Key Roles of Crypto-Exchanges in Generating Arbitrage Opportunities

Autores

Audrius Kabašinskas, Kristina Šutienė

Año

2021

Publicación

Entropy (MDPI), 23(4)

Categoría

Foundations & Infrastructure

Estado de cita

Dudoso

Dominios

routingarbitrage/negative cycles

Notas

Cross-venue arbitrage ratio `AR_ij = (P_i−P_j)/P_j > cost`; ranks exchanges by role in generating/closing arbitrage

Relevancia para ƒxyz

Grounds the **cross-venue spread** engine (`p2p-arbitrage.ts`, MAX-sell − MIN-buy − fees) — a different problem shape from the Bellman-Ford router