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Obfuscating or hiding order details on public order books #4

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tamlyn10 opened this issue Apr 22, 2020 · 0 comments
Open

Obfuscating or hiding order details on public order books #4

tamlyn10 opened this issue Apr 22, 2020 · 0 comments

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@tamlyn10
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tamlyn10 commented Apr 22, 2020

Transparent order books are an area of ongoing research at Vega (#3). One place whaere that may be challenging is for the implementation of order types such as stop loss and take profits that may be less useful or prone to gaming if the market is aware of the trigger level. We have approaches such as probabilistic triggers, progressively revealed orders, etc. that may mitigate this, but there as there are also potential benefits to allowing order details to be hidden or partially hidden in some scenarios we are keen to novel methods if hiding orders' economic information in a distributed matching engine without compromising the functionality..

Examples could invole the application of zero knowledge proofs or homomorphic encryption techniques.

@barnabee barnabee changed the title How to obfuscate order details Obfuscating or hiding order details on public order books Apr 22, 2020
@tamlyn10 tamlyn10 pinned this issue Jan 10, 2021
@tamlyn10 tamlyn10 unpinned this issue Jan 10, 2021
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