This repository contains the code needed to generate the figures used in the paper Optimal Routing for Constant Function Market Makers.

The requirements for running these examples are:

• NumPy
• Matplotlib
• Cvxpy (see here for installation)

In order to generate the figures as done in the paper you will also need a working TeX distribution.

All examples are self-contained and can be run directly, e.g.:

python arbitrage.py

The figures were generated by running

python two-asset.py

but note that this requires a working TeX distribution. (This can be avoided by commenting out any call to latexify in two-asset.py which requires ps as a backend for plotting.)