AI savdosi, bozor tahlili va DeFi kelajagi haqida chuqur tahlillar.
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Every leveraged position advertises the price at which it must be sold. How to build the on-chain liquidation depth chart and the CEX liquidation heatmap, model cascade dynamics as a reproduction number, and trade forced flow as a signal instead of only fearing it as a risk.
An active v3 LP is running a market-making book with gas costs and no cancel button. Size ranges from a GARCH vol forecast, frame rebalancing as fee-gain vs realized-cost, derive the position delta from tick math and hedge it with perps, and understand JIT liquidity and the honest pitfalls of backtesting LP from on-chain data.
MEV stopped being a lone bot and became an assembly line: searcher, builder, relay, proposer. A technical walk through proposer-builder separation, MEV-Boost's sealed-bid block auction, why the searcher's margin gets bid away, order-flow auctions as the new moat, and how Solana's Jito model differs.
On-chain arbitraj tsiklini topish - bu oson qism. Qiyin qism - bu xuddi shu tsiklni topgan boshqa har bir qidiruvchiga qarshi muhrlangan taklifli ustunlik auksionida g'alaba qozonish. Atomlik, flesh kreditlar, backrunning va arbitraj foydasi haqiqatan ham qayerda saqlanib qolishi - shu jumladan atomik bo'lmagan CEX-DEX haqida texnik tahlil.
Impermanent loss, konsentratsiyalangan likvidlik leveragi va qayta muvozanatlashga qarshi yo'qotish (loss-versus-rebalancing) birinchi tamoyillardan kelib chiqqan holda. Yopiq shakllar, σ²/8 natijasi, har bir blok bo'yicha markout va LP aslida HODLni mag'lub etadigan aniq to'lov-volatillik sharti.
Almgren-Chriss va VWAP faqat slice byudjetlarini belgilaydi — ijro esa taktika qatlamida qo'lga kiritiladi. Eskalatsiya taymerlari, maker-taker break-even matematikasi, Binance/OKX/CME'da amend va cancel-replace navbat semantikasi, iceberg anti-signaling va Python'dagi har-slice holat mashinasi.
Doimiy-bps slippage'ni order hajmiga, volatillikka va likvidlikka bog'liq xarajat egri chiziqlari bilan almashtiring: kvadrat ildiz qonuni, TCA fill'lari yoki ochiq ma'lumotlardan egri chiziqlarni moslash, rejim stress ko'paytiruvchilari va nima uchun strategiyangiz reytingi qayta aralashib ketadi.