bcc-research/CFMMRouter.jl

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CFMMRouter Overview This package contains a fast solver for the CFMM Routing problem, as defined by Angeris et al. in Optimal Routing for Constant Function Market Makers. We partially decompose the problem to enable fast solutions when the number of CFMMs is large relative to the number of tokens. For more information, check out the documentation. Quick Start First, add the package locally. using Pkg; Pkg.add("CFMMRouter") Make some swap pools. using LinearAlgebra using CFMMRouter equal_pool = ProductTwoCoin([1e6,...