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arXiv · 2305.10624

A Short Note on Setting Swap Parameters

Nihar Shah·Lucas Baker·Suraj Srinivasan·Alex Toberoff
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Abstract

This short note illustrates the theoretical solution to a trader determining how to optimally swap her wealth into a target asset through on-chain operations. It offers the framework to solve optimal slippage parameters and optimal trade size.

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Nihar Shah, Lucas Baker, Suraj Srinivasan, Alex Toberoff. 2023-05-18. A Short Note on Setting Swap Parameters. https://arxiv.org/abs/2305.10624

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