Concentrated Liquidity Analysis in Uniswap V3

Publikation: Bidrag til bog/antologi/rapport › Konferencebidrag i proceedings › Forskning

Standard

Concentrated Liquidity Analysis in Uniswap V3. / Hashemseresht, Saleh; Pourpouneh, Mohsen.

DeFi'22: Proceedings of the 2022 ACM CCS Workshop on Decentralized Finance and Security. ACM Association for Computing Machinery, 2022. s. 63-70.

Publikation: Bidrag til bog/antologi/rapport › Konferencebidrag i proceedings › Forskning

Harvard

Hashemseresht, S & Pourpouneh, M 2022, Concentrated Liquidity Analysis in Uniswap V3. i DeFi'22: Proceedings of the 2022 ACM CCS Workshop on Decentralized Finance and Security. ACM Association for Computing Machinery, s. 63-70, 2022 ACM SIGSAC Conference on Computer and Communications Security, Los Angeles, California, USA, 11/11/2022. https://doi.org/10.1145/3560832.3563438

APA

Hashemseresht, S., & Pourpouneh, M. (2022). Concentrated Liquidity Analysis in Uniswap V3. I DeFi'22: Proceedings of the 2022 ACM CCS Workshop on Decentralized Finance and Security (s. 63-70). ACM Association for Computing Machinery. https://doi.org/10.1145/3560832.3563438

Vancouver

Hashemseresht S, Pourpouneh M. Concentrated Liquidity Analysis in Uniswap V3. I DeFi'22: Proceedings of the 2022 ACM CCS Workshop on Decentralized Finance and Security. ACM Association for Computing Machinery. 2022. s. 63-70 https://doi.org/10.1145/3560832.3563438

Author

Hashemseresht, Saleh ; Pourpouneh, Mohsen. / Concentrated Liquidity Analysis in Uniswap V3. DeFi'22: Proceedings of the 2022 ACM CCS Workshop on Decentralized Finance and Security. ACM Association for Computing Machinery, 2022. s. 63-70

Bibtex

@inproceedings{a0ccd3fa1de345189abf593cd7892a3b,
title = "Concentrated Liquidity Analysis in Uniswap V3",
abstract = "Uniswap V3 is one of the most successful decentralized exchanges for digital cryptocurrencies. The latest version of the Uniswap (V3) introduces a number of new features, notably the concentrated liquidity that allows the liquidity providers to add liquidity within a specific price range. In this paper, we analyze the effect of concentrated liquidity on the return of the liquidity providers and present an approximation for the expected fees and the impermanent loss of a liquidity provider. First, we provide analytical results and then verify them using simulations.",
author = "Saleh Hashemseresht and Mohsen Pourpouneh",
year = "2022",
doi = "10.1145/3560832.3563438",
language = "English",
pages = "63--70",
booktitle = "DeFi'22: Proceedings of the 2022 ACM CCS Workshop on Decentralized Finance and Security",
publisher = "ACM Association for Computing Machinery",
note = "2022 ACM SIGSAC Conference on Computer and Communications Security, CCS '22 ; Conference date: 11-11-2022 Through 11-11-2022",

}

RIS

TY - GEN

T1 - Concentrated Liquidity Analysis in Uniswap V3

AU - Hashemseresht, Saleh

AU - Pourpouneh, Mohsen

PY - 2022

Y1 - 2022

N2 - Uniswap V3 is one of the most successful decentralized exchanges for digital cryptocurrencies. The latest version of the Uniswap (V3) introduces a number of new features, notably the concentrated liquidity that allows the liquidity providers to add liquidity within a specific price range. In this paper, we analyze the effect of concentrated liquidity on the return of the liquidity providers and present an approximation for the expected fees and the impermanent loss of a liquidity provider. First, we provide analytical results and then verify them using simulations.

AB - Uniswap V3 is one of the most successful decentralized exchanges for digital cryptocurrencies. The latest version of the Uniswap (V3) introduces a number of new features, notably the concentrated liquidity that allows the liquidity providers to add liquidity within a specific price range. In this paper, we analyze the effect of concentrated liquidity on the return of the liquidity providers and present an approximation for the expected fees and the impermanent loss of a liquidity provider. First, we provide analytical results and then verify them using simulations.

U2 - 10.1145/3560832.3563438

DO - 10.1145/3560832.3563438

M3 - Article in proceedings

SP - 63

EP - 70

BT - DeFi'22: Proceedings of the 2022 ACM CCS Workshop on Decentralized Finance and Security

PB - ACM Association for Computing Machinery

T2 - 2022 ACM SIGSAC Conference on Computer and Communications Security

Y2 - 11 November 2022 through 11 November 2022

ER -

ID: 330844480