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We develop a new market-making model, from the ground up, which is tailored towards high-frequency trading under a limit order book (LOB), based on the well-known classification of order types in market microstructure. Our flexible…

Trading and Market Microstructure · Quantitative Finance 2020-01-31 Baron Law , Frederi Viens

Traditional blockchain design gives miners or validators full control over transaction ordering, i.e., they can freely choose which transactions to include or exclude, as well as in which order. While not an issue initially, the emergence…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-12-19 Andrei Constantinescu , Diana Ghinea , Lioba Heimbach , Zilin Wang , Roger Wattenhofer

In this paper, we present a pricing mechanism that aligns incentives of agents who exchange resources on a decentralized ledger with the goal of maximizing transaction throughput. Subdividing a blockchain ledger into shards promises to…

Systems and Control · Electrical Eng. & Systems 2020-09-02 James R. Riehl , Jonathan Ward

Liquid staking has become the largest category of decentralized finance protocols in terms of total value locked. However, few studies exist on its implementation designs or underlying risks. The liquid staking protocols allow for earning…

Cryptography and Security · Computer Science 2024-01-30 Krzysztof Gogol , Benjamin Kraner , Malte Schlosser , Tao Yan , Claudio Tessone , Burkhard Stiller

Decentralized exchanges (DEXs) face persistent challenges in liquidity retention and user engagement due to inefficiencies in conventional automated market maker (AMM) designs. This work proposes a dual-mechanism framework to address these…

Trading and Market Microstructure · Quantitative Finance 2025-02-28 CY Yan , Steve Keol , Xo Co , Nate Leung

We present a formal framework for the aggregation of financial markets mediated by arbitrage. Our main tool is to characterize markets via utility functions and to employ a one-to-one correspondence to limit order book states. Inspired by…

Mathematical Finance · Quantitative Finance 2024-09-10 Georg Menz , Moritz Voß

Automated market makers with concentrated liquidity capabilities are programmable at the tick level. The maximization of earned fees, plus depreciated reserves, is a convex optimization problem whose vector solution gives the best provision…

Portfolio Management · Quantitative Finance 2024-05-30 Corinne Powers

An automated market maker (AMM) provides a method for creating a decentralized exchange on the blockchain. For this purpose, individual investors lend liquidity to the AMM pool in exchange for a stream of fees earned from its operations as…

Mathematical Finance · Quantitative Finance 2025-09-30 Maxim Bichuch , Zachary Feinstein

Prediction markets have gained adoption as on-chain mechanisms for aggregating information, with platforms such as Polymarket demonstrating demand for stablecoin-denominated markets. However, denominating in non-interest-bearing stablecoins…

Trading and Market Microstructure · Quantitative Finance 2025-09-16 Fedor Shabashev

We address the liquidation problem arising from the credit risk management in decentralised finance (DeFi) by formulating it as an ergodic optimal control problem. In decentralised derivatives exchanges, liquidation is triggered whenever…

Trading and Market Microstructure · Quantitative Finance 2024-12-02 Jialun Cao , David Šiška

The rise of Ethereum and other blockchains that support smart contracts has led to the creation of decentralized exchanges (DEXs), such as Uniswap, Balancer, Curve, mStable, and SushiSwap, which enable agents to trade cryptocurrencies…

Optimization and Control · Mathematics 2021-07-28 Guillermo Angeris , Akshay Agrawal , Alex Evans , Tarun Chitra , Stephen Boyd

We consider a broker who has to place a large order which consumes a sizable part of average daily trading volume. The broker's aim is thus to minimize execution costs he incurs from the adverse impact of his trades on market prices. By…

Trading and Market Microstructure · Quantitative Finance 2013-10-14 Peter Bank , Antje Fruth

Mechanisms for decentralized finance on blockchains suffer from various problems, including suboptimal price execution for users, latency, and a worse user experience compared to their centralized counterparts. Recently, off-chain…

Computer Science and Game Theory · Computer Science 2024-03-07 Tarun Chitra , Kshitij Kulkarni , Mallesh Pai , Theo Diamandis

Concentrated liquidity automated market makers (AMMs), such as Uniswap v3, enable liquidity providers (LPs) to earn liquidity rewards by depositing tokens into liquidity pools. However, LPs often face significant financial losses driven by…

Trading and Market Microstructure · Quantitative Finance 2025-04-24 Simon Caspar Zeller , Paul-Niklas Ken Kandora , Daniel Kirste , Niclas Kannengießer , Steffen Rebennack , Ali Sunyaev

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

Multifractality is a concept that helps compactly grasping the most essential features of the financial dynamics. In its fully developed form, this concept applies to essentially all mature financial markets and even to more liquid…

Statistical Finance · Quantitative Finance 2024-11-15 Marcin Wątorek , Marcin Królczyk , Jarosław Kwapień , Tomasz Stanisz , Stanisław Drożdż

We provide an explicit characterization of the optimal market making strategy in a discrete-time Limit Order Book (LOB). In our model, the number of filled orders during each period depends linearly on the distance between the fundamental…

Trading and Market Microstructure · Quantitative Finance 2021-01-11 Agostino Capponi , José E. Figueroa-López , Chuyi Yu

Automated market makers (AMMs) have emerged as the dominant market mechanism for trading on decentralized exchanges implemented on blockchains. This paper presents a single mechanism that targets two important unsolved problems for AMMs:…

Trading and Market Microstructure · Quantitative Finance 2025-02-13 Austin Adams , Ciamac C. Moallemi , Sara Reynolds , Dan Robinson

Automated market makers (AMMs) are a new type of trading venues which are revolutionising the way market participants interact. At present, the majority of AMMs are constant function market makers (CFMMs) where a deterministic trading…

Trading and Market Microstructure · Quantitative Finance 2024-07-25 Marcello Monga

The growing electricity demand and use of smart appliances are placing pressure on power grids, making efficient energy management more important than ever. The existing energy management systems often prioritize system efficiency (balanced…

Multiagent Systems · Computer Science 2026-02-05 Rabiya Khalid , Evangelos Pournaras