Walraswap: a solution to uniform price batch auctions
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arXiv
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| Format: | Preprint |
| Published: |
2023
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| _version_ | 1866909057820917760 |
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| author | Yuhjtman, Sergio A. |
| author_facet | Yuhjtman, Sergio A. |
| contents | Consider a finite set of trade orders and automated market makers (AMMs) at some state. We propose a solution to the problem of finding an equilibrium price vector to execute all the orders jointly with corresponding optimal AMMs swaps. The solution is based on Brouwer's fixed-point theorem. We discuss computational aspects relevant for realistic situations in public blockchain activity. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2310_12255 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Walraswap: a solution to uniform price batch auctions Yuhjtman, Sergio A. Mathematical Finance Theoretical Economics Consider a finite set of trade orders and automated market makers (AMMs) at some state. We propose a solution to the problem of finding an equilibrium price vector to execute all the orders jointly with corresponding optimal AMMs swaps. The solution is based on Brouwer's fixed-point theorem. We discuss computational aspects relevant for realistic situations in public blockchain activity. |
| title | Walraswap: a solution to uniform price batch auctions |
| topic | Mathematical Finance Theoretical Economics |
| url | https://arxiv.org/abs/2310.12255 |