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Restructured from flat .tex/.pdf files into per-paper subdirectories. Added Antje Worring as co-author on all papers. Synced PDFs to pdfs/ for download site.
59 lines
1.3 KiB
TeX
59 lines
1.3 KiB
TeX
\section{Liquidity Aggregation}
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\subsection{Marketplace Integration}
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Lux.market aggregates liquidity from major marketplaces:
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\begin{table}[h]
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\centering
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\begin{tabular}{|l|c|c|c|}
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\hline
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\textbf{Marketplace} & \textbf{Fee} & \textbf{Volume Share} & \textbf{Fill Rate} \\
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\hline
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OpenSea & 2.5\% & 45\% & 92\% \\
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LooksRare & 2.0\% & 12\% & 88\% \\
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X2Y2 & 0.5\% & 8\% & 85\% \\
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Blur & 0\% & 25\% & 90\% \\
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Rarible & 2.5\% & 5\% & 82\% \\
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Others & Variable & 5\% & 75\% \\
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\hline
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\end{tabular}
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\caption{Marketplace integration metrics}
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\end{table}
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\subsection{Unified Order Book}
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The unified order book maintains:
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\begin{equation}
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O_{unified} = \bigcup_{m \in M} O_m \setminus O_{expired}
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\end{equation}
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with real-time updates via WebSocket connections:
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\begin{lstlisting}[language=Solidity]
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// WebSocket subscription for order updates
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ws.subscribe({
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type: 'orders',
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collection: collectionAddress,
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events: ['new', 'cancelled', 'filled']
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});
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\end{lstlisting}
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\subsection{Best Price Routing}
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The routing algorithm optimizes for:
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\begin{equation}
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\min \left( P_{total} = P_{listing} + F_{platform} + G_{estimated} + S_{slippage} \right)
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\end{equation}
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Subject to constraints:
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\begin{align}
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G_{estimated} &\leq G_{max} \\
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S_{slippage} &\leq S_{tolerance} \\
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T_{execution} &\leq T_{deadline}
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\end{align}
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