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exclusive_order_flows.md

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exclusive/private order flows


tl; dr


  • searchers who have access to private and public mempools can aggregate txs and predict price movement.
  • market makers (lps) can use order flows to model information from incoming orders and readjust prices and spreads.
  • traders can use order flow sas a short-term strategy to time their trade.

types of private order flows



rpc-based "payment for order flow protocols" (POFPs)
  • this type of private order flows can be realized by modifying either the user's rpc or by modifying the protocol's frontend
  • the rpc endpoint re-broadcasts (forwarding) the tx to nodes.
  • in respect to every pending tx they receive, they can: 1) censor, 2) forward to some mempool, or 3) forward it directly to some block-builders or validators.

validator transaction reordering protocols (VTRPs)
  • private tx reordering
  • two goals: 1) identify valuable user txs, 2) replace the POFP's value-extracted tx with its own value-extractive tx
  • when a VTRP is able to identify a valuable user tx but, due to the tactics of the POFP, is unable to inject its own transaction in place of the POFP's -> VTRP's optimal strategy is to censor the user's transaction from the final block


cool resources