Swap

Swap - 货币互换
Deposit - 货币质押 - 增加流动性
Liquite - 流动性
- A 币+B 币
Borrow - 借
Loan - 贷
Flash Loan
Payback - 偿还
Stake - 持有货币，增加稳定性
跨链互换
Native <-> ERC20 互换 - 早期的 Native Currency 不是 ERC20 不方便交易
Reward fee
Sliperage
liquidation - 清算
滑点
- 预设成交价位与真实成交价位的偏差
- 交易额越大，滑点越大，交易者的损失就越大
无常损失
CPMMM - Constant Product Market Maker Model - 恒定乘积做市商模型
CFMMs - Constant function market makers
Marginal exchange rate - 边际汇率
DEX
AMM
MM - Market Maker - 做市商
TWAPs - time-weighted average prices
EMAs
SMAs
arbitrage - 套利

LP/Liquidity Provider -Deposit-> Pool
- +token0, +token1 -> share
- reserve0, reserve1
- liquidity shares
Trader -Swap-> Pool
- token0/token1 + fee -> token1/token0

dx -> dy

\begin{cases} xy=k \\ (x+dx)(y-dy)=k \end{cases}

dy = \frac {y \cdot dx} {x+dx}

dx/dy = \frac {x+dx} y

Slippage_{yPrice} = dx/dy - x/y = \frac {dx} y

dx 滑点就越大，偏离实际价位就越大
池中的资金储备越多、交易深度越大，则能尽量减少滑点的溢价，使用户的交易损耗降低
Uniswap/sdk-core computePriceImpact

PriceImpact = \frac {midPrice \cdot dx - dy} {midPrice \cdot dx}

midPrice - x->y = y/x

PriceImpact = \frac {dx} {x + dx}

k.sina.com.cn/article_6487081523_182a9023302000wdhg.html

Dev

TradeType
- EXACT_INPUT
- EXACT_OUTPUT
@uniswap/widgets
- GPLv3
@uniswap/sdk-core
- 定义了基本数学对象和 Token 模型
- Price, Percent, Fraction, Token, CurrencyAmount, NativeCurrency
- big.js
- decimal.js-light
- jsbi
- toformat
  - toFormat for big.js, decimal.js
- 118kB/36kB - self 11.6kB
  - bn.js+jsbi+decimal.js-light+@ethersproject/bignumber+js-sha3
  - @ethersproject/bytes
  - ...
@uniswap/v2-sdk
- Pair
- Trade
- Router
- docs.uniswap.org/sdk/2.0.0/guides/quick-start
- 移除了 Fetcher
  - @uniswap/sdk 还有
mid price
- docs.uniswap.org/sdk/2.0.0/guides/pricing
execution price

solidity

bytes memory bytecode = type(UniswapV2Pair).creationCode;
bytes32 salt = keccak256(abi.encodePacked(token0, token1));
assembly {
    pair := create2(0, add(bytecode, 32), mload(bytecode), salt)
}

keccak256(0xff ++ address ++ salt ++ keccak256(init_code))[12:]
- 合约创建者的地址（address)
- 作为参数的混淆值（salt）
- 合约创建代码 (init_code)
docs.openzeppelin.com/cli/2.8/deploying-with-create2
ctf-wiki.org/blockchain/ethereum/attacks/create2

Dev

参考

关联信息

参考资料