@InProceedings{canidio_et_al:LIPIcs.AFT.2023.24, author = {Canidio, Andrea and Fritsch, Robin}, title = {{Batching Trades on Automated Market Makers}}, booktitle = {5th Conference on Advances in Financial Technologies (AFT 2023)}, pages = {24:1--24:17}, series = {Leibniz International Proceedings in Informatics (LIPIcs)}, ISBN = {978-3-95977-303-4}, ISSN = {1868-8969}, year = {2023}, volume = {282}, editor = {Bonneau, Joseph and Weinberg, S. Matthew}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.AFT.2023.24}, URN = {urn:nbn:de:0030-drops-192139}, doi = {10.4230/LIPIcs.AFT.2023.24}, annote = {Keywords: Arbitrage profits, Loss-vs-Rebalancing (LVR), MEV, Sandwich attacks, AMM, Mechanism design, Batch trading} }