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.
№ 002DeFiHow DEXs Handle Conflicting Transactions in One Block
Two swaps hit the same liquidity pool in the same block. Here's the exact mechanic that decides which one wins, and what it costs the loser.
№ 003DeFiWhy Impermanent Loss Beats Fee Revenue in Stable Pairs
Stable pairs seem safe from impermanent loss, but specific conditions flip the math against LPs. Here's exactly when fees stop covering the damage.