mev-toolkit/liquidations
2022-09-24 22:26:55 -07:00
..
2022-09-24 22:26:55 -07:00

🧀 liquidations


tl, dr

  • Lending protocol (e.g. Aave or Maker) liquidations present a well-known MEV opportunity.

  • They work by requiring users to deposit some collateral. Users can then borrow different assets and toekns from others depending on what they need, up to a certain amount of their deposited collateral.

  • As the value of a borrower's collateral fluctuates, if the value of the borrowed assets exceeds the value of the collateral, the protcol allows anyone to liquidate the collateral (similar to margin calls in traditional finance).

  • If liquidated, the borrower usually has to pay a hefty liquidation fee, some of which goes to the liquidator (where the MEV opportunity comes in).

  • Searchers compete to parse blockchain data as fast as possible to determine which borrowers can be liquidated and be the first to submit a liquidation transaction and collect the liquidation fee.