Giter VIP home page Giter VIP logo

optimal-sandwich's Introduction

Optimal sando frontrun amount

Haven’t public code/math for calculating optimal frontrun sandwich amounts (@libevm’s subway and @Supercycled cake_sniper both use binary search) so here’s a thread on how to derive perfect sando amounts:

The problem statement is: given some amountIn and amountMinOut (from a pending tx), what is the worst ratio (price) between the uniswap reserves must be such that the swap still goes through? Once we know the worst ratio, we can calculate exactly how much $ we need to push the pool to this ratio.

We should do this onchain at the time of execution, rather than offchain in a binary search. So that if someone beats us to the frontrun, we won’t get rekt and revert the meat transaction.

deriv

optimal-sandwich's People

Contributors

mevcheb avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.