leandro-sbetancourt / amm_gym

gym environment for AMMs

amm_gym

gym environment for AMMs

This repository can be used to replicate the results for "Automated Market Makers Designs Beyond Constant Functions" by Cartea, Drissi, Sánchez-Betancourt, Siska, Szpruch

The paper is at: SSRN link

Data should be put in notebooks/data -- please send an email to [email protected]

Figure 1 and Table 1 in the paper are in CQV Model study. Figures 2,3,4 and Table 2 are in the other two notebooks.

Citation:

Cartea, Álvaro and Drissi, Fayçal and Sánchez-Betancourt, Leandro and Siska, David and Szpruch, Lukasz, Automated Market Makers Designs Beyond Constant Functions (2023). Available at SSRN: https://ssrn.com/abstract=4459177 or http://dx.doi.org/10.2139/ssrn.4459177

BibTeX:

@article{CDSBSS2023AMMsDesign,

title={Automated Market Makers Designs Beyond Constant Functions},

author={Cartea, {'A}lvaro and Drissi, Fay{\c{c}}al and S{'a}nchez-Betancourt, Leandro and {\v{S}}i{\v{s}}ka, David and Szpruch, {\L}ukasz},

journal={Available at SSRN 4459177},

year={2023}

}