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Quantitative Finance · Begrippenlijst

Wat is Just-in-time liquidity?

Definition 20.11 Markets III: Commodities, Energy and Crypto · Hoofdstuk 20 — Automated Market Makers

Just-in-time liquidity is concentrated liquidity added in a narrow range immediately before a large pending swap, in the same block, and removed immediately after it, so as to earn most of the swap’s fee while bearing almost none of the pool’s arbitrage losses.

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