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相关论文: Understanding the Security Risks of Decentralized …

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Decentralized Exchanges (DEXs) are now a significant component of the financial world where billions of dollars are traded daily. Differently from traditional markets, which are typically based on Limit Order Books, DEXs typically work as…

交易与市场微观结构 · 定量金融 2025-10-28 Daniele Maria Di Nosse , Federico Gatta , Fabrizio Lillo , Sebastian Jaimungal

Cryptoassets such as cryptocurrencies and tokens are increasingly traded on decentralized exchanges. The advantage for users is that the funds are not in custody of a centralized external entity. However, these exchanges are prone to…

密码学与安全 · 计算机科学 2021-02-16 Friedhelm Victor , Andrea Marie Weintraud

Fraud across the decentralized finance (DeFi) ecosystem is growing, with victims losing billions to DeFi scams every year. However, there is a disconnect between the reported value of these scams and associated legal prosecutions. We use…

密码学与安全 · 计算机科学 2023-05-29 Arianna Trozze , Toby Davies , Bennett Kleinberg

Much of the recent excitement around decentralized finance (DeFi) comes from hopes that DeFi can be a secure, private, less centralized alternative to traditional finance systems. However, people moving to DeFi sites in hopes of improving…

密码学与安全 · 计算机科学 2023-02-07 Philipp Winter , Anna Harbluk Lorimer , Peter Snyder , Benjamin Livshits

Decentralized finance, i.e., DeFi, has become the most popular type of application on many public blockchains (e.g., Ethereum) in recent years. Compared to the traditional finance, DeFi allows customers to flexibly participate in diverse…

密码学与安全 · 计算机科学 2021-03-05 Bin Wang , Han Liu , Chao Liu , Zhiqiang Yang , Qian Ren , Huixuan Zheng , Hong Lei

Many classical blockchains are known to have an embarrassingly low transaction throughput, down to Bitcoin's notorious seven transactions per second limit.Various proposals and implementations for increasing throughput emerged in the first…

密码学与安全 · 计算机科学 2023-03-08 Lioba Heimbach , Quentin Kniep , Yann Vonlanthen , Roger Wattenhofer

We present a measurement study on compositions of Decentralized Finance protocols, which aim to disrupt traditional finance and offer services on top of distributed ledgers, such as Ethereum. DeFi compositions may impact the development of…

密码学与安全 · 计算机科学 2022-10-03 Stefan Kitzler , Friedhelm Victor , Pietro Saggese , Bernhard Haslhofer

Decentralized finance (DeFi) markets spread across Layer-1 (L1) and Layer-2 (L2) blockchains rely on arbitrage to keep prices aligned. Today most price gaps are closed against centralized exchanges (CEXes), whose deep liquidity and fast…

Decentralized Finance (DeFi) is emerging as a peer-to-peer financial ecosystem, enabling participants to trade products on a permissionless blockchain. Built on blockchain and smart contracts, the DeFi ecosystem has experienced explosive…

密码学与安全 · 计算机科学 2023-09-07 Peng Qian , Rui Cao , Zhenguang Liu , Wenqing Li , Ming Li , Lun Zhang , Yufeng Xu , Jianhai Chen , Qinming He

Smart contracts led to the emergence of the decentralized finance (DeFi) marketplace within blockchain ecosystems, where diverse participants engage in financial activities. In traditional finance, there are possibilities to create values,…

密码学与安全 · 计算机科学 2024-06-21 Rasheed , Yash Chaurasia , Parth Desai , Sujit Gujar

We present the first in-depth empirical characterization of the costs of trading on a decentralized exchange (DEX). Using quoted prices from the Uniswap Labs interface for two pools -- USDC-ETH (5bps) and PEPE-ETH (30bps) -- we evaluate the…

密码学与安全 · 计算机科学 2024-04-18 Austin Adams , Benjamin Y Chan , Sarit Markovich , Xin Wan

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…

密码学与安全 · 计算机科学 2020-05-08 Hangyu Tian , Kaiping Xue , Shaohua Li , Jie Xu , Jianqing Liu , Jun Zhao

We present FairTraDEX, a decentralized exchange (DEX) protocol based on frequent batch auctions (FBAs), which provides formal game-theoretic guarantees against extractable value. FBAs when run by a trusted third-party provide unique…

计算机科学与博弈论 · 计算机科学 2022-08-05 Conor McMenamin , Vanesa Daza , Matthias Fitzi , Padraic O'Donoghue

As of August 2022, blockchain-based assets boast a combined market capitalisation exceeding one trillion USD, among which the most prominent are the decentralised autonomous organisation (DAO) tokens associated with decentralised finance…

综合经济学 · 经济学 2025-05-08 Teng Andrea Xu , Jiahua Xu , Kristof Lommers

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…

综合经济学 · 经济学 2023-12-04 Ziqiao Ao , Lin William Cong , Gergely Horvath , Luyao Zhang

In this paper, we analyze traders' behavior within both centralized exchanges (CEXs) and decentralized exchanges (DEXs), focusing on the volatility of Bitcoin prices and the trading activity of investors engaged in perpetual future…

交易与市场微观结构 · 定量金融 2024-04-26 Erdong Chen , Mengzhong Ma , Zixin Nie

Permissionless blockchains such as Bitcoin have excelled at financial services. Yet, opportunistic traders extract monetary value from the mesh of decentralized finance (DeFi) smart contracts through so-called blockchain extractable value…

密码学与安全 · 计算机科学 2021-12-13 Kaihua Qin , Liyi Zhou , Arthur Gervais

Financial markets are undergoing an unprecedented transformation. Technological advances have brought major improvements to the operations of financial services. While these advances promote improved accessibility and convenience,…

交易与市场微观结构 · 定量金融 2023-12-05 Agostino Capponi , Garud Iyengar , Jay Sethuraman

Decentralised exchanges (DEXs) have transformed trading by enabling trustless, permissionless transactions, yet they face significant challenges such as impermanent loss and slippage, which undermine profitability for liquidity providers…

交易与市场微观结构 · 定量金融 2025-04-10 Oliver Tronn Scott-Simons , Chris Colman , FrostByte

The rapid growth of Blockchain and Decentralized Finance (DeFi) has introduced new challenges and vulnerabilities that threaten the integrity and efficiency of the ecosystem. This study identifies critical issues such as Transaction Order…

密码学与安全 · 计算机科学 2025-03-11 Xiongfei Zhao , Hou-Wan Long , Zhengzhe Li , Jiangchuan Liu , Yain-Whar Si