The source files for all examples can be found in /examples.

Uniswap V3 Router

This example illustrates how to setup uniswapv3 pools

using CFMMRouter
using LinearAlgebra


# UniV3 pool parameters
current_price = 15.0
lower_ticks = [30.0, 20, 10, 5]
liquidity = [1.0, 2.0, 1.5, 0.0]
Ai = [1, 2]
γ = 0.997

# Create pool
cfmm = UniV3(current_price, lower_ticks, liquidity, γ, Ai)

UniV3{Float64}(15.0, 2, [30.0, 20.0, 10.0, 5.0], [1.0, 2.0, 1.5, 0.0], 0.997, [1, 2])

We find arbitrage assuming a true price of 25.0 (ν1/ν2 = 25.0) and display the results.

Δ = zeros(2)
Λ = zeros(2)
find_arb!(Δ, Λ, cfmm, [25.0, 1.0])

# Print individual trades
tokens = Ai
println("\tTendered basket:")
for (ind, δ) in enumerate(Δ)
    if δ > eps()
        print("\t  $(tokens[ind]): $(round(δ, digits=3)), ")
    end
end
println("\n\tRecieved basket:")
for (ind, λ) in enumerate(Λ)
    if λ > eps()
        print("\t  $(tokens[ind]): $(round(λ, digits=3)), ")
    end
end
print("\n")

	Tendered basket:
	  2: 1.372,
	Recieved basket:
	  1: 0.072,

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