 2021
- Publicación
- Working Paper
- Categoría
- Visualization, Arbitrage & Supplementary
- Dominios
- stablecoin corridors
- Notas
- "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`