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We develop a mixed control framework that combines absolutely continuous controls with impulse interventions subject to stochastic execution delays. The model extends current impulse control formulations by allowing (i) the controller to…

Trading and Market Microstructure · Quantitative Finance 2026-02-20 Philippe Bergault , Yadh Hafsi , Leandro Sánchez-Betancourt

DEX, or decentralized exchange, is a prominent class of decentralized finance (DeFi) applications on blockchains, attracting a total locked value worth tens of billions of USD today. This paper presents the first large-scale empirical study…

Cryptography and Security · Computer Science 2024-01-23 Jiaqi Chen , Yibo Wang , Yuxuan Zhou , Wanning Ding , Yuzhe Tang , XiaoFeng Wang , Kai Li

Decentralized Exchanges (DEXes) enable users to create markets for exchanging any pair of cryptocurrencies. The direct exchange rate of two tokens may not match the cross-exchange rate in the market, and such price discrepancies open up…

Trading and Market Microstructure · Quantitative Finance 2022-01-17 Ye Wang , Yan Chen , Haotian Wu , Liyi Zhou , Shuiguang Deng , Roger Wattenhofer

As the blockchain ecosystem grows and diversifies, seamless interoperability between blockchain networks has become essential. Interoperability not only enhances the usability and reach of individual chains but also fosters collaboration,…

Cryptography and Security · Computer Science 2024-12-02 Ke Liang

The development of blockchain technologies has enabled the trustless execution of so-called smart contracts, i.e. programs that regulate the exchange of assets (e.g., cryptocurrency) between users. In a decentralized blockchain, the state…

Programming Languages · Computer Science 2020-04-28 Massimo Bartoletti , Letterio Galletta , Maurizio Murgia

Decentralized blockchain platforms have enabled the secure exchange of crypto-assets without the intermediation of trusted authorities. To this purpose, these platforms rely on a peer-to-peer network of byzantine nodes, which…

Cryptography and Security · Computer Science 2023-06-22 Massimo Bartoletti , Letterio Galletta , Maurizio Murgia

To enable high-performance and scalable blockchains, we need to step away from traditional consensus-based fully-replicated designs. One direction is to explore the usage of sharding in which we partition the managed dataset over many…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-08-12 Jelle Hellings , Daniel P. Hughes , Joshua Primero , Mohammad Sadoghi

The decentralized exchange (DEX) leverages smart contracts to trade digital assets for users on the blockchain. Developers usually develop several smart contracts into one project, implementing complex logic functions and multiple…

Software Engineering · Computer Science 2024-12-19 Zongwei Li , Wenkai Li , Xiaoqi Li , Yuqing Zhang

This paper presents Conflux, a fast, scalable and decentralized blockchain system that optimistically process concurrent blocks without discarding any as forks. The Conflux consensus protocol represents relationships between blocks as a…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-09-05 Chenxing Li , Peilun Li , Dong Zhou , Wei Xu , Fan Long , Andrew Yao

We analyze the market quality of centralized crypto exchanges (CEXs) and decentralized blockchain-based venues (DEXs) using a unique and comprehensive dataset. Focusing on two fundamental aspects, transaction costs and deviations from the…

Trading and Market Microstructure · Quantitative Finance 2024-09-16 Andrea Barbon , Angelo Ranaldo

Trading through decentralized exchanges (DEXs) has become crucial in today's blockchain ecosystem, enabling users to swap tokens efficiently and automatically. However, the capacity of miners to strategically order transactions has led to…

Computer Science and Game Theory · Computer Science 2023-09-25 Yuhao Li , Mengqian Zhang , Jichen Li , Elynn Chen , Xi Chen , Xiaotie Deng

Decentralized Exchanges (DEXs) are pivotal applications in the Decentralized Finance (DeFi) landscape, aiming to facilitate trustless cryptocurrency trading by relying on smart contracts and blockchain networks. The developments in the DEXs…

Computational Engineering, Finance, and Science · Computer Science 2024-11-05 Mohammad Ali Asef , Seyed Mojtaba Hosseini Bamakan

FastSet is a distributed protocol for decentralized finance and settlement, which is inspired from both actors and blockchains. Account holders cooperate by making claims, which can include payments, holding and transferring assets,…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-07-15 Xiaohong Chen , Grigore Rosu

The efficiency of decentralized exchanges (DEXs) and the influence of token routing algorithms on market performance and stakeholder outcomes remain underexplored. This paper introduces the concept of Standardized Total Arbitrage Profit…

Trading and Market Microstructure · Quantitative Finance 2025-08-06 Yu Zhang , Claudio J. Tessone

As an integral part of the decentralized finance (DeFi) ecosystem, decentralized exchanges (DEXs) with automated market maker (AMM) protocols have gained massive traction with the recently revived interest in blockchain and distributed…

Trading and Market Microstructure · Quantitative Finance 2023-03-16 Jiahua Xu , Krzysztof Paruch , Simon Cousaert , Yebo Feng

The blockchain technology empowers secure, trustless, and privacy-preserving trading with cryptocurrencies. However, existing blockchain-based trading platforms only support trading cryptocurrencies with digital assets (e.g., NFTs).…

Cryptography and Security · Computer Science 2022-06-16 Shuhao Zheng , Junliang Luo , Erqun Dong , Can Chen , Xue Liu

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

One of the main bottlenecks of blockchains is smart contract execution. To increase throughput, modern blockchains try to execute transactions in parallel. Unfortunately, however, common blockchain use cases introduce read-write conflicts…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-13 George Mitenkov , Igor Kabiljo , Zekun Li , Alexander Spiegelman , Satyanarayana Vusirikala , Zhuolun Xiang , Aleksandar Zlateski , Nuno P. Lopes , Rati Gelashvili

Inspired by Bitcoin, many different kinds of cryptocurrencies based on blockchain technology have turned up on the market. Due to the special structure of the blockchain, it has been deemed impossible to directly trade between traditional…

Cryptography and Security · Computer Science 2020-05-08 Hangyu Tian , Kaiping Xue , Shaohua Li , Jie Xu , Jianqing Liu , Jun Zhao

Sidechain techniques improve blockchain scalability and interoperability, providing decentralized exchange and cross-chain collaboration solutions for Internet of Things (IoT) data across various domains. However, current state-of-the-art…

Cryptography and Security · Computer Science 2024-12-18 Lingxiao Yang , Xuewen Dong , Zhiguo Wan , Sheng Gao , Wei Tong , Di Lu , Yulong Shen , Xiaojiang Du