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i wonder if aggregators should just aggressively down-weight sim and instead build a statistical model of what liquidity will be around when the trade lands. so much happens on chain between sim and execution
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the main drawback of dark amms is that they push a lot more complexity to the routing layer
i would expect to see meaningful differentiation between aggregators as a result
you also need a centralized system to track recent txs you’ve sent that haven’t landed and a model of every dark amms liquidity refresh rate so that you don’t take out a full side of the book if a lot of users swap in a short window
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