计算机科学
数据库事务
序列(生物学)
启发式
启发式
质量(理念)
延迟(音频)
FIFO(计算和电子)
窗口(计算)
算法
方案(数学)
最优化问题
实时计算
滑动窗口协议
特里亚
优化算法
执行时间
反向
过程(计算)
低延迟(资本市场)
工作(物理)
数学优化
数据挖掘
繁荣
钥匙(锁)
时间复杂性
动态规划
作者
Xueming Si,Jingfeng Wei,Zhongyuan Yao
标识
DOI:10.1109/icbctis66509.2025.11387442
摘要
Transaction ordering in automated market makers (AMMs) directly determines price trajectories and user slippage, yet most on-chain rules remain insensitive to short-horizon predictive signals. This work introduces PASO - PredictionAnchored Sequence Optimization - a lightweight, latency-aware ordering framework that explicitly encodes short-term price predictions into a unified sequence-level objective. PASO searches feasible transaction permutations through heuristic adjacent swaps and incremental replay under constant-product AMM constraints. In replay-style experiments, PASO achieves the lowest anchor-tracking error (both median anchor gap and log-MSE) at window size w = 50, outperforming TWAP-300s and V3-fixed. On own-path execution metrics, its slippage is comparable to FIFO and slightly higher than CLVR, reflecting a deliberate stabilitytracking trade-off tunable by $\lambda$ and w. These results demonstrate that prediction-anchored optimization can substantially improve ordering quality within real-time blockchain latency limits without modifying AMM settlement rules.
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