paper
Constant Function Market Makers: Multi-Asset Trades via Convex Optimization
Guillermo Angeris, Akshay Agrawal, Alex Evans, Tarun Chitra, Stephen Boyd
Constant Function Market Makers: Multi-Asset Trades via Convex Optimization
Guillermo Angeris, Akshay Agrawal, Alex Evans, Tarun Chitra, Stephen Boyd
paper2021-07-26English
algorithmic tradingarxiv
Description
The rise of Ethereum and other blockchains that support smart contracts has led to the creation of decentralized exchanges (DEXs), such as Uniswap, Balancer, Curve, mStable, and SushiSwap, which enable agents to trade cryptocurrencies without trusting a centralized authority. While traditional exchanges use order books to match and execute trades, DEXs are typically organized as constant function market makers (CFMMs). CFMMs accept and reject proposed trades based on the evaluation of a function...
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