mirror of
https://github.com/lux-apps/papers.git
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zeekay
dd93cb41f7
Sweep across the non-Tier-1 paper catalogue (Tier-1 owned by parallel
agent and excluded). All 113 processed papers already had luxcover
wired up; this commit fixes 14 build breakers and produces fresh
PDFs across the catalogue.
Fixes:
- lux-blockchain-scaling-laws: em-dash inside lstlisting -> --
- lux-corona-pq: stale \input pointing at 03-the-corona-scheme renamed
to 03-the-corona-scheme (file already renamed on disk)
- lux-lattice-cryptography-primer: same Corona->Corona rename
- lux-formal-verification-lean4: Lean source uses unicode (×, ∀, ∃, ∈,
∧, ∨, ∩, ≠, ⟨, ⟩, ·, ¬) inside lstlistings. Added a literate map
so listings render the math glyphs without UTF-8 fault.
- lux-id-did-specification: ✓/✗ in tabular replaced with \ding{51}
/ \ding{55} (pifont). Added pifont package.
- lux-ntt-simd-implementation: middle-dot in Go assembly listings;
added literate {·}{\textperiodcentered}.
- lux-ntt-transform: μ, ×, –, — in regular text (no T1 fontenc).
Replaced with $\mu$/$\times$/--/--- via unicode->latex sweep.
- lux-perpetuals-derivatives, lux-quantum-consensus,
lux-quasar-consensus, lux-tee-computing-mesh: same unicode->latex
sweep across body text. Also fixed broken math segment
`$L_{avg} = 10$\times$$` -> `$L_{avg} = 10\times$`.
- lux-zchain: emoji glyphs in roadmap table replaced with
parenthetical text.
- lux-triple-proof-consensus: dropped duplicate \usepackage{geometry}
that clashed with luxcover (geometry option clash).
- pq: defined missing \Rq macro.
PDFs rebuilt for the full Tier-2/3 set.
Excluded (Tier-1, parallel agent): lp-073-pulsar, lp-stricte2epq,
dag-evm-formal, lp-010-quasar-stm-{3,4}, lp-020-quasar-consensus,
lux-institutional-custody, lux-nist-mptc-submission, pqsafe-il5,
pq-rns, plus shared/ and lps/.
74 lines
3.1 KiB
TeX
74 lines
3.1 KiB
TeX
\documentclass[11pt,a4paper]{article}
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\usepackage{../shared/luxcover}
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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{graphicx}
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\usepackage{hyperref}
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\usepackage{booktabs}
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\usepackage{algorithm}
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\usepackage{algpseudocode}
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\usepackage{listings}
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\usepackage{xcolor}
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\usepackage{tikz}
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\usepackage{float}
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\usepackage{enumitem}
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\usepackage{array}
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\usepackage{multirow}
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\input{../shared/lstlang}
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\usetikzlibrary{arrows.meta,positioning,shapes.geometric,fit}
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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{definition}{Definition}
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\newtheorem{proposition}[theorem]{Proposition}
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\newtheorem{remark}{Remark}
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\title{Smart Order Routing for Digital Securities:\\Multi-Provider Execution on Lux Network}
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\author{
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Zach Kelling\thanks{Corresponding author: [email protected]}\\
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\textit{Lux Partners}\\
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\textit{A subsidiary of Hanzo Industries Inc}\\
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\texttt{[email protected]}
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}
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\date{2025}
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\begin{document}
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\luxcoverpage
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\begin{abstract}
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We present the smart order routing (SOR) system for the Lux ATS, a broker-dealer component that routes digital securities orders across 16 execution providers to achieve best execution under SEC Regulation NMS and FINRA Rule 5310. The router is implemented in Go on Hanzo Base and integrates with traditional equity venues (Alpaca, Interactive Brokers), digital securities ATS platforms, and the on-chain Lux DEX VM for native order matching. This work extends the \texttt{exchange-sdk} originally developed at Arca (2018) for digital securities trading, adding multi-venue routing, compliance-aware execution, and atomic settlement on Lux EVM. Orders are serialized using the ZAP binary wire protocol for sub-millisecond transmission latency. The router implements a constrained optimization that maximizes execution quality (price improvement, fill rate, speed) subject to compliance constraints (transfer restrictions, jurisdictional rules, accreditation requirements). We formalize the best execution obligation as a multi-objective optimization problem, prove that the greedy allocation algorithm achieves a 2-approximation of the optimal solution, and present benchmarks showing median order-to-fill latency of 12ms for on-chain venues and 45ms for traditional equity providers.
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\end{abstract}
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\input{sections/01-introduction}
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\input{sections/02-provider-landscape}
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\input{sections/03-best-execution-model}
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\input{sections/04-on-chain-execution-lux-dex-vm}
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\input{sections/05-traditional-venue-integration}
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\input{sections/06-zap-wire-protocol}
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\input{sections/07-compliance-aware-routing}
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\input{sections/08-order-matching-priority}
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\input{sections/09-market-data-aggregation}
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\input{sections/10-performance}
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\input{sections/11-regulatory-compliance}
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\input{sections/99-conclusion}
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\end{document}
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