Cross-Chain Arbitrage Bots and Liquidity Pool Depletion
Cross-chain arbitrage bots drain pools hardest when volatility spikes. The loss mechanism is quadratic, the fee offset is linear, and LPs absorb the gap.
Cross-chain arbitrage bots drain pools hardest when volatility spikes. The loss mechanism is quadratic, the fee offset is linear, and LPs absorb the gap.
CRYPTO/IN YOUR INBOX
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