Burtrico burtrico
burtrico
/ arbitrage.py
Created
September 5, 2022 04:40
— forked from noxx3xxon/arbitrage.py
CFMM Routing Arbitrage Example
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| import numpy as np | |
| import cvxpy as cp | |
| import itertools | |
| # Problem data | |
| global_indices = list(range(4)) | |
| # 0 = TOKEN-0 | |
| # 1 = TOKEN-1 | |
| # 2 = TOKEN-2 |