CFMM Optimal Routing
This repository contains the code needed to generate the figures used in the paper Optimal Routing for Constant Function Market Makers.
Requirements
The requirements for running these examples are:
NumPy
Matplotlib
Cvxpy
(see here for installation)
In order to generate the figures as done in the paper you will also need a working TeX distribution.
How to run
All examples are self-contained and can be run directly, e.g.:
python arbitrage.py
The figures were generated by running
python two-asset.py
but note that this requires a working TeX distribution. (This can be avoided by commenting out any call to latexify
in two-asset.py
which requires ps
as a backend for plotting.)