Lasagne: A Suite of High-Profit Arbitrage Strategies for Blockchain-Based Decentralized Exchanges
Year: 2025
Type: article
Abstract: Sandwich arbitrage is a popular strategy for blockchain-based decentralized exchange (DEX) users to facilitate decentralized token exchanges and make profits. However, conventional Sandwich arbitrage only focuses on one big-deal transaction and executes arbitrary actions within an intrablock, leading to a huge loss of profit opportunities. In this article, we present Lasagne, a novel high-profit arbitrage strategy that allows the exploration of profit opportunities from multiple small-deal transactions across interblocks. Specifically, Lasagne involves a suite of novel strategies: fishing, bundle, and grid, each of which is tailored to a liquidity pool with diverse transaction frequencies and skewness. The experimental results demonstrate the superiority of Lasagne over a state-of-the-art sandwich in terms of feasibility and effectiveness.
Language: English
Subfield: Information Systems
Field: Computer Science
Domain: Physical Sciences
Open Access status: hybrid
Estimated APC paid: $2,645
Award: G3855428327
OpenAlex ID: W4410153015