Cyclic Arbitrage in Decentralized Exchanges
- Autorzy
- Ye Wang, Yan Chen, Haotian Wu, Liyi Zhou, Shuiguang Deng, Roger Wattenhofer
- Rok
- 2021
- Miejsce publikacji
- Working Paper
- Kategoria
- Visualization, Arbitrage & Supplementary
- Dziedziny
- stablecoin corridors
- Notatki
- "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`