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Analysis and Investigation of Miner Extractable Value in Constant Product Market Makers with Random Ordering
Jadidi Amir Hossein | 2023
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- Type of Document: M.Sc. Thesis
- Language: Farsi
- Document No: 56736 (05)
- University: Sharif University of Technology
- Department: Electrical Engineering
- Advisor(s): Maddah Ali, Mohammad Ali; Tefagh, Mojtaba
- Abstract:
- Blockchain technology presents a decentralized management structure designed to cater to various needs, such as decentralization and the elimination of single points of failure. With the evolution of blockchain technology, smart contracts have emerged as a remarkable platform for facilitating financial activities in a decentralized manner. Among the different types of smart contracts, decentralized exchanges stand out by their absence of a central authority overseeing user transactions. This lack of a central oversight exposes users of such exchanges to potential attacks from malicious entities. A key challenge faced by these exchanges is the concept of Miner Extractable Value. Miner extractable value pertains to the potential gain achieved through the manipulation of transactions, which includes actions like reordering, inserting, and excluding transactions. This manipulation benefits miners directly and other network participants (including both automated systems and users) indirectly. However, this issue doesn’t invariably undermine the network; in certain instances, it can even contribute to network stability. Hence, we categorize miner extractable value into two types: beneficial and harmful. In this thesis we first introduce a decentralized methodology accompanied by an implementation algorithm. This method focuses on randomizing the execution sequence of transactions within a block concerning a decentralized exchange. Subsequently, we provide a mathematical proof demonstrating how this randomized sequencing removes the incentive for executing harmful miner extractable value scenarios for miners, adversary robots, or users. Additionally, it encourages the execution of beneficial scenarios, ultimately fostering stability and equilibrium within the blockchain network
- Keywords:
- Randomization ; Decentralized Exchanges (DEX) ; Automated Market Makers (AMM) ; Sandwich Attack ; Miner Extractable Value (MEV) ; Random Oracle Model
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