* Prefer transactions which buy coins from the user at low prices and sell coins to the user at high prices
* Randomly cancel a subset of non-preferred transactions after you've seen the market move over your time period
* Profit
If you do this right, canceling transactions is like having a price oracle, you can profit with 'future knowledge' by leaving some transactions open for extra seconds/minutes/hours/days.
Comments
What price would you then give the user?
'buy low sell high'
For a given time period
* Mark transactions as 'high risk' at random
* Prefer transactions which buy coins from the user at low prices and sell coins to the user at high prices
* Randomly cancel a subset of non-preferred transactions after you've seen the market move over your time period
* Profit
If you do this right, canceling transactions is like having a price oracle, you can profit with 'future knowledge' by leaving some transactions open for extra seconds/minutes/hours/days.
I agree with buy low sell high. If they do this at a large volume and keep some liquid at least during price surge, it may solve the problem.