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High-Frequency Trading on Decentralized On-Chain Exchanges

High-Frequency Trading on Decentralized On-Chain Exchanges

29 September 2020
Liyi Zhou
Kaihua Qin
C. F. Torres
D. Le
Arthur Gervais
    AAML
ArXiv (abs)PDFHTML

Papers citing "High-Frequency Trading on Decentralized On-Chain Exchanges"

50 / 74 papers shown
Certifying optimal MEV strategies with Lean
Certifying optimal MEV strategies with Lean
Massimo Bartoletti
R. Marchesin
R. Zunino
AAML
144
2
0
16 Oct 2025
Ordered Consensus with Equal Opportunity
Ordered Consensus with Equal Opportunity
Yunhao Zhang
Haobin Ni
Soumya Basu
Shir Cohen
Maofan Yin
Lorenzo Alvisi
R. van Renesse
Qi Chen
Lidong Zhou
161
1
0
11 Sep 2025
LMAE4Eth: Generalizable and Robust Ethereum Fraud Detection by Exploring Transaction Semantics and Masked Graph Embedding
LMAE4Eth: Generalizable and Robust Ethereum Fraud Detection by Exploring Transaction Semantics and Masked Graph EmbeddingIEEE Transactions on Information Forensics and Security (TIFS), 2025
Yifan Jia
Yanbin Wang
Jianguo Sun
Ye Tian
Peng Qian
201
6
0
04 Sep 2025
Differentially Private aggregate hints in mev-share
Differentially Private aggregate hints in mev-share
Jonathan Passerat-Palmbach
Sarisht Wadhwa
FedML
209
1
0
19 Aug 2025
Measuring CEX-DEX Extracted Value and Searcher Profitability: The Darkest of the MEV Dark Forest
Measuring CEX-DEX Extracted Value and Searcher Profitability: The Darkest of the MEV Dark ForestConference on Advances in Financial Technologies (AFT), 2025
Fei Wu
Danning Sui
Thomas Thiery
Mallesh Pai
283
11
0
17 Jul 2025
AI Agent Smart Contract Exploit Generation
AI Agent Smart Contract Exploit Generation
Arthur Gervais
Liyi Zhou
LLMAG
496
7
0
08 Jul 2025
Insecurity Through Obscurity: Veiled Vulnerabilities in Closed-Source Contracts
Insecurity Through Obscurity: Veiled Vulnerabilities in Closed-Source Contracts
Sen Yang
Kaihua Qin
Aviv Yaish
Fan Zhang
293
2
0
18 Apr 2025
Role-Selection Game in Block Production under Proposer-Builder Separation
Role-Selection Game in Block Production under Proposer-Builder SeparationInternational Conference on Blockchain (ICB), 2025
Yanzhen Li
Zining Wang
286
0
0
19 Mar 2025
Detecting Various DeFi Price Manipulations with LLM Reasoning
Detecting Various DeFi Price Manipulations with LLM Reasoning
Juantao Zhong
Daoyuan Wu
Ye Liu
Maoyi Xie
Yang Liu
Yi Li
Ning Liu
AAML
417
4
0
17 Feb 2025
Pioplat: A Scalable, Low-Cost Framework for Latency Reduction in
  Ethereum Blockchain
Pioplat: A Scalable, Low-Cost Framework for Latency Reduction in Ethereum Blockchain
Ke Wang
Qiao Wang
Yue Li
Zhi Guan
Zhong Chen
318
0
0
11 Dec 2024
SoK: Consensus for Fair Message Ordering
SoK: Consensus for Fair Message Ordering
Zhuolun Li
Evangelos Pournaras
225
5
0
15 Nov 2024
RediSwap: MEV Redistribution Mechanism for CFMMs
RediSwap: MEV Redistribution Mechanism for CFMMs
Hao Fei
Sen Yang
Fan Zhang
198
7
0
24 Oct 2024
BRC20 Pinning Attack
BRC20 Pinning Attack
Minfeng Qi
Qin Wang
Zhipeng Wang
Lin Zhong
Zhixiong Gao
Tianqing Zhu
Shiping Chen
William Knottenbelt
AAML
290
1
0
15 Oct 2024
Count of Monte Crypto: Accounting-based Defenses for Cross-Chain Bridges
Count of Monte Crypto: Accounting-based Defenses for Cross-Chain Bridges
Enze Liu
Elisa Luo
Jian Chen Yan
Katherine Izhikevich
Stewart Grant
Deian Stefan
G. Voelker
Stefan Savage
367
0
0
01 Oct 2024
Ethereum Fraud Detection via Joint Transaction Language Model and Graph Representation Learning
Ethereum Fraud Detection via Joint Transaction Language Model and Graph Representation LearningInformation Fusion (Inf. Fusion), 2024
Yifan Jia
Yanbin Wang
Jianguo Sun
Yiwei Liu
Zhang Sheng
Ye Tian
476
31
0
09 Sep 2024
BriDe Arbitrager: Enhancing Arbitrage in Ethereum 2.0 via
  Bribery-enabled Delayed Block Production
BriDe Arbitrager: Enhancing Arbitrage in Ethereum 2.0 via Bribery-enabled Delayed Block Production
Hulin Yang
Mingzhe Li
Jin Zhang
Alia Asheralieva
Qingsong Wei
Siow Mong Rick Goh
260
1
0
11 Jul 2024
DL-Chain: Scalable and Stable Blockchain Sharding with High Concurrency
  via Dual-Layer Consensus
DL-Chain: Scalable and Stable Blockchain Sharding with High Concurrency via Dual-Layer Consensus
You Lin
Mingzhe Li
Qingsong Wei
Yong Liu
Siow Mong Rick Goh
Jin Zhang
AI4CE
330
2
0
09 Jul 2024
DeFiGuard: A Price Manipulation Detection Service in DeFi using Graph
  Neural Networks
DeFiGuard: A Price Manipulation Detection Service in DeFi using Graph Neural Networks
Dabao Wang
Bang Wu
Xingliang Yuan
Lei Wu
Yajin Zhou
Helei Cui
209
4
0
17 Jun 2024
GasTrace: Detecting Sandwich Attack Malicious Accounts in Ethereum
GasTrace: Detecting Sandwich Attack Malicious Accounts in Ethereum
Zekai Liu
Xiaoqi Li
Hongli Peng
Wenkai Li
327
31
0
30 May 2024
Remeasuring the Arbitrage and Sandwich Attacks of Maximal Extractable
  Value in Ethereum
Remeasuring the Arbitrage and Sandwich Attacks of Maximal Extractable Value in Ethereum
Tianyang Chi
Ningyu He
Xiaohui Hu
Haoyu Wang
380
11
0
28 May 2024
Decentralization of Ethereum's Builder Market
Decentralization of Ethereum's Builder Market
Sen Yang
Kartik Nayak
Fan Zhang
550
36
0
02 May 2024
Mechanism Design for Automated Market Makers
Mechanism Design for Automated Market Makers
T-H. Hubert Chan
Ke Wu
E. Shi
AIFin
340
3
0
14 Feb 2024
Playing the MEV Game on a First-Come-First-Served Blockchain
Playing the MEV Game on a First-Come-First-Served BlockchainInternational Conference on Blockchain (ICB), 2024
Burak Öz
Jonas Gebele
Parshant Singh
Bruno Mazorra
Florian Matthes
259
5
0
15 Jan 2024
Demystifying DeFi MEV Activities in Flashbots Bundle
Demystifying DeFi MEV Activities in Flashbots BundleConference on Computer and Communications Security (CCS), 2023
Zihao Li
Jianfeng Li
Zheyuan He
Xiapu Luo
Ting Wang
Xiaoze Ni
Wenwu Yang
Xi Chen
Ting Chen
MoE
320
50
0
02 Dec 2023
Survey on Quality Assurance of Smart Contracts
Survey on Quality Assurance of Smart ContractsACM Computing Surveys (ACM Comput. Surv.), 2023
Zhiyuan Wei
Jing Sun
Zijian Zhang
Xianhao Zhang
Xiaoxuan Yang
Liehuang Zhu
380
24
0
01 Nov 2023
Unmasking Role-Play Attack Strategies in Exploiting Decentralized
  Finance (DeFi) Systems
Unmasking Role-Play Attack Strategies in Exploiting Decentralized Finance (DeFi) Systems
Weilin Li
Yu Yang
Chenyu Li
Heying Chen
Taiyu Wong
Pengyu Sun
Yufei Yu
Chao Zhang
AAML
339
3
0
02 Oct 2023
Towards a Theory of Maximal Extractable Value II: Uncertainty
Towards a Theory of Maximal Extractable Value II: Uncertainty
Tarun Chitra
316
4
0
25 Sep 2023
Don't Let MEV Slip: The Costs of Swapping on the Uniswap Protocol
Don't Let MEV Slip: The Costs of Swapping on the Uniswap ProtocolFinancial Cryptography (FC), 2023
A. Adams
Benjamin Y. Chan
Sarit Markovich
Xinming Wan
362
13
0
24 Sep 2023
Why Trick Me: The Honeypot Traps on Decentralized Exchanges
Why Trick Me: The Honeypot Traps on Decentralized Exchanges
Rundong Gan
Le Wang
Xiaodong Lin
288
13
0
23 Sep 2023
Cryptocurrency in the Aftermath: Unveiling the Impact of the SVB
  Collapse
Cryptocurrency in the Aftermath: Unveiling the Impact of the SVB CollapseIEEE Transactions on Computational Social Systems (IEEE TCSS), 2023
Qin Wang
Guangsheng Yu
Shiping Chen
252
8
0
15 Sep 2023
Empirical Review of Smart Contract and DeFi Security: Vulnerability
  Detection and Automated Repair
Empirical Review of Smart Contract and DeFi Security: Vulnerability Detection and Automated Repair
Peng Qian
Rui Cao
Zhenguang Liu
Wenqing Li
Ming Li
Lun Zhang
Yufeng Xu
Jianhai Chen
Qinming He
405
17
0
05 Sep 2023
Time Moves Faster When There is Nothing You Anticipate: The Role of Time
  in MEV Rewards
Time Moves Faster When There is Nothing You Anticipate: The Role of Time in MEV Rewards
Burak Öz
Benjamin Kraner
Nicoló Vallarano
B. Kruger
Florian Matthes
Claudio J. Tessone
321
32
0
11 Jul 2023
Do you still need a manual smart contract audit?
Do you still need a manual smart contract audit?
Isaac David
Liyi Zhou
Kaihua Qin
Basel Alomair
Lorenzo Cavallaro
Arthur Gervais
417
86
0
21 Jun 2023
Front-running Attack in Sharded Blockchains and Fair Cross-shard
  Consensus
Front-running Attack in Sharded Blockchains and Fair Cross-shard ConsensusNetwork and Distributed System Security Symposium (NDSS), 2023
Jianting Zhang
Wuhui Chen
Sifu Luo
Tiantian Gong
Zicong Hong
Aniket Kate
277
15
0
09 Jun 2023
Blockchain Censorship
Blockchain CensorshipThe Web Conference (WWW), 2023
Anton Wahrstatter
Jens Ernstberger
Aviv Yaish
Liyi Zhou
Kaihua Qin
...
Sebastian Steinhorst
D. Svetinovic
Nicolas Christin
Mikołaj Barczentewicz
Arthur Gervais
286
55
0
29 May 2023
Unraveling the MEV Enigma: ABI-Free Detection Model using Graph Neural
  Networks
Unraveling the MEV Enigma: ABI-Free Detection Model using Graph Neural NetworksFuture generations computer systems (FGCS), 2023
Seongwan Park
Woo-Kyoung Jeong
Yunyoung Lee
B. Son
H. Jang
Jaewook Lee
211
13
0
10 May 2023
Blockchain Large Language Models
Blockchain Large Language ModelsIACR Cryptology ePrint Archive (IACR ePrint), 2023
Y. Gai
Liyi Zhou
Kaihua Qin
Basel Alomair
Arthur Gervais
291
39
0
25 Apr 2023
Chop Chop: Byzantine Atomic Broadcast to the Network Limit
Chop Chop: Byzantine Atomic Broadcast to the Network LimitUSENIX Symposium on Operating Systems Design and Implementation (OSDI), 2023
Martina Camaioni
R. Guerraoui
M. Monti
Pierre-Louis Roman
M. Vidigueira
Gauthier Voron
409
10
0
14 Apr 2023
Smart Contract and DeFi Security Tools: Do They Meet the Needs of
  Practitioners?
Smart Contract and DeFi Security Tools: Do They Meet the Needs of Practitioners?International Conference on Software Engineering (ICSE), 2023
Stefanos Chaliasos
Marcos Antonios Charalambous
Liyi Zhou
R. Galanopoulou
Arthur Gervais
Dimitris Mitropoulos
B. Livshits
290
80
0
06 Apr 2023
The Blockchain Imitation Game
The Blockchain Imitation Game
Kaihua Qin
Stefanos Chaliasos
Liyi Zhou
B. Livshits
Basel Alomair
Arthur Gervais
AAML
335
36
0
31 Mar 2023
Dissecting Bitcoin and Ethereum Transactions: On the Lack of Transaction
  Contention and Prioritization Transparency in Blockchains
Dissecting Bitcoin and Ethereum Transactions: On the Lack of Transaction Contention and Prioritization Transparency in BlockchainsFinancial Cryptography (FC), 2023
Johnnatan Messias
Vabuk Pahari
B. Chandrasekaran
Krishna P. Gummadi
Patrick Loiseau
209
12
0
14 Feb 2023
Short Squeeze in DeFi Lending Market: Decentralization in Jeopardy?
Short Squeeze in DeFi Lending Market: Decentralization in Jeopardy?
Lioba Heimbach
Eric Schertenleib
Roger Wattenhofer
316
7
0
08 Feb 2023
SoK: MEV Countermeasures: Theory and Practice
SoK: MEV Countermeasures: Theory and Practice
Sen Yang
Fan Zhang
Ken L. Huang
Xinyu Chen
You-Hsiang Yang
Feng Zhu
385
34
0
09 Dec 2022
SurferMonkey: A Decentralized Anonymous Blockchain Intercommunication
  System via Zero Knowledge Proofs
SurferMonkey: A Decentralized Anonymous Blockchain Intercommunication System via Zero Knowledge Proofs
Miguel Díaz Montiel
R. Guerraoui
Pierre-Louis Roman
158
1
0
24 Oct 2022
Credible Decentralized Exchange Design via Verifiable Sequencing Rules
Credible Decentralized Exchange Design via Verifiable Sequencing RulesSymposium on the Theory of Computing (STOC), 2022
Matheus V. X. Ferreira
David C. Parkes
281
51
0
30 Sep 2022
Towards a Theory of Maximal Extractable Value I: Constant Function
  Market Makers
Towards a Theory of Maximal Extractable Value I: Constant Function Market Makers
Kshitij Kulkarni
Theo Diamandis
Tarun Chitra
350
42
0
24 Jul 2022
Penny Wise and Pound Foolish: Quantifying the Risk of Unlimited Approval
  of ERC20 Tokens on Ethereum
Penny Wise and Pound Foolish: Quantifying the Risk of Unlimited Approval of ERC20 Tokens on EthereumInternational Symposium on Recent Advances in Intrusion Detection (RAID), 2022
Dabao Wang
Hang Feng
Siwei Wu
Yajin Zhou
Lei Wu
Lizhen Qu
216
18
0
05 Jul 2022
A Survey of DeFi Security: Challenges and Opportunities
A Survey of DeFi Security: Challenges and OpportunitiesJournal of King Saud University: Computer and Information Sciences (JSUCIS), 2022
Wenkai Li
Jiuyang Bu
Xiaoqi Li
Hongli Peng
Yuanzheng Niu
Xianyi Chen
443
55
0
23 Jun 2022
A Flash(bot) in the Pan: Measuring Maximal Extractable Value in Private
  Pools
A Flash(bot) in the Pan: Measuring Maximal Extractable Value in Private PoolsACM/SIGCOMM Internet Measurement Conference (IMC), 2022
Ben Weintraub
C. F. Torres
Cristina Nita-Rotaru
R. State
MoE
223
117
0
08 Jun 2022
Frontrunning Block Attack in PoA Clique: A Case Study
Frontrunning Block Attack in PoA Clique: A Case StudyInternational Conference on Blockchain (ICB), 2022
Xinrui Zhang
Qin Wang
Rujia Li
Qi Wang
237
8
0
20 May 2022
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