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Bylines, paper authorship, correspondence addresses and the founder blurb under each post named an individual. They name the organisation that published the work instead: the brand on posts and pages, the research byline on papers, and research@ in place of a personal address. Both are what these repositories already used elsewhere — nothing new was coined. Co-authors are untouched. Where a paper named someone else alongside, they stay named; only the one byline changed. Bibliography entries, running heads, PDF metadata and affiliations move with it, so a citation still resolves to whoever the cited paper names. Sample and fixture data uses the placeholder name these tests already use elsewhere, so no assertion changed meaning.
109 lines
4.2 KiB
TeX
109 lines
4.2 KiB
TeX
\documentclass[11pt,letterpaper]{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{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{Lux Lightspeed DEX: High-Frequency Trading at the Speed of Light}
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\author{
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Lux Research\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{}
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\begin{document}
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\luxcoverpage
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\begin{abstract}
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We present \textbf{Lux Lightspeed DEX}, a decentralized exchange whose matching
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engine \emph{is} a chain. The DEX is the \textbf{D-Chain}: a single-operator
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high-frequency-trading consensus chain with its own consensus, \texttt{zapdb}
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persistence, and an execution-root state commitment, and the only place orders
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match or DEX state lives. A stateless \textbf{atomic ZAP proxy} (\texttt{chains/dexvm})
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on the public Lux network relays orders to the D-Chain and moves value atomically
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via shared-memory import/export, holding no order book of its own. The design is
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\emph{decomplected}: matching and state in one home, atomic transport in another,
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the client wrapper in a third, and an EVM CLOB facade (precompile \texttt{0x9999})
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in a fourth. Determinism is enforced by running the matcher inside
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\texttt{Block.Verify} against a versioned overlay, committing to \texttt{zapdb} at
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\texttt{Accept}, with the proposer relaying once at block build and carrying the
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fills in the block bytes---no per-validator divergence.
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We report \textbf{measured}, byte-parity-gated benchmarks on real hardware. A tuned,
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byte-exact \texttt{uint256} GPU CLOB matcher (coalesced structure-of-arrays layout)
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sustains \textbf{9.13\,B orders/sec} on an NVIDIA GB10 (from a 1.54\,B un-coalesced
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baseline), \textbf{5.60\,B orders/sec} on an Apple M4 Max, \textbf{2.80\,B orders/sec}
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on an Apple M1 Max, and \textbf{12.76\,B orders/sec} on an AMD Radeon 8060S---the
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fastest device measured---byte-identical to a CPU reference oracle across millions of
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fuzz cases. A single device therefore clears $10^{9}$ orders/sec per venue on its own;
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a two-node fabric aggregates linearly to \textbf{21.9\,B orders/sec}. Settlement via
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market-sharded Block-STM detects conflicts at 2.2\,M fills/s (CPU), byte-identical to
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the GPU conflict-detection kernel. Per-market trade batches roll up to the Z-Chain,
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which verifies one proof per $K$ trades: P3Q (ML-DSA-65 attestation) at 4{,}714
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verifies/s and \texttt{starkfri} (STARK/FRI validity proof) at 986 verifies/s for a
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toy AIR. Matching throughput and settlement \emph{finality} are separate axes: the
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per-device matcher clears billions of orders/sec, while the rollup clears $10^{9}$
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settled-tx/s on the finality axis at fleet scale.
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\textbf{Keywords}: decentralized exchange, high-frequency trading, order matching,
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MEV resistance, GPU acceleration, rollup, Block-STM
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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-consensus-determinism}
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\input{sections/04-mev-resistance}
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\input{sections/05-cross-chain-swaps}
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\input{sections/06-precompile-clob-facade}
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\input{sections/07-gpu-matching}
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\input{sections/08-settlement-blockstm}
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\input{sections/09-rollup-zchain}
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\input{sections/10-benchmarks}
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\input{sections/11-security}
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\input{sections/12-economic-model}
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\input{sections/13-related-work}
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\input{sections/14-future-work}
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\input{sections/15-conclusion}
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\input{sections/99-acknowledgments}
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\end{document}
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