Walraswap: a solution to uniform price batch auctions

Sergio A. Yuhjtman
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Abstract: 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.

Date: 2023-10, Revised 2023-12
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