Arbitraža med različnimi verigami blokov

MERELA, GAŠPER (author), Mihelič, Jurij (mentor)

V tej diplomski nalogi smo predstavili osnove tehnologij veriženja blokov in decentraliziranih financ. Osredotočili smo se na verigi blokov Avalanche in BNB Smart Chain ter decentralizirano menjalnico Uniswap V2. S pomočjo knjižnice Web3j smo razvili prototip za iskanje in izvajanje medverižnih arbitražnih priložnosti med verigama Avalanche in BNB Smart Chain za par žetonov WETH/USDC na decentraliziranih menjalnicah Trader Joe in PancakeSwap. Osredotočili smo se na iskanje arbitražnih priložnosti. Na koncu smo predstavili rezultate iskanja arbitražnih priložnosti in identificirali odprte probleme, na katere naletimo ob izvajanju medverižnih arbitražnih priložnosti. Prispevek te diplomske naloge je eden izmed prvih javnih prikazov načina implementacije arbitraže, ki poteka na dveh različnih verigah blokov. Prototip v tej diplomski nalogi lahko služi kot izhodišče za dejansko implementacijo programa za iskanje in izvajanje medverižne arbitraže.

• Language: Slovenian
• Keywords: veriga blokov, arbitraža, medverižna arbitraža, Avalanche, BNB Smart Chain, Binance Smart Chain, BSC, Uniswap, Trader Joe, PancakeSwap, DeFi, finance
• Work type: Bachelor thesis/paper
• Typology: 2.11 - Undergraduate Thesis
• Organization: FRI - Faculty of Computer and Information Science
• Year: 2023
• PID: 20.500.12556/RUL-144882
• COBISS.SI-ID: 147286275
• Publication date in RUL: 20.03.2023

Secondary language

• Language: English
• Title: Arbitrage between different blockchains

Abstract

In this thesis, we discussed the principles of blockchain technology and decentralised finance. We focused on the blockchains Avalanche and BNB Smart Chain, as well as the decentralised exchange Uniswap V2. We created a prototype using the Web3j framework to look for and execute cross-chain arbitrage opportunities between Avalanche and BNB Smart Chain on decentralised exchanges Trader Joe and PancakeSwap for the WETH/USDC token pair. We concentrated on locating arbitrage opportunities. Finally, we discovered unresolved issues that arise while implementing the execution of cross-chain arbitrage opportunities. This thesis' contribution is one of the first public examples of the method of arbitrage implementation, which takes place on two separate blockchains. This thesis' prototype can be used as a starting point for the actual implementation of software to discover and perform cross-chain arbitrage.

• Keywords: blockchain, arbitrage, cross-chain, cross-chain arbitrage, Avalanche, BNB Smart Chain, Binance Smart Chain, BSC, Uniswap, Trader Joe, PancakeSwap, DeFi, finance