A Shuffled Replay of Events on Uniswap
In this paper we introduce a new zero-intelligence framework to analyse price formation in a cryptocurrency decentralised exchange (DEX) combining agent-based modelling and real trading history. We shuffle real Uniswap order event data and replay back into the automatic market maker (AMM) matching m...
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| Format: | Article |
| Language: | English |
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Frontiers Media S.A.
2022-07-01
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| Series: | Frontiers in Blockchain |
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| Online Access: | https://www.frontiersin.org/articles/10.3389/fbloc.2022.745101/full |