How Much Must a Private Mempool Hide? Exact Leakage Thresholds for Sandwich Attacks

By Tingyi Lin, Jiazhuo Li, Ruoran Lai

Rating

1500
Battle Count: 0

Relevance

8/10
Highly relevant for DeFi quantitative trading and MEV extraction strategies. It provides exact mathematical bounds on when sandwich attacks are profitable given partial information, which is critical for designing defensive trading algorithms and understanding market microstructure in automated exchanges.

Implementation Complexity

2/10
The theoretical model is mathematically complex, but implementing the derived thresholds (closed-form formulas) for decision-making is computationally simple.

Reproducibility

5/5
The paper provides complete mathematical proofs, explicit formulas for thresholds, and a detailed model specification. No code or data is required as the contribution is purely theoretical.

About this paper

Methodology: Analytical Game Theory Modeling. Problem types: Game Theory, Mechanism Design, Security Analysis, Optimization.

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