Consider a finite set of trade orders and automated market makers (AMMs) at some state. We propose a solution to the problem of finding an equilibrium price vector to execute all the orders jointly with corresponding optimal AMMs swaps. The solution is based on Brouwer's fixed-point theorem. We discuss computational aspects relevant for realistic situations in public blockchain activity.
@article{arxiv.2310.12255,
title = {Walraswap: a solution to uniform price batch auctions},
author = {Sergio A. Yuhjtman},
journal= {arXiv preprint arXiv:2310.12255},
year = {2024}
}