Got it. First, map the supply‑and‑demand curves, then the fee structure and liquidity pools. Simulate different buying patterns and watch for volatility spikes when big players liquidate—those are your profit windows.

Sounds solid. Start with the basic equations—supply = f(price, time) and demand = g(price, time), then differentiate to get elasticities. Plug the fee rates into the price impact formula. For LPs, calculate depth = total liquidity / (price × fee), and estimate impermanent loss with the usual sqrt ratio formula. When you run the scripts, watch the delta between bid‑ask and mid‑price; that’s your slippage window. Once you see a consistent spread expansion after a whale exit, hard‑code that trigger and set a tight stop‑loss. Automate with a bot that monitors order book depth every second, executes at the optimal moment, and logs each trade for back‑testing. Keep the bot lean, avoid needless loops—speed matters. That’s how you lock in those sweet, quick‑turn profits.