Dynamic Automated Market Makers for Decentralized Cryptocurrency Exchange

Dynamic Automated Market Makers for Decentralized Cryptocurrency Exchange
复制标题

去中心化加密货币交易的动态自动化做市商

DOI：
10.1109/icbc51069.2021.9461100
复制
发表时间：
2021
期刊：
2021 IEEE International Conference on Blockchain and Cryptocurrency (ICBC)
影响因子：
--
通讯作者：
Eugenio Grippo
Eugenio Grippo
中科院分区：
--
文献类型：
--
作者：
B. Krishnamachari;Qi Feng;Eugenio Grippo

文献摘要

被引文献

相似文献

去中心化的加密货币交换协议，如Uniswap、Curve和其他类型的自动做市商（AMM），维护两个或更多资产的流动性池（LP），这些资产被约束为始终保持由给定函数或曲线定义的彼此之间的数学关系。我们提出了一种动态AMM方法，其中来自市场价格预言机的输入用于修改资产之间的数学关系，使得池价格连续自动地调整为与市场价格相同。这种方法消除了套利机会。
Decentralized cryptocurrency exchange protocols such as Uniswap, Curve and other types of Automated Market Makers (AMMs) maintain a liquidity pool (LP) of two or more assets constrained to maintain at all times a mathematical relation to each other, defined by a given function or curve. We propose a dynamic AMM approach where input from a market price oracle is used to modify the mathematical relationship between the assets so that the pool price continuously and automatically adjusts to be identical to the market price. This approach eliminates arbitrage opportunities.