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santiq / arbitrage.py
Created September 8, 2022 18:59 — forked from noxx3xxon/arbitrage.py
CFMM Routing Arbitrage Example
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