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arXivTrading, Microstructure & Execution

Liquidity Math in Uniswap v3

Concentrated Liquidity Understanding: The technical note explains the mathematical correlation between a position's liquidity, the assets in that position, and its price range in Uniswap v3, the largest decentralized exchange, providing equations not covered in the whitepaper.

Featured in No. 16 on 21 Sep 2023 · · 12 citations today

Released
30 Sep 2021
First featured
No. 16 · 21 Sep 2023
Citations (Semantic Scholar)
12
Influential citations
1
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4575232

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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