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0RiRi0

Computational verification of Orderbook matching

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0RiRi0

Computational verification of Orderbook matching


The problem 0RiRi0 solves

Big Picture:

Create a verfiable low latency matching engine that provides execution guarantees on matching with ability to experimen with blind auction designs and private ordebooks.

Small Picture:

The project ended being an attempt at creating a risc0 library for Merkle Mountain Ranges for Orderbooks which we believe is a needed primitive to allow further experimentation with these designs.

Immediate goals:

  • Complete the range of functions for orderbook specific data structures
  • Resolve all dependency related issues to have a working RISC0 library
  • Get a fast and realistic minimal viable Orderbook matching engine template in a RISC0 library

Medium Goals:

  • Extend the design space of simple Merkle Mountain Ranges implementations and develop the library to allow for easy choice for different objectives.

Challenges I ran into

RISC0 requiring wrappers for some libraries. For example couldnt run the orderbook rust implementation within risc0.
No wrapper library for Merkle Mountain Ranges.
Designing an immutable merkle mountain range is not complete and basic design has chance to be developed.

Discussion