动态 AMM 中的多区块 MEV 机遇与保护

Matthew Willetts, Christian Harrington
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引用次数: 0

摘要

恒定函数做市商中的最大可提取价值(MEV)已被广泛了解。在流动性增强工具(LBPs)、时间函数做市商(TFMMs)和复制做市商(RMMs)中发现的动态权重是否会引入新的攻击向量?本文探讨了区块间权重变化如何类似于交易,并可能导致多区块 MEV 攻击。本文分析了防范这种新攻击向量所需的新的区块间保护措施。我们还进行了大量的数字模拟,超过 4.5 亿个潜在的攻击场景,显示了成功的攻击和成功的防御。
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Multiblock MEV opportunities & protections in dynamic AMMs
Maximal Extractable Value (MEV) in Constant Function Market Making is fairly well understood. Does having dynamic weights, as found in liquidity boostrap pools (LBPs), Temporal-function market makers (TFMMs), and Replicating market makers (RMMs), introduce new attack vectors? In this paper we explore how inter-block weight changes can be analogous to trades, and can potentially lead to a multi-block MEV attack. New inter-block protections required to guard against this new attack vector are analysed. We also carry our a raft of numerical simulations, more than 450 million potential attack scenarios, showing both successful attacks and successful defense.
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