Cross-Domain MEV as an Influence on Pricing of Intent Settlement: Can We Achieve Free/Reduced-Cost Exchange?

Summary

In general, the scope and mechanisms of extracting maximal extractable value (MEV) are poorly understood in DeFi. This is particularly true in the extraction of cross-domain MEV (e.g. extracting MEV from cross-blockchain transactions). For example, it is not well understood to what degree cross-chain MEV extraction is occurring already, if at all, and what means are employed to carry out this extraction.

As Composable works to construct a cross-domain intent settlement platform, a novel aspect of MEV that I have begun to consider is its relationship with the pricing of intent settlement. I believe that these two variables may be related. In this post, I explore the importance of intents, including how Composable’s cross-chain intent settlement framework can minimize transaction/gas costs in tandem with maximizing cross-domain MEV extraction.

I look forward to hearing the community’s thoughts on the extraction of cross-domain MEV and its relationship with the cost of intent settlement. Moreover, I look forward to reporting the results of further research into this area.

The Importance of Intents

Intents are a hot topic in DeFi right now, and for a good reason. For an overview of the history and various ways to define intents, I encourage you to read this article from Anoma’s Apriori.

Composable and a number of other protocols are working to create intent settlement platforms, which provide end-to-end services for users’ transaction intents. In Composable’s case, we are working on a cross-domain intent settlement platform leveraging our cross-chain infrastructure. We call it MANTIS: Multichain Agnostic Normalized Trust-minimized Intent Settlement. MANTIS facilitates settlement of cross-chain user intents, optimizing the supply chain to deliver upon our vision of a user-centric, ecosystem-agnostic future for DeFi.

Streamlining cross-domain exchange

At Composable, we believe that a user intent settlement platform (particularly, a cross-chain one) can improve the landscape for blockchain transaction execution. That is because this vastly improves the user experience, carrying out cross-domain exchange and abstracting away the complexity involved in this process. Furthermore, users do not have to spend time identifying the best opportunities to satisfy their intents, only to find that these opportunities are no longer available by the time that they have explored all options; instead this is done for them, in short order. Another exciting potential benefit of a cross-domain intent settlement framework is reducing gas costs for users.

Can We Enable a Free/Reduced-Cost Exchange?

We can liken MANTIS to equities markets. Specifically, we can liken intents to execution in a dark pool. In this comparison, Composable’s intent settlement platform is analogous to the dark pool. Just like with dark pool execution, in our intent settlement platform, we believe that there will be a number of participants that are willing to pay for orderflow to be routed through their platforms, as this provides them a financial gain. This would enable users to trade for free (or at least at a reduced cost).

With this in mind, to provide users the best experience and value, our intent settlement platform is designed so that users trade for as little as possible (similarly to the equities markets). Perhaps users could even trade for free, which is rare in the DeFi industry. To facilitate this, solvers could put down a small stake, simulate the cost of the transaction for the user, send funds to all interpreters involved, and swap for the correct amount of gas involved on an exchange such as the Pablo DEX.

To actually try to make gas costs free (or at least reduce them), we can take two primary steps:

  1. Making use of cross-domain MEV
  2. Aligning incentives across the ecosystem

These are described in further detail below.

Cross-domain MEV: What it is and how to make use of it

A cross-domain intent settlement platform (such as that being developed by Composable) introduces a new type of MEV: cross-domain MEV. As this is a novel form of MEV, and MEV is still a poorly studied and reported phenomenon, a number of questions thus arise. In particular, I believe that cross-domain MEV could impact the price of intent settlement.

Cross-domain MEV can be defined as the extraction of value from cross-chain transactions. This extractible value originates from two primary sources (McMenamin, 2023):

  1. Intrinsic-extractable value: expected value for an extractor at the precise time the state or transaction must be acted on (t = 0).

  2. In an order, this is approximately the expected value of all front- and back-running opportunities combined.

  3. In a pool, this is approximately the expected value from moving a price up or down at the time when orders are included in the chain.

  4. Time-extractable value: derived similarly to an option, this is the value derived because the extractor has the time between confirmation times/blocks to determine if they should act on a particular blockchain state.

  5. For extractors, this is the sum of all paths with a positive extractable value at expiration, multiplied by the probability of that path happening.

In the Composable ecosystem specifically, cross-domain MEV is potentiated from cross-chain intent settlement. Composable’s MANTIS receives user transaction intents, which are then picked up by solvers who compete to find the best solution to execute these intents. Once the optimal solution is chosen via a scoring mechanism, the winning solver must then execute upon their proposed solution. A single solution can involve a number of different domains. Searchers can access the orderflow from these solutions not only within each domain but also between domains, thus resulting in cross-domain MEV.

How we create an on-chain pay-for-orderflow model

The way that gas costs could be kept as low as possible would be to have such gas costs be a dynamic value that is subject to market conditions. This means that users could be able to trade for free, but only in the event that the below incentive equation is positive, and solvers are able to cover user gas fees:

  • (+) 0.1% of transfer, like CoW Swap
  • (+) Sale to blockbuilders
  • (+) MEV
  • (-) Money paid to blockbuilders in the role of searcher
  • (-) User’s gas

If not, then users will have a partial gas payment. Solvers can also take out short term loans and use these to cover gas fees, then pay these loans off after the order is executed and they receive their rewards.

Aligning ecosystem incentives

There are many different roles in Composable’s intent settlement framework, in addition to the solver role previously described. Each of the below actors could likely be willing to pay for orderflow, and thus, we can align ecosystem incentives to ensure these actors are properly incentivized to perform their roles well. If incentives are significantly positive, a portion can even be used to cover user gas costs.

Solvers

As mentioned, solvers propose solutions for user intents. They then execute these intents as transactions. They also perform the role of relayer, sending messages along.

Solvers will earn rewards from performing this role in MANTIS. Rewards will be allocated from a percentage of user funds processed through MANTIS. Rewards for the winning solver for each intent auction are calculated as follows:

solver rewards = observedQuality - referenceScore

In this equation, solver rewards are the amount distributed to the winning solver of a particular intent.

The referenceScore is that of the second highest solution, as determined by our scoring system.

The observedQuality relates to the quality of the settlement of a winning solution; more specifically this is the sum of the surplus generated from users and fees paid to the MANTIS framework. If the settlement fails, then observedQuality is zero. In this case of settlement failure, then the solver could end up paying the protocol, incentivizing solvers to present only feasible solutions to MANTIS.

Searchers

Searchers are able to extract MEV, both within a given domain and cross-domain. This is the incentive for searchers in our system; they are essentially rewarded with access to MEV.

Specifically, searchers can look through transactions in the mempool for potentially profitable opportunities. Searchers will pick up transactions and order them such that they believe to be maximizing their potential value capture (profit). At this stage, a searcher may add an additional fee to their transaction bundle before attempting to send it to a block builder in order to increase their chance of being added to the block. The searcher can thus profit from MEV opportunities such as arbitrage and liquidations.

Validators

Validators are rewarded for securing the network and validating transactions. Their rewards are accrued from MEV; the more MEV that is extracted, the more that a given validator makes.

Validators across the different ecosystems that are connected through our bridge must also form commitments to be able to facilitate orders. In addition to standard validators, we plan to generate a restaking layer for our intent settlement framework. This restaking layer involves a network of off-chain validators restaking staked native tokens (like stDOT) and running a light client. This protocol will store all necessary information, enabling restakers to sign on-chain. Validators on this network could be existing validators, who are able to opt into the restaked validator layer, and are also able to select which protocol(s) to restake with. While staking thus increases the potential amount slashed for validators performing malicious actions, it also greatly increases the amount of rewards that validators can earn.

Block builders

Builders interact with our system by receiving bundles from Composable. The duty of a block builder involves the construction of blocks in the system as well. They are incentivized by making money from selling blockspace to searchers at a lower price than the searcher is willing to pay for it. In other words, builders are paid for including orderflow in respective blocks.

Key Takeaways

Overall, there are many benefits that a cross-domain intent settlement platform can provide to users, particularly relating to transaction execution and user gas costs.

If the incentives of all actors in a cross-domain intent settlement framework (namely block builders, validators, searchers, relayers, and solvers) are properly aligned, cross-domain MEV can be maximized, and these profits can even be leveraged to allow users to trade for free. This provides an additional benefit to users beyond the obvious benefit of a streamlined cross-chain transaction execution experience. This also of course provides all actors involved with incentive to properly perform their roles in the system, and delivers a novel form of earnings as cross-domain MEV.

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Here is my thread about this perfect article;

https://x.com/greyreen/status/1736863476960620718?s=20

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Awesome!
my takeaway - https://twitter.com/nalogcetiridva/status/1740462746842320952