基于博弈的加密货币交易市场用户决策优化分析

Game-based User Decision Optimization Analysis of Cryptocurrency Trading Market

近年来,随着区块链的快速发展,加密货币种类和匿名交易的类型不断多元化.如何在加密货币市交易类型中进行最优决策是用户关注的问题,用户的决策目标是在确保交易被打包的前提下实现交易费用最小化和隐私最大化.加密货币交易市场是复杂的,不同的加密货币技术差异大,现有的工作都是研究比特币市场,很少有对Zcash等其他匿名币市场和用户的匿名需求的讨论.因此提出一个基于博弈的通用加密货币交易市场模型,通过结合用户的匿名需求运用博弈论探究交易市场和用户对于交易类型和交易费用的决策.以最具代表性的可选隐私加密货币Zcash为例,结合CoinJoin交易,对交易市场进行分析,按照交易流程模拟用户和矿工找到最佳策略的过程,讨论区块大小、折扣因子和用户数量对交易市场和用户行为的影响.在多种交易市场类型中对模型进行仿真实验,并对实验结果进行深入讨论.以三类型交易市场为例,交易市场恶性竞价情景下,参数设置为plnum=75,θ=0.4,s_(t)=100,s_(z)=400时,100%的用户在交易市场前期(前500轮)倾向于选择CoinJoin交易,而在交易市场中后期(1500–2000轮),隐私敏感度低于0.7的用户中有97%倾向于选择CoinJoin交易,隐私敏感度高于0.7的用户中有73%倾向于选择屏蔽交易.CoinJoin交易和大小在400以上的区块大小能有效缓解交易费用的恶性竞争.所提的交易市场模型能够有效地帮助研究人员理解不同加密货币交易市场博弈,分析用户交易行为,揭示市场运行规律.

In recent years,with the rapid development of blockchain,the types of cryptocurrencies and anonymous transactions have been increasingly diversified.How to make optimal decisions in the transaction type of cryptocurrency market is the concern of users.The users’decision-making goal is to minimize transaction costs and maximize privacy while ensuring that transactions are packaged.The cryptocurrency trading market is complex,and cryptocurrency technologies differ greatly from each other.Existing studies focus on the Bitcoin market,and few of them discuss other anonymous currency markets such as Zcash and users’anonymous demands.Therefore,this study proposes a game-based general cryptocurrency trading market model and explores the trading market and users’decisions on transaction types and costs by combining the anonymous needs of users and employing game theory.Taking Zcash,the most representative optional cryptocurrency,as an example,it analyzes the trading market in combination with the CoinJoin transaction,simulates the trading process about how users and miners find the optimal strategy,and discusses the impact of block size,discount factors,and the number of users on the trading market and user behaviors.Additionally,the model is simulated in a variety of market types to conduct in-depth discussion of the experimental results.Taking a three-type trading market as an example,in the context of vicious fee competition in the trading market,when plnum=75,θ=0.4,s_(t)=100,s_(z)=400,all users are inclined to choose CoinJoin in the early transaction stage(first 500 rounds).In the middle and late part of the market(1500–2000 rounds),97%of users with a privacy sensitivity below 0.7 tend to choose CoinJoin,while 73%of users with a privacy sensitivity above 0.7 tend to choose shielded transactions.CoinJoin transactions and block sizes above 400 can alleviate the vicious competition of transaction fees to some extent.The proposed model can help researchers understand the game of different cryptocurrency trading markets,analyze user trading behavior,and reveal market operation rules.