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Arbitrage Policy #82

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Ramarti opened this issue Mar 17, 2021 · 0 comments
Open

Arbitrage Policy #82

Ramarti opened this issue Mar 17, 2021 · 0 comments
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@VasilySumanov

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Ramarti commented Mar 17, 2021 •
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Behaviour that will compare external price signal with pool state to find arbitrage gaps, calculate the most profitable trade within set boundaries (transaction_cost, max_liquidity...) and in case it is found, signal swap_exact_amount_in state update.

Current mathematical research doc
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