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Automated market maker (AMM)

A smart contract that quotes prices from a formula applied to its own token balances, letting anyone trade against a pool instead of an order book.

There are no bids and offers. A pool holds reserves of two or more tokens, and a fixed formula decides what you get for what you put in. Trading moves the ratio of reserves, which moves the price, so the pool always has a quote and never refuses a trade, though it may quote you a terrible one.

Anyone can supply the inventory. Depositors add both sides, receive an lp-token representing their share, and collect a fee on every trade, typically 0.01% to 1% depending on the pair. In exchange they take on impermanent-loss and whatever risk the tokens carry.

What an AMM cannot do is decide fair value; it only reacts. Arbitrageurs keep pool prices near the wider market, and that arbitrage profit is paid by liquidity providers. This is why the same pair often prints a different price on a dex than on a cex for a few seconds after a fast move.

Related: constant-product-formula, liquidity-pool, lp-token, impermanent-loss

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Bid-ask spread in an order bookSell orders stacked above buy orders with a gap between the best of each.SELLERS (asks)50.0690050.051,40050.0460050.011,10050.002,30049.99800spread = 0.03BUYERS (bids)
The bid-ask spread. Buy orders sit below, sell orders above, and the gap between the best bid (50.01) and best ask (50.04) is the spread you pay to cross. Bar length shows the size resting at each price.

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