Empirical Analysis of EIP-1559: Transaction Fees, Waiting Time, and Consensus Security

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Hauptverfasser: Liu, Yulin, Lu, Yuxuan, Nayak, Kartik, Zhang, Fan, Zhang, Luyao, Zhao, Yinhong
Format: Preprint
Veröffentlicht: 2022
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author Liu, Yulin
Lu, Yuxuan
Nayak, Kartik
Zhang, Fan
Zhang, Luyao
Zhao, Yinhong
author_facet Liu, Yulin
Lu, Yuxuan
Nayak, Kartik
Zhang, Fan
Zhang, Luyao
Zhao, Yinhong
contents A transaction fee mechanism (TFM) is an essential component of a blockchain protocol. However, a systematic evaluation of the real-world impact of TFMs is still absent. Using rich data from the Ethereum blockchain, the mempool, and exchanges, we study the effect of EIP-1559, one of the earliest-deployed TFMs that depart from the traditional first-price auction paradigm. We conduct a rigorous and comprehensive empirical study to examine its causal effect on blockchain transaction fee dynamics, transaction waiting times, and consensus security. Our results show that EIP-1559 improves the user experience by mitigating intrablock differences in the gas price paid and reducing users' waiting times. However, EIP-1559 has only a small effect on gas fee levels and consensus security. In addition, we find that when Ether's price is more volatile, the waiting time is significantly higher. We also verify that a larger block size increases the presence of siblings. These findings suggest new directions for improving TFMs.
format Preprint
id arxiv_https___arxiv_org_abs_2201_05574
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Empirical Analysis of EIP-1559: Transaction Fees, Waiting Time, and Consensus Security
Liu, Yulin
Lu, Yuxuan
Nayak, Kartik
Zhang, Fan
Zhang, Luyao
Zhao, Yinhong
General Economics
Economics
Cryptography and Security
Distributed, Parallel, and Cluster Computing
Computer Science and Game Theory
A transaction fee mechanism (TFM) is an essential component of a blockchain protocol. However, a systematic evaluation of the real-world impact of TFMs is still absent. Using rich data from the Ethereum blockchain, the mempool, and exchanges, we study the effect of EIP-1559, one of the earliest-deployed TFMs that depart from the traditional first-price auction paradigm. We conduct a rigorous and comprehensive empirical study to examine its causal effect on blockchain transaction fee dynamics, transaction waiting times, and consensus security. Our results show that EIP-1559 improves the user experience by mitigating intrablock differences in the gas price paid and reducing users' waiting times. However, EIP-1559 has only a small effect on gas fee levels and consensus security. In addition, we find that when Ether's price is more volatile, the waiting time is significantly higher. We also verify that a larger block size increases the presence of siblings. These findings suggest new directions for improving TFMs.
title Empirical Analysis of EIP-1559: Transaction Fees, Waiting Time, and Consensus Security
topic General Economics
Economics
Cryptography and Security
Distributed, Parallel, and Cluster Computing
Computer Science and Game Theory
url https://arxiv.org/abs/2201.05574