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

Estado de cita

Dudoso

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`

Relevancia para ƒxyz

Grounds the arbitrage-corridor gate rule