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math.OC2022★ 3 cited
Optimal Routing for Constant Function Market Makers
Guillermo Angeris, Tarun Chitra, Alex Evans +1
We consider the problem of optimally executing an order involving multiple crypto-assets, sometimes called tokens, on a network of multiple constant function market makers (CFMMs).…
math.OC2021★ 1 cited
Constant Function Market Makers: Multi-Asset Trades via Convex Optimization
Guillermo Angeris, Akshay Agrawal, Alex Evans +2
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 Su…