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SAiFE-gym: Model-based Environments for Automated Market Making with Concentrated Liquidity

Chionas, Georgios et al.
arXiv (All) · Papers
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artificial-intelligencecomputational-financei-2-6j-4machine-learningmathematical-financetrading-and-market-microstructure
We present SAiFE_gym, a Python module that provides a collection of simulation environments for studying trading problems in Constant Product Markets (CPMs) with Concentrated Liquidity (CL). These markets give Liquidity Providers (LPs) granular control over how their capital is allocated and enable
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