AuditChain: A Trading Audit Platform Over Blockchain

Guy R. Vishnia; Guy R. Vishnia; Gareth W. Peters; Gareth W. Peters; Gareth W. Peters

doi:10.3389/fbloc.2020.00009

Frontiers in Blockchain (Feb 2020)

AuditChain: A Trading Audit Platform Over Blockchain

Guy R. Vishnia,
Guy R. Vishnia,
Gareth W. Peters,
Gareth W. Peters,
Gareth W. Peters

Affiliations

Guy R. Vishnia: Department of Statistical Science, UCL, London, United Kingdom
Guy R. Vishnia: Virtu Financial, London, United Kingdom
Gareth W. Peters: Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Edinburgh, United Kingdom
Gareth W. Peters: Oxford Mann Institute, Oxford University, Oxford, United Kingdom
Gareth W. Peters: Systemic Risk Center, London School of Economics, London, United Kingdom

DOI: https://doi.org/10.3389/fbloc.2020.00009
Journal volume & issue: Vol. 3

Abstract

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A blockchain architecture and solution is proposed to audit processing under exchange regulation for trading activity of exchanges. A particular focus is made on dark pools and periodic auctions. An architecture of the solution is described conceptually and an implementation of the proposed solution is made in .NET framework in C# via a RESTful API for chain interaction with the periodic auction venue. The framework proof of concept is tested for different efficiency and latency considerations. This opens the concept to significantly more detailed and extensive developments.

Published in Frontiers in Blockchain

ISSN: 2624-7852 (Online)
Publisher: Frontiers Media S.A.
Country of publisher: Switzerland
LCC subjects: Technology: Technology (General): Industrial engineering. Management engineering: Information technology
Website: https://www.frontiersin.org/journals/blockchain#

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