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http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/15397完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 廖世偉 | |
| dc.contributor.author | Tzu-Hao Wang | en |
| dc.contributor.author | 王子豪 | zh_TW |
| dc.date.accessioned | 2021-06-07T17:33:44Z | - |
| dc.date.copyright | 2020-06-24 | |
| dc.date.issued | 2020 | |
| dc.date.submitted | 2020-06-18 | |
| dc.identifier.citation | [1.] Satoshi Nakamoto.Bitcoin: A Peer-to-Peer Electronic Cash System
[2.] Cynthia Dwork, Moni Naor. Pricing via Processing or Combatting Junk Mail, Advances in Cryptology. 1993 [3.] Nick Szabo, Smart Contracts: Building Blocks for Digital Markets. 1994 [4.] Kaihua Qin, Liyi Zhou, Benjamin Livshits, Arthur Gervais. Attacking the DeFi Ecosystem with Flash Loans for Fun and Profit. 8 Mar 2020 [5.] Lewis Gudgeon, Daniel Perez, Dominik Harz, Arthur Gervais, Benjamin Livshits. The Decentralized Financial Crisis: Attacking DeFi. 19 Feb 2020 [6.] PeckShield.bZx Hack Full Disclosure (With Detailed Profit Analysis). Feb 18 2020 [7.] Binance Research (Etienne). in collaboration with the team of DApp.Review. DeFi #3 - 2020: The Borderless State of DeFi, Will innovation and growth within DeFi continue to expand beyond the scope of the crypto-industry? January 8th 2020 (updated on January 22th) [8.] Binance Research (Etienne). DeFi #2 - Arbitrage and Carry Trade Strategies,Exploring carry trade and arbitrage strategies with Ethereum-based DeFi. September 24th 2019 [9.] Team of DappReview ,2020 Q1 Dapp Market Report [10.] BTI Market Surveillance Report – September 2019 [11.] DeFi Pulse. Total Value Locked (USD) in DeFi. [12.] Vitalik Buterin. Improving front running resistance of x*y=k market makers [13.] Investopedia ,Moving Average (MA) Definition [14.] 藍狐筆記. Uniswap，什麼是以太坊上的「代幣交換協議」.Apr 11 2020 [15.] PeckShield. PeckShield資安報告：4月共發生安全事件 15 起，DeFi 安全敲響產業警鐘. May 2 2020. [16.] Guillermo Angeris, Hsien-Tang Kao, Rei Chiang, Charlie Noyes. An analysis of Uniswap markets. Nov 2019 | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/15397 | - |
| dc.description.abstract | 分散式金融(Decentralized Finance)在近年發展快速，其中也衍生了一些攻擊事件，價格供給預言機(Price Feed Oracle)是其中之重點，而2020年更發生了操縱價格的閃電貸攻擊(Flash Loan Attack)事件，本文利用時間加權平均價格的方法設計出價格處理公式WMA改(WMA_KAI)對價格做處理，使價格不只能加強對閃電貸攻擊之抵抗力，也不會偏離實際價格太遠，以達到安全且實用的價格供給。 | zh_TW |
| dc.description.abstract | With the rapid development of Decentralized Finance (DeFi), some attacks have come to pass, attack of Price Feed Oracle is the focus. In 2020, attackers made money via Flash Loan and price manipulation. This thesis uses Time-Weighted Average Price (TWAP) method to design a metric WMA_KAI to process price, so that the processed price can not only resist Flash Loan attacks, but also close to actual price to achieve safety and practical value. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-07T17:33:44Z (GMT). No. of bitstreams: 1 ntu-109-R05944051-1.pdf: 5991806 bytes, checksum: 776edcf3d453868a7d1d9895172b16da (MD5) Previous issue date: 2020 | en |
| dc.description.tableofcontents | 口試委員會審定書 i
誌謝 ii 中文摘要 iii Abstract iv Contents v Chapter 1 緒論 1 1.1 研究背景 1 1.2 研究動機 2 1.3 研究貢獻 2 Chapter 2 Background 4 2.1 比特幣 4 2.2 以太坊 5 2.2.1 智能合約 6 2.3 Decentralized Finance現況2019年至2020年Q1 6 2.3.1 2019年度 7 2.3.2 2020年Q1 8 2.4 Constant Product Market Maker Model 9 2.4.1 Model交易機制解說與範例說明 10 2.4.2 驅使流動池供給者給出適當比例 12 2.5 Price Feed Oracle 14 Chapter 3 閃電貸款與攻擊模式 15 3.1 第一次閃電貸款攻擊Feb-15-2020 15 3.2 第二次閃電貸款攻擊Feb-18-2020 18 Chapter 4 時間加權平均價格 21 4.1 簡單移動平均 21 4.2 加權移動平均 21 4.3 指數移動平均 22 4.4 WMA_KAI 22 Chapter 5 實驗與分析 29 5.1 Moving Average與現實價格之實驗分析 30 5.2 MA7與WMA7現實價格之實驗分析 38 5.3 MA、WMA、EMA、WMA_KAI 運用在DeFi價格處理之實驗分析 45 5.3.1 與現實價格之差距 46 5.3.2 對抗閃電貸款操縱價格之抵抗力 53 Chapter 6 結論與未來 57 參考資料 59 | |
| dc.language.iso | zh-TW | |
| dc.subject | 時間加權平均價格 | zh_TW |
| dc.subject | 分散式金融 | zh_TW |
| dc.subject | 價格供給 | zh_TW |
| dc.subject | 操縱價格 | zh_TW |
| dc.subject | 閃電貸攻擊 | zh_TW |
| dc.subject | Decentralized Finance | en |
| dc.subject | Time-Weighted Average Price | en |
| dc.subject | Flash Loan attacks | en |
| dc.subject | Price Manipulation | en |
| dc.subject | Price Feed | en |
| dc.title | 以時間加權平均價格來提高對閃電貸攻擊之抵抗力 | zh_TW |
| dc.title | Improving the resistance of Flash Loan Attack
Using Time-Weighted Average Price Model | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 108-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 梁伯嵩,廖婉君,柯瓊鳳,林慶達 | |
| dc.subject.keyword | 分散式金融,價格供給,操縱價格,閃電貸攻擊,時間加權平均價格, | zh_TW |
| dc.subject.keyword | Decentralized Finance,Price Feed,Price Manipulation,Flash Loan attacks,Time-Weighted Average Price, | en |
| dc.relation.page | 60 | |
| dc.identifier.doi | 10.6342/NTU202001034 | |
| dc.rights.note | 未授權 | |
| dc.date.accepted | 2020-06-18 | |
| dc.contributor.author-college | 電機資訊學院 | zh_TW |
| dc.contributor.author-dept | 資訊網路與多媒體研究所 | zh_TW |
| 顯示於系所單位： | 資訊網路與多媒體研究所 | |
文件中的檔案：
| 檔案 | 大小 | 格式 | |
|---|---|---|---|
| ntu-109-1.pdf 未授權公開取用 | 5.85 MB | Adobe PDF |
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