Optimal Decentralized Exchange
We present a novel algorithm for finding optimal currency exchange rate with a small amount of time needed for current market conditions. Existing solutions consider the problem as exponential and intractable in a fast paced always changing market.
Exchanging large amounts of currencies or assets on the spot market leads to a bad exchange rate and makes the market drop fast. Existing solutions for finding liquidity in a market find different paths to make the exchange, but because the book orders change in milliseconds and the algorithms used are exponential, the rate sufferes alot. We present an algorithm that finds optimal exchange rate that works fast enough for existing markets.