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Resolves high-severity review findings: anachronistic dates aligned to citation floors; arithmetic corrected to match formulas; internal contradictions collapsed to the body-supported value; LP self-references aligned to filenames; liquidity-surface repo paths scrubbed; AI-slop trimmed. PDFs rebuilt separately.
78 lines
2.7 KiB
TeX
78 lines
2.7 KiB
TeX
\documentclass[11pt,letterpaper]{article}
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\usepackage{../shared/hanzocover}
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\usepackage[utf8]{inputenc}
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\usepackage[T1]{fontenc}
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\usepackage{amsmath,amssymb,amsfonts,amsthm}
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\usepackage{mathtools}
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\usepackage{graphicx}
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\usepackage{booktabs}
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\usepackage{hyperref}
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\usepackage{enumitem}
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\usepackage{algorithm}
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\usepackage{algorithmic}
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\usepackage{xcolor}
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\usepackage{listings}
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\usepackage{tikz}
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\usepackage{float}
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\usepackage{array}
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\usepackage{multirow}
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\input{../shared/lstlang}
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\hypersetup{colorlinks=true,linkcolor=black,citecolor=blue,urlcolor=blue}
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\lstset{
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basicstyle=\ttfamily\scriptsize,
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breaklines=true,
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frame=single,
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numbers=left,
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numberstyle=\tiny\color{gray},
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keywordstyle=\color{blue!70!black}\bfseries,
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commentstyle=\color{green!50!black}\itshape,
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stringstyle=\color{red!60!black},
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showstringspaces=false,
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}
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\newtheorem{theorem}{Theorem}
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\newtheorem{lemma}[theorem]{Lemma}
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\newtheorem{proposition}[theorem]{Proposition}
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\newtheorem{corollary}[theorem]{Corollary}
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\newtheorem{definition}{Definition}
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\newtheorem{remark}{Remark}
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\title{Lightspeed DEX: High-Frequency Trading at the Speed of Light}
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\author{
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Zach Kelling\thanks{Corresponding author: [email protected]}\\
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\textit{Lux Industries, Inc.}\\
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\texttt{[email protected]}
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}
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\date{2024}
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\begin{document}
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\hanzocoverpage
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\begin{abstract}
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We present \textbf{Lightspeed DEX}, a decentralized exchange optimized for high-frequency trading (HFT) with sub-millisecond execution latency. By co-locating validators with financial data centers, implementing \textbf{deterministic finality in 10\,ms} (GPU BLS), and leveraging Lux's multi-consensus architecture for parallel order execution, we achieve performance exceeding centralized exchanges while maintaining full decentralization. Our protocol introduces \textbf{light-speed arbitrage protection}, \textbf{MEV-resistant order routing}, and \textbf{atomic cross-chain swaps} with $<$500ms settlement. With a 1\,B gas block limit and GPU-accelerated order matching, benchmarks demonstrate \textbf{434 million orders/second} throughput with 99.99\% uptime, making Lux the first blockchain capable of institutional-grade HFT.
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\textbf{Keywords}: decentralized exchange, high-frequency trading, order matching, MEV resistance, cross-chain liquidity
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\end{abstract}
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\input{sections/01-introduction}
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\input{sections/02-architecture}
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\input{sections/03-mev-resistance}
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\input{sections/04-cross-chain-swaps}
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\input{sections/05-uniswap-v4-native-precompile}
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\input{sections/06-performance-optimizations}
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\input{sections/07-security}
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\input{sections/08-benchmarks}
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\input{sections/09-economic-model}
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\input{sections/10-related-work}
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\input{sections/11-future-work}
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\input{sections/12-conclusion}
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\input{sections/99-acknowledgments}
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\end{document}
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