sattyu (sattyu)

Day 1 MEV learning log: Defined MEV & how tx ordering creates opportunities Understood simple DEX arbitrage (price imbalance between pools) Learned slippage mechanics inside AMMs Intro to sandwiches (front-run → user trade → back-run) Focusing on fundamentals before moving into simulations. Posting progress daily.

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Day 2 MEV log x·y = k • AMMs keep reserves balanced using constant product • Price moves when reserves shift • Bigger swaps = bigger slippage • Arbitrage exists because other pools lag in price Price impact is where MEV begins.

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Day 3 MEV log — Slippage • Swaps move AMM price • Bigger trades → worse price • Users set slippage tolerance • Sandwich bots exploit that buffer Next: simulate price impact.

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Day 4 MEV log — Swap math AMM output uses constant product: x*y=k After 0.3% fee: out = (in * 997 * y) / (x*1000 + in*997) This is how price impact shows up in real swaps. Next: simulate it.

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