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Modern distributed data management systems face a new challenge: how can autonomous, mutually-distrusting parties cooperate safely and effectively? Addressing this challenge brings up questions familiar from classical distributed systems:…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-10-16 Maurice Herlihy , Barbara Liskov , Liuba Shrira

The limit order book mechanism has been the core trading mechanism of the modern financial market. In the cryptocurrency market, centralized exchanges also adopt this limit order book mechanism and a centralized matching engine dynamically…

Computational Engineering, Finance, and Science · Computer Science 2022-12-21 Yeonwoo Jeong , Chanyoung Jeoung , Hosan Jeong , SangYoon Han , Juntae Kim

Decentralized exchanges (DEXs) are crucial to decentralized finance (DeFi) as they enable trading without intermediaries. However, they face challenges like impermanent loss (IL), where liquidity providers (LPs) see their assets' value…

Computer Science and Game Theory · Computer Science 2026-03-04 Irina Lebedeva , Dmitrii Umnov , Yury Yanovich , Ignat Melnikov , George Ovchinnikov

The properties of tokens within the Ethereum blockchain, such as their current prices, trade volumes, and potential future values, have been the subjects of numerous studies. Employing social networks and graphs, as powerful tools for…

Social and Information Networks · Computer Science 2023-10-24 Aryan Soltani Mohammadi , Moein Karami , Amir Pasha Motamed , Behnam Bahrak

This paper presents a novel adversary model specifically tailored to distributed systems, aiming to assess the security of blockchain networks. Building upon concepts such as adversarial assumptions, goals, and capabilities, our proposed…

Cryptography and Security · Computer Science 2024-04-04 Erwan Mahe , Rouwaida Abdallah , Sara Tucci-Piergiovanni , Pierre-Yves Piriou

Uniswap, like other DEXs, has gained much attention this year because it is a non-custodial and publicly verifiable exchange that allows users to trade digital assets without trusted third parties. However, its simplicity and lack of…

Cryptography and Security · Computer Science 2022-01-20 Bruno Mazorra , Victor Adan , Vanesa Daza

This paper introduces peer to peer (P2P) trading mechanisms based on decentralized Blockchain to facilitate retail electricity market for ever-increasing distributed energy resources (DERs). The Blockchain network supports fast and secure…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Masoud H. Nazari , Antar Kumar Biswas

Conflicting transactions within blockchain networks not only pose performance challenges but also introduce security vulnerabilities, potentially facilitating malicious attacks. In this paper, we explore the impact of conflicting…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-04-25 Faisal Haque Bappy , Tariqul Islam , Kamrul Hasan , Joon S. Park , Carlos Caicedo

Decentralized finance (DeFi) has the potential to disrupt centralized finance by validating peer-to-peer transactions through tamper-proof smart contracts, thus significantly lowering the transaction cost charged by financial…

General Economics · Economics 2023-12-04 Ziqiao Ao , Lin William Cong , Gergely Horvath , Luyao Zhang

Over the past few years, there has been a growth in activity, public knowledge, and awareness of cryptocurrencies and related blockchain technology. As the industry has grown, there has also been an increase in scams looking to steal…

Cryptography and Security · Computer Science 2020-06-01 R. Phillips , H. Wilder

We study liquidity on decentralized exchanges (DEXs), identifying factors at the platform, blockchain, token pair, and liquidity pool levels with predictive power for market depth metrics. We introduce the v2 counterfactual spread metric, a…

Trading and Market Microstructure · Quantitative Finance 2025-01-20 Brian Z. Zhu , Dingyue Liu , Xin Wan , Gordon Liao , Ciamac C. Moallemi , Brad Bachu

Sneakers were designated as the most counterfeited fashion item online, with three times more risk in a trade than any other fashion purchase. As the market expands, the current sneaker scene displays several vulnerabilities and trust…

Cryptography and Security · Computer Science 2023-06-12 Marwan Zeggari , Aydin Abadi , Renaud Lambiotte , Mohamad Kassab

We develop a model of coordination and allocation of decentralized multi-sided markets, in which our theoretical analysis is promisingly optimizing the decentralized transaction packaging process at high-throughput blockchains or Web 3.0…

General Economics · Economics 2023-01-27 Yuxuan Lu , Qian Qi , Xi Chen

Cross-chain bridges are essential decentralized applications (DApps) to facilitate interoperability between different blockchain networks. Unlike regular DApps, the functionality of cross-chain bridges relies on the collaboration of…

Cryptography and Security · Computer Science 2025-03-04 Jiajing Wu , Kaixin Lin , Dan Lin , Bozhao Zhang , Zhiying Wu , Jianzhong Su

The meteoric rise of Decentralized Finance (DeFi) has been accompanied by a plethora of frequent and often financially devastating attacks on its protocols There have been over 70 exploits of DeFi protocols, with the total of lost funds…

Cryptography and Security · Computer Science 2022-02-01 Daniel Perez , Lewis Gudgeon

Permissionless blockchains offer an information environment where users can interact privately without fear of censorship. Financial services can be programmatically coded via smart contracts to automate transactions without the need for…

General Finance · Quantitative Finance 2022-12-13 Kanis Saengchote

Decentralized crypto-currencies based on the blockchain architecture under-utilize available network bandwidth, making them unable to scale to thousands of transactions per second. We define the Blockclique architecture, that addresses this…

Cryptography and Security · Computer Science 2020-02-11 Sébastien Forestier , Damir Vodenicarevic , Adrien Laversanne-Finot

The need for data trading promotes the emergence of data market. However, in conventional data markets, both data buyers and data sellers have to use a centralized trading platform which might be dishonest. A dishonest centralized trading…

Cryptography and Security · Computer Science 2020-07-15 Guoxiong Su , Wenyuan Yang , Zhengding Luo , Yinghong Zhang , Zhiqiang Bai , Yuesheng Zhu

Blockchains enables tamper-proof, ordered logging for transactional data in a decentralized manner over open-access, overlay peer-to-peer networks. In this paper, we propose a decentralized framework of proactive caching in a hierarchical…

Networking and Internet Architecture · Computer Science 2018-01-24 Wenbo Wang , Dusit Niyato , Ping Wang , Amir Leshem

Financial markets have evolved over centuries, and exchanges have converged to rely on the order book mechanism for market making. Latency on the blockchain, however, has prevented decentralized exchanges (DEXes) from utilizing the order…

Pricing of Securities · Quantitative Finance 2022-11-11 Lioba Heimbach , Eric Schertenleib , Roger Wattenhofer