[go: up one dir, main page]

WO2024186191A1 - Procédé et appareil pour fournir automatiquement une liquidité pour une transaction d'actif virtuel - Google Patents

Procédé et appareil pour fournir automatiquement une liquidité pour une transaction d'actif virtuel Download PDF

Info

Publication number
WO2024186191A1
WO2024186191A1 PCT/KR2024/095443 KR2024095443W WO2024186191A1 WO 2024186191 A1 WO2024186191 A1 WO 2024186191A1 KR 2024095443 W KR2024095443 W KR 2024095443W WO 2024186191 A1 WO2024186191 A1 WO 2024186191A1
Authority
WO
WIPO (PCT)
Prior art keywords
virtual
virtual asset
liquidity
order
asset
Prior art date
Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
Pending
Application number
PCT/KR2024/095443
Other languages
English (en)
Korean (ko)
Inventor
조민형
Current Assignee (The listed assignees may be inaccurate. Google has not performed a legal analysis and makes no representation or warranty as to the accuracy of the list.)
Aurumlabs Inc
Original Assignee
Aurumlabs Inc
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Priority claimed from KR1020240025716A external-priority patent/KR20240135362A/ko
Application filed by Aurumlabs Inc filed Critical Aurumlabs Inc
Publication of WO2024186191A1 publication Critical patent/WO2024186191A1/fr
Anticipated expiration legal-status Critical
Pending legal-status Critical Current

Links

Images

Classifications

    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/10—Office automation; Time management
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q20/00—Payment architectures, schemes or protocols
    • G06Q20/04—Payment circuits
    • G06Q20/06—Private payment circuits, e.g. involving electronic currency used among participants of a common payment scheme
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis

Definitions

  • the present disclosure relates to a method and device for automatically supplying liquidity to a virtual asset trading market, and more specifically, to a method and device for preventing liquidity shortages in a virtual asset trading market and activating virtual asset trading on a blockchain network by providing a virtual trading order created by an automated liquidity provider in a virtual asset trading market to a user in the form of an order book.
  • An automated market maker refers to a protocol that provides liquidity according to the transaction price of a virtual asset determined based on a preset algorithm.
  • problems caused by a lack of liquidity such as distortion of the transaction price or failure to conduct a transaction, can be improved.
  • a liquidity automatic supply method and device obtains a real-time exchange rate of a second virtual asset for a first virtual asset from at least one liquidity pool existing on a blockchain network, and generates a virtual transaction order to trade the first virtual asset for the second virtual asset based on the real-time exchange rate, and continuously presents the virtual transaction order on an order book, so that when a user transaction order matching the virtual transaction order occurs, the transaction can be immediately executed.
  • a liquidity automatic supply method performed in a virtual asset trading system for trading a first virtual asset with a second virtual asset including: a step of obtaining a real-time exchange rate of a second virtual asset for a preset quantity of the first virtual asset from at least one liquidity pool; a step of generating a virtual transaction order for trading the first virtual asset with the second virtual asset based on the real-time exchange rate; a step of presenting the virtual transaction order on an order book; and a step of executing a transaction corresponding to a user transaction order when a user transaction order matching the virtual transaction order occurs.
  • a liquidity automatic supply device comprising: a memory storing one or more instructions; a processor executing the one or more instructions stored in the memory, wherein the processor, by executing the one or more instructions, obtains a real-time exchange rate of a second virtual asset for a preset quantity of a first virtual asset from at least one liquidity pool, creates a virtual transaction order to trade the first virtual asset for the second virtual asset based on the real-time exchange rate, and submits the virtual transaction order on an order book.
  • a virtual asset trading system that enables continuous liquidity supply in a decentralized manner by creating virtual trading orders using a liquidity pool on a blockchain network, while also enabling order book-based trading on the blockchain, thereby providing transaction convenience to users of the virtual asset trading market and further activating the virtual asset trading market.
  • FIG. 1 is a diagram schematically illustrating a virtual asset trading system in which an automatic liquidity supply method according to one embodiment of the present disclosure is performed.
  • FIG. 2 is a diagram illustrating a process of presenting a virtual transaction order generated by an automatic liquidity supply method according to one embodiment of the present disclosure on an order book.
  • FIG. 3 is a diagram for explaining a process for executing a virtual asset transaction according to one embodiment of the present disclosure.
  • FIG. 4 is a block diagram showing an automatic fluid supply device according to one embodiment of the present disclosure.
  • FIG. 5 is a flowchart of an automatic liquidity supply method according to one embodiment of the present disclosure.
  • FIG. 1 is a diagram schematically illustrating a virtual asset trading system in which an automatic liquidity supply method according to one embodiment of the present disclosure is performed.
  • a virtual asset trading system may include an automatic liquidity supply device (100), a liquidity pool (300), and a user terminal (2).
  • the automatic liquidity supply device (100) includes an automated liquidity provider (110) and an order book (120).
  • the automatic liquidity supply device (100), the liquidity pool (300), and the user terminal (2) may be implemented in the form of a decentralized application (DApp) on a single blockchain network (blockchain network, 1), and may be interconnected through the blockchain network (1) to exchange data.
  • DApp decentralized application
  • the virtual asset trading system (10) may be a blockchain network-based trading platform for selling or buying a first virtual asset with a second virtual asset, which is a different type of virtual asset from the first virtual asset.
  • the virtual asset includes a cryptocurrency or a fungible token that can be exchanged according to the exchange value.
  • the virtual asset may be any one of various types of blockchain-based cryptocurrencies such as Bitcoin (BTC), Ethereum (ETH), Ripple (XRP), etc., or an exchangeable token such as an ERC-20-based token.
  • the virtual asset trading system (10) there may be one or more buy orders that provide a quantity of a second virtual asset corresponding to a first virtual asset and seek to acquire the first virtual asset, and one or more sell orders that provide a quantity of a first virtual asset and seek to acquire the quantity of a second virtual asset corresponding to the first virtual asset.
  • the quantity of each order is determined by the quantity of the first virtual asset to be sold or purchased, and the price of each order is determined by the quantity of the second virtual asset corresponding to the order quantity.
  • Users of the virtual asset trading system (10) may submit a desired transaction order using a user terminal (2), or may conclude the transaction by providing a virtual asset corresponding to the submitted transaction order, thereby realizing an exchange between two different types of virtual assets, that is, the first virtual asset and the second virtual asset.
  • a liquidity pool (300) is a virtual asset pool of an automated market maker (AMM) protocol in which a certain amount of two different types of virtual assets are deposited to continuously supply liquidity to virtual asset transactions on a blockchain network (1).
  • AMM automated market maker
  • participants in the first virtual asset trading market may include liquidity providers who deposit their virtual assets in the liquidity pool (300) and receive compensation for it.
  • liquidity providers deposit at least one of the first virtual asset and the second virtual asset into the liquidity pool (300) for the first virtual asset and the second virtual asset through the blockchain network (1).
  • the AMM protocol can provide a transaction in which one of the first virtual asset and the second virtual asset in the liquidity pool is exchanged for the other at an exchange rate determined according to a preset algorithm.
  • a liquidity pool (300) in which the first virtual asset and the second virtual asset are deposited returns a corresponding amount of the second virtual asset at an exchange rate determined by a preset algorithm when a certain amount of the first virtual asset is provided.
  • the automatic liquidity supply device (100) can provide liquidity to the virtual asset trading system (10) on a regular basis. Specifically, the automated liquidity provider (110) of the automatic liquidity supply device (100) obtains a real-time exchange rate of a second virtual asset for a preset quantity of a first virtual asset from one or more liquidity pools (300) existing on the blockchain network (1).
  • the preset quantity is a preset order quantity of the first virtual asset for a virtual trading order.
  • the preset quantity can be determined according to a spread ratio for the virtual trading order, which will be described in more detail later.
  • the real-time exchange rate is a rate determined according to a preset algorithm based on the quantity ratio of two different types of virtual assets that constitute the liquidity pool (300).
  • the AMM protocol for the liquidity pool (300) maintains the overall liquidity of the liquidity pool according to a preset algorithm and provides transaction liquidity for each of the first virtual asset and the second virtual asset.
  • the automated liquidity provider (110) when the liquidity pool (300) is a liquidity pool composed of a first virtual asset and a second virtual asset, the automated liquidity provider (110) obtains a quantity ratio of two virtual assets in the liquidity pool composed of the first virtual asset and the second virtual asset. Thereafter, the automated liquidity provider (110) calculates a quantity of the second virtual asset corresponding to a preset quantity of the first virtual asset based on the obtained quantity ratio and a preset algorithm.
  • the automated liquidity provider (110) may obtain a real-time exchange rate between the first virtual asset and the third virtual asset, and a real-time exchange rate between the third virtual asset and the second virtual asset from at least one liquidity pool, and calculate a real-time exchange rate of the second virtual asset for the first virtual asset based on the same.
  • a liquidity pool composed of other virtual assets may exist on the blockchain network (1).
  • a liquidity pool in which the second virtual asset and the third virtual asset are deposited may exist, and a liquidity pool in which the third virtual asset and the first virtual asset are deposited may exist.
  • the real-time exchange rate for the liquidity pool may vary depending on the increase or decrease in the quantity of virtual assets constituting the liquidity pool
  • a more advantageous real-time exchange rate may be provided in the case of exchanging the second virtual asset for a third virtual asset in the liquidity pool for the second virtual asset and the third virtual asset, and then exchanging the exchanged third virtual asset for the first virtual asset in the liquidity pool for the third virtual asset and the first virtual asset, than in the case of direct exchange between the first virtual asset and the second virtual asset in the liquidity pool for the first virtual asset and the third virtual asset.
  • the automated liquidity provider (110) may obtain the real-time exchange rate between the second virtual asset and the third virtual asset, and the real-time exchange rate between the third virtual asset and the first virtual asset from the liquidity provider, and calculate the real-time exchange rate between the first virtual asset and the first virtual asset.
  • An automated liquidity provider (110) generates a virtual transaction order to trade the first virtual asset with the second virtual asset based on the acquired real-time exchange rate and presents it on the order book (120).
  • the virtual transaction order includes a first virtual transaction order to sell the first virtual asset and a second virtual transaction order to buy the first virtual asset.
  • An automated liquidity provider (110) determines a virtual sell price and a virtual buy price of a first virtual asset converted into a quantity of a second virtual asset based on a real-time exchange rate in a liquidity pool (300).
  • the virtual ask price means the ask price per unit quantity of the first virtual asset corresponding to the first virtual transaction order.
  • the automated liquidity provider (110) calculates the unit ask price of the first virtual asset based on the real-time exchange rate, that is, the quantity of the second virtual asset that can be received in return for providing one first virtual asset from the liquidity pool (300), and then determines the smallest value as the virtual ask price among the values that are positive integer multiples of the preset ask price unit (tick size) of the first virtual asset that are greater than or equal to the calculated unit ask price.
  • the bid price unit is the minimum unit of bid price, and the bid price of all transaction orders for trading the first virtual asset must have a value that is a positive integer multiple of the bid price unit.
  • the bid price unit may be set differently depending on the type of the first virtual asset and the second virtual asset.
  • the virtual bid price means the buy order price per unit quantity of the first virtual asset corresponding to the first virtual transaction order.
  • the automated liquidity provider (110) calculates the unit buy price of the first virtual asset calculated based on the real-time exchange rate, that is, the quantity of the second virtual asset that must be provided to receive one first virtual asset from the liquidity pool (300), and then determines the largest value as the virtual buy price among the values that are positive integer multiples of the preset bid price unit of the first virtual asset that are less than or equal to the calculated unit buy price.
  • An automated liquidity provider (110) generates a first virtual transaction order to sell the first virtual asset based on a virtual sell price and a preset quantity, and generates a second virtual transaction order to purchase the first virtual asset based on a virtual buy price and a preset quantity. That is, the first virtual transaction order is a transaction order to sell the first virtual asset in an amount equal to the preset quantity by using a quantity of the second virtual asset corresponding to the virtual sell price as a sell price, and the second virtual transaction order is an order to purchase the first virtual asset in an amount equal to the preset quantity by using a quantity of the second virtual asset corresponding to the virtual buy price as a buy price.
  • the preset quantity is determined as an amount that makes the current spread ratio determined based on the first virtual transaction order and the second virtual transaction order have a value smaller than the preset spread ratio.
  • the sell price of the first virtual transaction order forms the lowest sell price
  • the buy price of the second virtual transaction order forms the highest buy price. If the spread ratio between the sell price and the buy price becomes excessively large, the transaction of the first virtual asset may become strained. Therefore, the automated liquidity provider (110) can dynamically determine the quantity for the first virtual transaction order and the second virtual transaction order so that the current spread ratio determined based on the sell price of the first virtual transaction order and the buy price of the second virtual transaction order maintains a value smaller than the preset spread ratio. That is, the preset quantity is a value that changes depending on the current situation of the first virtual asset transaction market, and the automated liquidity provider (110) can adaptively adjust the preset quantity so that the transaction of the first virtual asset can be smoothly performed.
  • the automated liquidity provider (110) transmits the generated first virtual trading order and second virtual trading order to the order book (120).
  • the order book (120) presents the first virtual trading order and second virtual trading order to the user using the order book.
  • the order book (120) includes a sell order window in which sell orders for the first virtual asset are displayed and a buy order window in which buy orders for the first virtual asset are displayed.
  • the first virtual transaction order may be displayed in the sell order window and the second virtual transaction order may be displayed in the buy order window, respectively.
  • virtual transaction orders may always exist in the order book, but this is not limited thereto.
  • limit transaction orders submitted by a user terminal (2) may also exist. In this case, virtual transaction orders and limit transaction orders by users are displayed together in the sell order window and the buy order window of the order book (120).
  • the automated liquidity provider (110) transfers the second virtual asset provided by the user to the liquidity pool (300).
  • the liquidity pool (300) exchanges the second virtual asset provided by the user for a first virtual asset in an amount determined by a real-time exchange rate according to the user transaction order and transfers the exchanged asset to the automated liquidity provider (110).
  • the order book (120) completes the first virtual transaction order by transferring to the user an amount corresponding to the user transaction order from the total amount of the first virtual asset transferred from the liquidity pool (300).
  • a seller or buyer who wishes to trade a first virtual asset can use the user terminal (2) to check the first virtual trading order and the second virtual trading order, which are virtual trading orders visualized in the order book (120) bid window, and submit a transaction for the corresponding user trading order, thereby enabling trading of the first virtual asset.
  • the first virtual trading order and the second virtual trading order which are virtual trading orders visualized in the order book (120) bid window
  • submit a transaction for the corresponding user trading order thereby enabling trading of the first virtual asset.
  • a transaction can be concluded through a virtual trading order that always exists.
  • the user terminal (2) may be a fixed computing device such as a PC or a mobile computing device such as a smartphone, laptop, tablet PC, etc., but is not limited thereto, and any computing device including software necessary to perform the function of a user node in a virtual asset transaction system (10) based on a blockchain network is sufficient.
  • FIG. 2 is a diagram illustrating a process of presenting a virtual transaction order generated by an automatic liquidity supply method according to one embodiment of the present disclosure on an order book.
  • the liquidity automatic supply device (100) may generate a virtual transaction order to trade the first virtual asset for the second virtual asset based on the real-time exchange rate for the first liquidity pool (310), but is not limited thereto.
  • the liquidity automatic supply device (100) may calculate an indirect exchange rate between the first virtual asset and the second virtual asset based on the real-time exchange rate of the second liquidity pool (320) and the real-time exchange rate of the third liquidity pool (330) obtained from the DEX Aggregator (350), and may generate a virtual transaction order using a more advantageous exchange rate between the calculated indirect exchange rate and the real-time exchange rate of the first liquidity pool (310).
  • Each AMM protocol of each liquidity pool determines a real-time exchange rate according to a preset algorithm based on the quantity ratio of virtual assets constituting each liquidity pool.
  • the AMM protocol of the first liquidity pool calculates a real-time exchange rate according to a preset algorithm based on the quantity ratio of the first virtual asset and the quantity ratio of the second virtual asset.
  • the preset algorithm may be a formula including a fixed coefficient regarding the total quantity of the first virtual asset and the second virtual asset existing in the first liquidity pool (310).
  • the preset algorithm for determining the real-time exchange rate in the first liquidity pool (310) may be expressed by a formula such as Mathematical Formula 1.
  • x is the quantity of the first virtual asset existing in the first liquidity pool (310)
  • y is the quantity of the second virtual asset existing in the first liquidity pool (310).
  • k is a constant that is maintained at a constant value regardless of fluctuations in the quantities of the first virtual asset and the second virtual asset.
  • the AMM protocol can calculate ⁇ y, which is the quantity of the second virtual asset corresponding to the quantity of the first virtual asset provided in the first liquidity pool (310), according to mathematical expression 2.
  • ⁇ y is the quantity of the second virtual asset corresponding to the quantity of the first virtual asset provided in the first liquidity pool (310), according to mathematical expression 2.
  • the calculated ⁇ y is as shown in mathematical expression 2.
  • the AMM protocol can calculate ⁇ x, which is the quantity of the first virtual asset corresponding to the quantity of the second virtual asset provided in the first liquidity pool (310), according to Equation 3.
  • ⁇ x is the quantity of the first virtual asset corresponding to the quantity of the second virtual asset provided in the first liquidity pool (310), according to Equation 3.
  • the calculated ⁇ x is as shown in Equation 3.
  • the liquidity automatic supply device (100) determines a virtual sell price of a first virtual asset converted into a quantity of a second virtual asset based on a real-time exchange rate and generates a first virtual transaction order.
  • the liquidity automatic supply device (100) can determine the virtual sell price of the first virtual asset using mathematical expression 4.
  • P S represents a virtual sell order.
  • A is the preset quantity of the first virtual asset for the first virtual transaction order, i.e., the order quantity, and p t is the preset bid price unit.
  • the unit selling price refers to the quantity of the second virtual asset that must be provided to the first liquidity pool (310) in order to receive one first virtual asset from the first liquidity pool (310), i.e., the unit selling price.
  • the unit selling price is determined according to the real-time exchange rate in the case of exchanging the second virtual asset for the first virtual asset in the first liquidity pool (310) in the amount of A. Therefore, if ⁇ x in the mathematical expression 3 above is replaced with A, ⁇ y, which is the total quantity of the second virtual asset required to receive the first virtual asset in the amount of A, can be calculated, and ⁇ y can be divided by A to obtain You can get it.
  • the virtual ask price P S must be determined as a value that is a positive integer multiple of the preset ask price unit p t .
  • ceil(v,u) is defined as an operation that determines the smallest value that satisfies the condition that is greater than or equal to v among values that are positive integer multiples of u. That is, the virtual ask price P S is determined as the minimum value among values that are positive integer multiples of the preset ask price unit of the first virtual asset that is greater than or equal to the unit ask price, which is the price actually required to receive one first virtual asset from the first liquidity pool (310).
  • the automatic liquidity supply device (100) generates a first virtual transaction order based on the virtual ask price P S and the order quantity A.
  • the liquidity automatic supply device (100) determines a virtual buy price of the first virtual asset converted into the quantity of the second virtual asset based on the real-time exchange rate and generates a second virtual transaction order.
  • the virtual buy price of the first virtual asset can be determined using the following mathematical expression 5.
  • P S represents a virtual buy order.
  • A is the order quantity of the first virtual asset set in advance for the second virtual transaction order.
  • the unit purchase price means the quantity of the second virtual asset that can be provided from the first liquidity pool (310) when one first virtual asset is provided to the first liquidity pool (310), i.e., the unit purchase price.
  • the unit purchase price is determined according to the real-time exchange rate when exchanging the first virtual asset in the first liquidity pool (310) for the second virtual asset in the case of A. Therefore, if ⁇ x in the mathematical expression 2 above is replaced with A, the total quantity of the second virtual asset that can be received when A of the first virtual asset is provided can be calculated, and ⁇ y can be divided by A to obtain You can get it.
  • the virtual bid price P B must also be determined as a value that is a positive integer multiple of the preset bid price unit p t .
  • floor(v,u) is defined as an operation that determines the largest value among values that are positive integer multiples of u and that satisfies the condition that is less than or equal to v. That is, the virtual bid price P B is determined as the maximum value among values that are positive integer multiples of the preset bid price unit of the first virtual asset that is less than or equal to the unit purchase price, which is the price that can actually be received when one first virtual asset is provided in the first liquidity pool (310).
  • the automatic liquidity supply device (100) generates a second virtual transaction order based on the virtual bid price P B and the order quantity A.
  • the quotations of the two virtual transaction orders form the lowest selling price and the highest buying price among the existing transaction orders, respectively, so the spread ratio can be determined by mathematical expression 6 based on the virtual selling price P S and the virtual buying price P B .
  • the preset first virtual asset order quantity A may be determined as a value within a quantity range such that the spread ratio determined based on the virtual ask price P S of the first virtual transaction order and the virtual buy price P B of the second virtual transaction order has a value smaller than the preset spread ratio.
  • the range of order quantities A for the first virtual trading order and the second virtual trading order is determined based on the preset spread ratio value and the current quantity of the first virtual asset deposited in the first liquidity pool (310).
  • the process of generating the first virtual transaction order and the second virtual transaction order described using mathematical expressions 1 to 7 above is exemplarily described assuming a case where a single first liquidity pool (310) that determines a real-time exchange rate between virtual assets is used according to the CPAMM (constant product AMM) protocol, and the process of generating the first virtual transaction order and the second virtual transaction order by the automatic liquidity supply device (100) is not limited to the mathematical expressions and contents described above.
  • the liquidity automatic supply device (100) may create a first virtual transaction order by setting a virtual sell price as a price that is higher than the virtual sell price calculated through the above-described process by a preset bias price ⁇ , and may create a second virtual transaction order by setting a virtual buy price as a price that is lower than the virtual buy price calculated through the above-described process by a preset bias price ⁇ .
  • a profit may occur according to the artificially adjusted bias price.
  • the liquidity automatic supply device (100) may generate multiple first virtual trading orders for different virtual sell prices and multiple second virtual trading orders for different virtual buy prices.
  • the liquidity automatic supply device (100) obtains a plurality of real-time exchange rates of the second virtual asset for the first virtual asset, each different from the first quantity and the second quantity, and determines virtual sell prices and virtual buy prices corresponding to the plurality of real-time exchange rates.
  • the plurality of real-time exchange rates may include a first-stage real-time exchange rate corresponding to the exchange of the first quantity of virtual assets, and a second-stage real-time exchange rate corresponding to the exchange of the second quantity of virtual assets, when the first quantity of virtual assets and the second quantity of virtual assets are sequentially exchanged.
  • the liquidity automatic supply device (100) can sequentially determine the first-stage virtual ask price for the first quantity of the first virtual asset and the second-stage virtual ask price for the second quantity of the first virtual asset, and the second-stage virtual ask price is determined at a relatively higher price than the first-stage virtual ask price.
  • the liquidity automatic supply device (100) can generate one first virtual transaction order based on the first-stage virtual ask price and the first quantity, and generate another first virtual transaction order based on the second-stage virtual ask price and the second quantity.
  • the liquidity automatic supply device (100) can create one second virtual transaction order based on the first-stage virtual buy order and the first quantity, and can create another second virtual transaction order based on the second-stage virtual buy order and the second quantity.
  • the second-stage virtual buy order is determined at a relatively lower price than the first-stage virtual buy order.
  • the liquidity automatic supply device (100) presents the first virtual transaction order (31) to the sell order window of the order book (30) and the second virtual transaction order (32) to the buy order window of the order book (30).
  • the first designated sell order (35) and the second designated sell order (33) submitted by the user by specifying the order price and the first designated buy order (34) and the second designated buy order (36) may be listed and displayed together according to price in the order window of the order book (30).
  • the order book (30) can determine the order quantity for each bid based on the currently existing virtual trading orders, designated sell orders, and designated buy orders, and display the order quantity corresponding to each bid in order of price. Specifically, the order book (30) lists the order quantity corresponding to each price in order of price based on the first virtual trading order (31), the first designated sell order (35), and the second designated sell order (33) and displays it in the sell order window, and lists the order quantity corresponding to each price in order of price based on the second virtual trading order (32), the first designated buy order (34), and the second designated buy order (36) and displays it in the buy order window.
  • the order book (30) can be arranged in order of the first price and the second price from the top of the sell price window, and then display the quantity value of the first designated sell order (35) in the order quantity for the first price, and display the quantity value of the sum of the quantities of the first virtual transaction order (31) and the second designated sell order (33) in the order quantity for the second price.
  • the order book (30) may be arranged in order of the third and fourth prices from the top of the buy price window, and then display the quantity value that adds the quantity of the second virtual transaction order (32) and the first designated buy order (34) to the order quantity for the third price, and display the quantity value of the second designated buy order (36) to the order quantity for the fourth price.
  • One or more transaction orders existing on the order book (30) are recorded on the blockchain, and when the virtual asset corresponding to the price and quantity of each transaction order is transferred to the corresponding contract, the contract automatically performs an operation to execute the transaction order.
  • Users who wish to trade the first virtual asset on the same blockchain network can execute a transaction in response to the sell order and buy order displayed on the order book (30).
  • the user can execute a transaction in response to the first virtual transaction order (31) and the second virtual transaction order (32) constantly generated by the liquidity automatic supply device (100).
  • the automatic liquidity supply device (100) can automatically supply liquidity to the trading market of the first virtual asset to enable trading at all times by generating a first virtual transaction order (31) and a second virtual transaction order (32) so that the liquidity pool actually functions as a seller or buyer of the first virtual asset.
  • FIG. 3 is a diagram for explaining a process for executing a virtual asset transaction according to one embodiment of the present disclosure.
  • a user (20) submits a user trading order (21) transaction that matches a first virtual trading order (31) generated by an automatic liquidity supply device (100).
  • the first virtual trading order (31) is an order to sell A 1 of the first virtual asset at a price of P 1 per unit
  • the user trading order (21) is an order to purchase the first virtual asset under the same conditions as the first virtual trading order (31).
  • the user (20) provides A 2 of the second virtual asset together with the user trading order (21) to the liquidity automatic supply device (100).
  • a 2 is a value that is the product of A 1 and P 1 .
  • the execution of the first virtual trading order (31) is triggered by transferring A 2 of the second virtual asset stored in the user's (20) account (or wallet) on the blockchain network to the contract of the first virtual trading order (31).
  • Fig. 4 is a block diagram showing an automatic liquidity supply device according to one embodiment of the present disclosure.
  • a series of processes described above can be executed by a computer device or server implemented in hardware, such as the automatic liquidity supply device (200) illustrated in Fig. 4.
  • the fluid automatic supply device (200) includes an input/output interface (210), a communication interface (220), a processor (230), and a memory (240).
  • the input/output interface (210), the communication interface (220), the processor (230), and the memory (240) can transmit data to each other through a bus.
  • the input/output interface (210) may be a means for interfacing with an input/output device.
  • the input device may include a device such as a keyboard or a mouse
  • the output device may include a device such as a display or a speaker.
  • the input/output interface (210) may be a means for interfacing with a device that integrates input and output functions, such as a touch screen.
  • the input/output device (250) may be configured as a single device with the fluid automatic supply device (200).
  • a user can check virtual transaction orders, etc. presented on the order book by using an input/output device connected to the input/output interface (210).
  • a user can input a preset command to submit a user transaction order corresponding to a transaction order presented on the order book.
  • the communication interface (220) may provide a function for transmitting and receiving data between components within the automatic liquidity supply device (200), or for exchanging data with a device or system implemented for one or more liquidity pools or users, etc. existing on a blockchain network separately from the automatic liquidity supply device (200).
  • data generated by the processor (230) of the automatic liquidity supply device (200) according to instructions stored in a recording device such as a memory (240) may be transmitted to devices of other nodes through the blockchain network under the control of the communication interface (220).
  • signals, commands, data, etc. from devices or servers of other nodes may be received by the automatic liquidity supply device (200) through the communication interface (220) via the blockchain network.
  • Signals, commands, data, etc. received through the communication interface (220) may be transmitted to the processor (230) or the memory (240).
  • the liquidity automatic supply device (200) may receive real-time exchange rate data of a second virtual asset for a first virtual asset in a liquidity pool using a communication interface (220), transmit the first virtual asset or the second virtual asset to a liquidity pool or a corresponding user account for execution of a transaction order, or transmit data related to an order book generated by a processor (230) to a terminal device of a user node.
  • the processor (230) may be configured to process instructions of a computer program by performing basic arithmetic, logic, and input/output operations.
  • the instructions may be provided to the processor (230) by the memory (240) or the communication interface (220).
  • the processor (230) may be configured to calculate virtual sell prices and virtual buy prices for trading a first virtual asset with a second virtual asset, or to generate a first virtual transaction order and a second virtual transaction order, by executing instructions received according to program codes stored in a recording device such as the memory (240).
  • the memory (240) may include volatile memory, permanent, virtual or other types of memory devices for storing information used by or output by the fluid automatic supply device (200).
  • the memory (240) can store an operating system for processing or controlling the processor (230), one or more application programs, other program modules, and various data for the operation of the liquidity automatic supply device (200).
  • the memory (240) can store information on a user's virtual asset account, real-time exchange rate information for a liquidity pool, preset bid/ask price units, and preset order quantities of a first virtual asset for a virtual transaction order.
  • the memory (240) can store various data generated by the processor (230).
  • the memory (240) can store a first virtual transaction order and a second virtual transaction order generated by the processor (230), order book data, etc.
  • FIG. 5 is a flowchart of an automatic liquidity supply method according to one embodiment of the present disclosure.
  • the liquidity automatic supply device obtains a real-time exchange rate of a second virtual asset for a preset quantity of a first virtual asset from a liquidity pool (S510).
  • the liquidity automatic supply device obtains the quantity ratio of two virtual assets in the liquidity pool composed of the first virtual asset and the second virtual asset. Thereafter, based on the obtained quantity ratio of virtual assets and the preset algorithm, the quantity of the second virtual asset corresponding to the preset quantity of the first virtual asset is calculated.
  • the liquidity automatic supply device may obtain the real-time exchange rate of the first virtual asset and the third virtual asset, and the real-time exchange rate of the third virtual asset and the second virtual asset from at least one liquidity pool, and indirectly calculate the real-time exchange rate of the second virtual asset for the first virtual asset based on these.
  • the liquidity automatic supply device generates a virtual transaction order to trade the first virtual asset for the second virtual asset based on the real-time exchange rate (S520).
  • the virtual transaction order includes a first virtual transaction order to sell the first virtual asset and a second virtual transaction order to buy the first virtual asset.
  • the liquidity automatic supply device determines the virtual sell price and virtual buy price of the first virtual asset converted into the quantity of the second virtual asset based on the real-time exchange rate in the liquidity pool.
  • the automatic liquidity supply device calculates the unit selling price of the first virtual asset based on the real-time exchange rate, that is, when swapping one first virtual asset with a second virtual asset in the liquidity pool, and then determines the smallest value as the virtual selling price among the values that are positive integer multiples of the preset bid price unit of the first virtual asset that are greater than or equal to the calculated unit selling price.
  • the automatic liquidity supply device may calculate the unit purchase price of the first virtual asset based on the real-time exchange rate, that is, when swapping a second virtual asset with one first virtual asset in the liquidity pool, calculate the required quantity of the second virtual asset, and then determine the largest value as the virtual purchase price among the values that are positive integer multiples of the preset bid price unit of the first virtual asset that are less than or equal to the calculated unit purchase price.
  • the liquidity automatic supply device generates a first virtual transaction order to sell the first virtual asset based on a virtual ask price and a preset quantity, and generates a second virtual transaction order to buy the first virtual asset based on a virtual buy price and a preset quantity.
  • the preset quantity is determined as an amount that makes the current spread ratio determined based on the first virtual transaction order and the second virtual transaction order have a value smaller than the preset spread ratio.
  • the spread ratio is determined according to the price gap between the virtual ask price, which is the lowest selling price, and the virtual bid price, which is the highest buying price, on the order book's quotation window.
  • the liquidity automatic supply device adjusts the preset quantity for the first virtual transaction order and the second virtual transaction order so that the spread ratio remains within the preset spread ratio.
  • the liquidity automatic supply device presents a virtual trading order on the order book (S530).
  • the order book includes a sell order window in which sell orders for the first virtual asset are displayed and a buy order window in which buy orders for the first virtual asset are displayed.
  • the first virtual transaction order can be displayed in the sell order window, and the second virtual transaction order can be displayed in the buy order window, respectively.
  • the liquidity automatic supply device can constantly create virtual transaction orders and present them in the order book, and the user can recognize that liquidity as much as virtual transaction orders always exists in the trading market for the first virtual asset by the virtual transaction orders presented in the order book's order window.
  • the liquidity automatic supply device executes a transaction corresponding to a user transaction order when a user transaction order matching a virtual transaction order occurs (S540).
  • a user may submit a user trading order that matches a virtual trading order. For example, a user may submit a buy order transaction for the first virtual asset by sending a quantity of a second virtual asset corresponding to the price of the first virtual trading order, and the liquidity automatic supply device executes the first virtual trading order in response to the user's buy order.
  • the liquidity automatic supply device transfers the second virtual asset provided by the user to the liquidity pool and exchanges it for the first virtual asset in an amount determined by the real-time exchange rate.
  • the transaction is completed when the liquidity automatic supply device transfers to the user an amount corresponding to the user's transaction order from the total amount of the first virtual asset obtained from the liquidity pool.
  • Each component of the device or method according to the present disclosure may be implemented as hardware or software, or as a combination of hardware and software.
  • the function of each component may be implemented as software, and a microprocessor may be implemented to execute the function of the software corresponding to each component.
  • Various implementations of the systems and techniques described herein can be implemented as digital electronic circuits, integrated circuits, FPGAs, ASICs, computer hardware, firmware, software, and/or combinations thereof. These various implementations can include implementations of one or more computer programs executable on a programmable system.
  • the programmable system includes at least one programmable processor (which may be a special purpose processor or a general purpose processor) coupled to receive data and instructions from and transmit data and instructions to a storage system, at least one input device, and at least one output device.
  • Computer programs also known as programs, software, software applications, or code
  • a computer-readable recording medium includes any type of recording device that stores data that can be read by a computer system.
  • a computer-readable recording medium can be a nonvolatile or non-transitory medium such as a ROM, a CD-ROM, a memory card, a hard disk, a magneto-optical disk, a storage device, and may further include a transitory medium such as a data transmission medium.
  • the computer-readable recording medium can be distributed over a network-connected computer system, so that the computer-readable code can be stored and executed in a distributed manner.

Landscapes

  • Business, Economics & Management (AREA)
  • Engineering & Computer Science (AREA)
  • Accounting & Taxation (AREA)
  • Strategic Management (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Finance (AREA)
  • Human Resources & Organizations (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • Development Economics (AREA)
  • Operations Research (AREA)
  • Technology Law (AREA)
  • Quality & Reliability (AREA)
  • Tourism & Hospitality (AREA)
  • Data Mining & Analysis (AREA)
  • Game Theory and Decision Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)

Abstract

L'invention concerne un procédé et un appareil pour fournir automatiquement une liquidité, le procédé étant mis en œuvre dans un système de transaction d'actif virtuel pour échanger un premier actif virtuel avec un second actif virtuel. Selon un mode de réalisation de la présente divulgation, l'invention concerne un procédé de fourniture automatique de liquidité et un appareil pour mettre en œuvre le procédé, le procédé comprenant les étapes consistant à : obtenir, à partir d'au moins un groupe de liquidités, un rapport d'échange en temps réel d'un second actif virtuel avec un premier actif virtuel de la quantité prédéfinie ; générer un ordre de transaction virtuelle pour échanger le premier actif virtuel avec le second actif virtuel sur la base du rapport d'échange en temps réel ; et présenter l'ordre de transaction virtuelle sur un livre de commandes.
PCT/KR2024/095443 2023-03-03 2024-02-26 Procédé et appareil pour fournir automatiquement une liquidité pour une transaction d'actif virtuel Pending WO2024186191A1 (fr)

Applications Claiming Priority (4)

Application Number Priority Date Filing Date Title
KR10-2023-0028434 2023-03-03
KR20230028434 2023-03-03
KR1020240025716A KR20240135362A (ko) 2023-03-03 2024-02-22 가상자산 거래를 위한 유동성 자동 공급방법 및 장치
KR10-2024-0025716 2024-02-22

Publications (1)

Publication Number Publication Date
WO2024186191A1 true WO2024186191A1 (fr) 2024-09-12

Family

ID=92675366

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/KR2024/095443 Pending WO2024186191A1 (fr) 2023-03-03 2024-02-26 Procédé et appareil pour fournir automatiquement une liquidité pour une transaction d'actif virtuel

Country Status (1)

Country Link
WO (1) WO2024186191A1 (fr)

Citations (5)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
KR101694455B1 (ko) * 2016-03-14 2017-01-17 주식회사 스트리미 블록체인 기반의 디지털 가상화폐를 환전 또는 송금하기 위한 방법 및 장치
KR20190104200A (ko) * 2017-01-08 2019-09-06 비프로토콜 파운데이션 가상 화폐의 교환 및 평가 방법
KR20190132706A (ko) * 2018-05-21 2019-11-29 황성록 가상화폐 상호간 직거래 방법 및 시스템
KR20200104833A (ko) * 2020-06-25 2020-09-04 옥재윤 가상화폐 개인 거래 중계 시스템
KR102478703B1 (ko) * 2022-05-26 2022-12-19 케이크랩스 주식회사 가상 자산 교환비율 결정 방법 및 시스템

Patent Citations (5)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
KR101694455B1 (ko) * 2016-03-14 2017-01-17 주식회사 스트리미 블록체인 기반의 디지털 가상화폐를 환전 또는 송금하기 위한 방법 및 장치
KR20190104200A (ko) * 2017-01-08 2019-09-06 비프로토콜 파운데이션 가상 화폐의 교환 및 평가 방법
KR20190132706A (ko) * 2018-05-21 2019-11-29 황성록 가상화폐 상호간 직거래 방법 및 시스템
KR20200104833A (ko) * 2020-06-25 2020-09-04 옥재윤 가상화폐 개인 거래 중계 시스템
KR102478703B1 (ko) * 2022-05-26 2022-12-19 케이크랩스 주식회사 가상 자산 교환비율 결정 방법 및 시스템

Similar Documents

Publication Publication Date Title
US10719841B2 (en) Affiliate reward dividing apparatus, affiliate reward dividing system, affiliate reward dividing method, affiliate reward dividing program, and computer-readable recording medium
JP6042011B1 (ja) ポイント管理システム、装置、および方法
WO2010064767A1 (fr) Système d'enchères pour maximiser l'efficacité publicitaire par l'exposition des publicités sur des supports internet et procédé d'utilisation associé
WO2019027093A1 (fr) Système et procédé de transaction d'argent électronique
US11379919B2 (en) Reducing data traffic in a computerized trading system
WO2022265176A1 (fr) Système de paiement en devises virtuelles en ligne et hors ligne à base mobile et procédé pour nœuds inclus en réseau distribué à chaîne de blocs
KR20210146274A (ko) 암호화폐의 합산 거래 시스템 및 방법
WO2012161420A2 (fr) Procédé et dispositif de fourniture d'informations boursières
WO2022169012A1 (fr) Dispositif et procédé permettant de traiter des informations de ventes d'articles
WO2011013899A2 (fr) Appareil de traitement graphique pour des conditions de négociation d'actions/contrats à terme standardisés
WO2022131458A1 (fr) Procédé de fourniture d'un service de paiement de change automatique
WO2024186191A1 (fr) Procédé et appareil pour fournir automatiquement une liquidité pour une transaction d'actif virtuel
KR20240135362A (ko) 가상자산 거래를 위한 유동성 자동 공급방법 및 장치
WO2021251674A1 (fr) Dispositif et procédé de service de réduction
CN110147264A (zh) 一种基于用户习惯的云桌面自助管理系统
CN113610385A (zh) 能源企业商品评价结果获取方法、系统和计算机设备
WO2018169122A1 (fr) Système de gestion intégré pour monnaie virtuelle, système de gestion domestique et procédé de gestion intégré associé
CN110070421B (zh) 一种线上体验方法及体验服务器工作方法
WO2018111019A1 (fr) Procédé de fourniture d'achat inversé et serveur de fourniture d'achat inversé l'utilisant
WO2020209593A1 (fr) Serveur de partage d'informations de ventes de produits et système de fourniture d'informations de ventes de produits ayant une fonction de récompense en fonction d'un partage d'informations
JP2003196407A (ja) サポートサービス管理システム
WO2022107953A1 (fr) Procédé de prêt basé sur une commande pour des marchandises
JP7359891B1 (ja) 料金設定支援システム、料金設定支援方法及びプログラム
WO2023128089A1 (fr) Systeme de fixation et procédé de fixation
JP2002099726A (ja) 取引方法および取引システムならびに記憶媒体

Legal Events

Date Code Title Description
121 Ep: the epo has been informed by wipo that ep was designated in this application

Ref document number: 24767477

Country of ref document: EP

Kind code of ref document: A1

NENP Non-entry into the national phase

Ref country code: DE