A decentralized financial strategy sharing method based on on-chain behavior contribution proof

Abstract

The present invention provides a decentralized financial strategy sharing method based on on-chain behavioral contribution proof. The present invention introduces a behavioral contribution incentive mechanism for a decentralized financial strategy sharing system that uses blockchain technology at the bottom layer, defines roles and contribution reward and punishment rules according to strategy sharing and system consensus scenarios, and calculates the contribution increments of different user behaviors on the chain. Conversely, the contribution value can become an incentive factor in the sharing and consensus competition process. Thereby stimulating the enthusiasm of the sharing entity, regulating its behavior, and reducing the probability of malicious behavior. In addition, the present invention uses smart contract programs and attribute-based encryption technology to realize the publishing and subscription of on-chain strategies, the sending and receiving of signals, and fine-grained access control of signal data; digital portraits of strategies are portrayed based on historical signal data to improve the reliability of strategies.

Description

Technical Field

[0001] The present invention belongs to the field of blockchain, and in particular to a decentralized financial strategy sharing method based on on-chain behavior contribution proof. Background Art

[0002] The advent of the digital economy era has made digital knowledge and information a key production factor, and the application value of digital content is constantly reflected in the business world and public life. Financial strategies based on market logic and historical data statistics are increasingly favored by traders, and representative strategy sharing platforms such as Followme, eToro, and Collective2 have emerged. Financial strategies circulate between strategy suppliers, demanders, and sharing platforms, and are expected to become a digital asset with great commercial value. However, traditional centralized strategy sharing platforms face problems such as strategy leakage, unclear ownership, data falsification, excessive power of third-party platforms, and single point failures, resulting in a trust crisis among the various participants in strategy sharing. Limited by the drawbacks of the centralized model, the potential value effect of the strategy cannot be scaled and maximized.

[0003] The emerging blockchain technology is seen as a decentralized trusted ledger, which has the advantages of data immutability, non-forgeability, transparency, traceability, and peer-to-peer value transmission. The smart contracts on it can be executed accurately and automatically. Therefore, the combination of blockchain and smart contracts can improve the transparency, reliability, security and efficiency of data sharing, while supporting the safe, transparent and reliable value transfer of digital assets on the Internet. However, the existing general data sharing framework based on blockchain lacks a mechanism to incentivize shared entities in peer-to-peer networks, and cannot be fully applied to one-to-many policy sharing scenarios in the publish-subscribe model.

[0004] Therefore, how to provide a method that can promote the initiative of shared entity participation and policy quality in a decentralized environment while ensuring the security, confidentiality and reliability of policy sharing is an urgent problem that technicians in this field need to solve. Summary of the invention

[0005] In order to solve the problems in the above existing technical solutions, the present invention provides a decentralized financial strategy sharing method based on on-chain behavior contribution proof. The present invention introduces a behavior contribution incentive mechanism for a decentralized financial strategy sharing system that uses blockchain technology at the bottom layer, defines roles and contribution reward and punishment rules according to strategy sharing and system consensus scenarios, and is used to calculate the contribution increments of different user behaviors on the chain. High contribution values ​​can become an incentive factor for matching sharing conditions and needs, and competing for proposal rights and verification rights in consensus, thereby stimulating user enthusiasm and reducing the probability of malicious behavior. In addition, the present invention uses smart contract programs and attribute-based encryption technology to realize the publishing and subscription of on-chain strategies, the sending and receiving of investment signals, and the access control of signal data. At the same time, it depicts the digital portrait of the strategy based on the on-chain historical signal data, thereby improving the security, confidentiality and reliability of strategy sharing.

[0006] The present invention provides a decentralized financial strategy sharing method based on on-chain behavior contribution proof, and the decentralized financial strategy sharing system includes: a behavior contribution incentive mechanism, defining roles and behavior sets according to strategy sharing and system consensus scenarios;

[0007] The roles include: policy users, policy providers, and consensus nodes;

[0008] Behaviors include: subscription strategy, receiving signal, publishing strategy, sending signal, valid authorization, invalid authorization, valid release signal, invalid release signal, successful proposal, failed proposal, successful verification, and failed verification;

[0009] The contribution update rule is used to quantify the contribution value of a single behavior. It takes the user's role and behavior as input, calculates the contribution increment of the behavior based on the on-chain historical data and the quantitative formula of different behaviors, and outputs the latest contribution value of the role. The contribution value in turn becomes an incentive for users to share, propose, and verify.

[0010] Furthermore, the contribution increments of different roles and behaviors are as follows:

[0011] The behavior quantification formula of the policy user's subscription policy is:

[0012]

[0013] in, The upper limit of the contribution reward for a single strategy subscription, The upper limit of the contribution value of the set strategy user, is the contribution value of the strategy user before the update, price is the strategy price of this subscription, and n is the total amount of historical subscriptions;

[0014] The quantitative formula for the behavior of the strategy user receiving the signal is:

[0015]

[0016] in, The upper limit of the reward for a single signal reception contribution, The upper limit of the contribution value of the set strategy user, The contribution value of the strategy user before the update, num rec and num total are the number of signals received by the strategy user during the subscription period and the total number of signals sent by the strategy provider; t rec is the receiving time, t send is the signal time sent by the strategy provider, and θ is the time adjustment factor;

[0017] The quantitative formula for the behavior of the strategy provider to publish the strategy is:

[0018]

[0019] in, The upper limit of the contribution reward for a single strategy release, The upper limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. and Q max They are respectively the quality of the strategies released historically by the strategy provider and the quality of the best strategy in the current system;

[0020] The quantitative formula for the behavior of the strategy provider sending signals is:

[0021]

[0022] in, The upper limit of the reward for a single signal transmission contribution, The upper limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. and are the reception rate and average reception delay of the current strategy signal, Q and Q respectively. max are the current quality of the strategy and the best quality of the strategy in the current system, respectively; γ is the proportional adjustment factor; Γ is the threshold value of the number of signals that a single strategy can send in a day; k is the number of signals sent by the strategy provider on that day;

[0023] The quantitative formula for the behavior of effective authorization by the strategy provider is:

[0024]

[0025] in, The upper limit of a single valid authorization contribution reward. The upper limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. and They are the effective authorization rate and average authorization delay of the current policy respectively;

[0026] The behavior quantification formula for invalid authorization of the policy provider is:

[0027]

[0028] in, The upper limit of the penalty for a single invalid authorization contribution, The lower limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. is the invalid authorization rate of the current policy, Δt is the time interval from the last invalid authorization, and θ is the time adjustment factor;

[0029] The quantitative formula for the strategy provider to effectively release signals is:

[0030]

[0031] in, The upper limit of the reward for a single valid release signal contribution, The upper limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. and are the effective rate of signal release and the average release delay of the current strategy respectively, and γ is the proportional adjustment factor;

[0032] The quantitative formula for the behavior of the strategy provider's invalid release signal is:

[0033]

[0034] in, The upper limit of the penalty for a single invalid release signal contribution, The lower limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. is the inefficiency of signal release of the current strategy, Δt is the time interval from the last ineffective release, and θ is the time adjustment factor;

[0035] The behavior quantification formula for a successful proposal of a consensus node is:

[0036]

[0037] in, The upper limit of the reward for a single successful proposal contribution, The upper limit of the consensus node contribution value is set. is the contribution value of the consensus node before updating. is the overall consensus proposal success rate of the consensus node, gas is the amount of gas consumed by a single transaction, and gaslimit is the maximum total amount of gas allowed in a single block;

[0038] The behavior quantification formula of consensus node failed proposal is:

[0039]

[0040] in, The upper limit of the penalty for a single failed proposal contribution, The lower limit of the consensus node contribution value is set. is the contribution value of the consensus node before updating. is the overall consensus proposal failure rate of the consensus node, Δt is the time difference from the last proposal failure, and θ is the time adjustment factor;

[0041] The behavior quantification formula for successful verification of a consensus node is:

[0042]

[0043] in, The upper limit of the reward for a single successful verification contribution, The upper limit of the consensus node contribution value is set. is the contribution value of the consensus node before updating. is the overall consensus verification success rate of the consensus node, gas is the amount of gas consumed by a single transaction, and gaslimit is the maximum total amount of gas allowed for a single block;

[0044] The behavior quantification formula for consensus node failure verification is:

[0045]

[0046] in, The upper limit of the penalty for a single failed verification, The lower limit of the consensus node contribution value is set. is the contribution value of the consensus node before updating. is the overall consensus verification failure rate of the consensus node, Δt is the time difference from the last verification failure, and θ is the time adjustment factor.

[0047] Furthermore, the decentralized financial strategy sharing system uses smart contract programs and attribute-based encryption technology to realize on-chain strategy sharing, including the following steps:

[0048] Step 1: The user creates an account and joins the blockchain network, automatically registering as a policy user;

[0049] To have the identity and permissions of a strategy provider, you need to register yourself and pledge a certain amount of margin to the smart contract;

[0050] After successful registration, the smart contract automatically initializes the contribution value of the user's relevant roles;

[0051] Step 2: Before the policy provider publishes each policy, it first initializes the attribute-based encryption locally, inputs the security parameter k, and outputs the master private key MSK and public key PK of the generated policy S;

[0052] Send a policy publishing request containing the public key PK and policy information to the smart contract. The uploaded policy information includes: policy title, price, subscription period and related description;

[0053] The smart contract determines whether the strategy provider has the conditions to publish strategies, that is, the address that calls the smart contract interface has been registered as a strategy provider, the contribution value of the strategy provider is higher than the contribution threshold, and the quality of 70% of the strategies published by the strategy provider is higher than the average quality of all strategies in the system;

[0054] If yes, the policy data will be uploaded to the blockchain, otherwise the request will be rejected;

[0055] After the upload is successful, the smart contract calculates and updates the contribution increment of the corresponding role (strategy provider) and behavior (publishing strategy) according to the contribution update rules;

[0056] Step 3: The strategy user pays the subscription fee of strategy S to the smart contract to obtain the strategy rights;

[0057] The smart contract notifies the strategy provider of the strategy user’s subscription request in the form of an event, and gives the strategy user a contribution reward for subscribing to the strategy.

[0058] After receiving the request, the policy provider performs authorization operations for the corresponding policy according to the policy number in the request, formulates the access control key SK of policy S based on the policy user's attributes, encrypts it with the policy user's public key, and sends it to the blockchain;

[0059] The policy user can use his own private key to decrypt and obtain the key SK;

[0060] After verifying the validity of this authorization, the smart contract transfers the subscription fee temporarily stored by the strategy user on the smart contract to the strategy provider's account, and gives the strategy provider a contribution reward for the effective authorization behavior;

[0061] If the authorization is invalid, the subscription fee will be refunded to the strategy user account, and the strategy provider will be penalized for the invalid authorization behavior;

[0062] Step 4: The policy provider uploads the signal information and signal hash encrypted with the symmetric key to the InterPlanetary File System IPFS;

[0063] Execute the attribute encryption algorithm based on ciphertext policy (CP-ABE) on the symmetric key and IPFS return address index, and send the ciphertext CT to the smart contract;

[0064] The smart contract checks whether the strategy provider is currently qualified to send a signal, that is, the strategy provider has effectively released all historical signals under the strategy to which the signal belongs;

[0065] If the request is successful, the ciphertext CT will be uploaded to the blockchain, and the strategy provider will be rewarded for sending the signal. Otherwise, the request will be rejected.

[0066] Step 5: The policy user obtains the ciphertext CT from the blockchain, executes the CP-ABE decryption algorithm, and obtains the address index of the symmetric key and signal ciphertext;

[0067] Obtain the signal ciphertext and signal hash in IPFS according to the index, decrypt using the symmetric key to obtain the signal plaintext information, and use the signal hash to verify data consistency;

[0068] Send confirmation to the smart contract, that is, the signal is received successfully, and the smart contract gives the strategy user a contribution reward for accepting the signal;

[0069] If the data is inconsistent or cannot be decrypted, then challenge the arbitration contract;

[0070] Step 6: The strategy provider releases the signal data, and the smart contract will check the consistency of the signal data. If they are consistent, the signal is released successfully, and the strategy provider will be rewarded for the effective release of the signal. Otherwise, the signal is invalid and needs to be released again, and the strategy provider will be punished for the invalid release of the signal. The system backtests and counts the historical signal data, and builds a digital portrait of strategy S based on the strategy quality evaluation indicators.

[0071] Furthermore, the policy provider performs policy authorization operations as follows:

[0072] KeyGen(PK,MSK,U) → ,SK

[0073] Input the master private key MSK, public key PK and attribute set U of policy user of policy S, and output the decryption key SK of policy S of policy user; wherein the attribute set U of policy user is {policy number, subscription end time: key generation timestamp + subscription period}.

[0074] Furthermore, the policy provider performs the CP-ABE encryption operation as follows:

[0075] Encrypt(PK, As, M) → CT

[0076] Input the policy public key PK, access policy As and plaintext information M, and output a ciphertext CT related to the access policy As; As satisfies the properties {policy number and subscription end time is greater than the current encryption timestamp}; M is the symmetric key and IPFS return address index.

[0077] Furthermore, strategy quality evaluation indicators include: strategy return rate, maximum drawdown rate, Sharpe ratio, win-loss ratio, and win rate.

[0078] Furthermore, the steps for effectively releasing signals in behavioral concentration include:

[0079] Step B1: The strategy provider sends the signal ciphertext CT to the contract, and uploads the transaction timestamp plaintext and signal data plaintext hash in the signal data at the same time;

[0080] Step B2: When the transaction timestamp in the signal data is less than the current timestamp, the strategy provider actively uploads the address index and symmetric key of the signal ciphertext to the smart contract;

[0081] Step B3: The smart contract decrypts the signal data plaintext from IPFS based on the data released by the policy provider, performs a hash operation, and compares it with the plaintext hash stored in the blockchain. If they are consistent, it means the release is successful.

[0082] Further, the steps for successful proposal and successful verification of the behavior set include:

[0083] Step C1: The user creates a consensus certificate, including the height range of the competing block, and registers the certificate by calling the consensus node registration interface of the smart contract;

[0084] Step C2: When a new round of consensus starts, if the registration height has not been reached, it ends, otherwise it continues;

[0085] Step C3: Nodes participating in this round of consensus compete for the right to propose through encrypted lottery;

[0086] The consensus node generates a public-private key pair (sk, pk), calculates a random number m based on the current round information and the previous round's block information, and uses its own key and random number m to perform a verifiable random function calculation to obtain the hash value hash and proof π;

[0087] According to d = hash / 2 hashlen Normalize the hash, where hashlen is the number of bits in the calculated hash;

[0088] According to the contribution value and the system common parameters, the binomial distribution is constructed:

[0089]

[0090] Among them, p = t / W is the probability of winning in a single lottery, t is the number of consensus nodes that we want to select, and W = ∑w i is the total contribution value of all consensus nodes, and w is the contribution value of the node;

[0091] Constructor: Each consensus node tries to calculate from 0 to w. If its own d < f(j), then record j = 0; if there exists j that satisfies f(j) ≤ d < f(j+1), record the value of j at this time; if j > 0, then the node obtains the right to propose;

[0092] Step C4: After obtaining the proposal right, the node will immediately package the transaction requests that have not yet reached consensus in the transaction pool, construct a new block, and sign the block data and block hash with its own private key, and broadcast the block and signature to the network;

[0093] Step C5: The nodes participating in this round of consensus also compete for the verification right through encrypted lottery to form a validator committee;

[0094] Each validator independently listens to block proposals in the network and caches the received proposals in local memory;

[0095] Waiting for T BLOCK After a certain period of time, verify the correctness and completeness of all received proposals and the legitimacy of the identities of all proposing nodes;

[0096] Select the proposal with the smallest hash and sign the block, broadcasting the block hash and signature to the network;

[0097] Only when more than 2 / 3 of the validators have passed the verification, the block will be deemed valid, the new block will be broadcast to the entire network, and the ledger of the entire network will be synchronized.

[0098] The present invention has the following beneficial effects:

[0099] 1) Quantify the user's on-chain behavior in the form of contribution value. The incremental contribution of each behavior will be recorded in the block, making the contribution value traceable, credible and tamper-proof. At the same time, the built-in system smart contract is used to automate the management of contribution value. In the sharing process, a contribution value that is too low will limit strategy sharing, while a high contribution value can become a factor in strategy sharing matchmaking or an incentive for demand response, encouraging more users to participate in peer-to-peer financial strategy sharing. In the consensus process, a contribution value that is too low will not be able to compete for the right to record accounts, while a high contribution value will have a greater probability of becoming a record node, improving the fairness and security of the system and promoting the healthy development of the system ecology.

[0100] 2) Use smart contract programs and attribute-based encryption technology to realize the publishing and subscription of on-chain strategies, the sending and receiving of signals, and the fine-grained decryption authority assignment during strategy sharing. The shared signal data is encrypted and stored on the IPFS storage node, and the address index returned by IPFS is stored on the blockchain, realizing safe and efficient storage of data and non-tamperability. In addition, the historical signal data on the chain is backtested and counted, and the various indicators of its strategy are tracked to build a digital portrait of the strategy. Strategy users can evaluate the quality of the strategy before subscribing, thereby improving the reliability of the strategy. BRIEF DESCRIPTION OF THE DRAWINGS

[0101] Figure 1 This is a schematic diagram of a framework of a decentralized financial strategy sharing method based on on-chain behavior contribution proof of the present invention;

[0102] Figure 2 A timing diagram of the policy sharing combining smart contracts and attribute-based encryption according to the present invention.

[0103] Figure 3 This is a consensus flow chart of the contribution value-based encrypted lottery of the present invention. DETAILED DESCRIPTION

[0104] The following will be combined with the drawings in the embodiments of the present invention to clearly and completely describe the technical solutions in the embodiments of the present invention. Obviously, the described embodiments are only part of the embodiments of the present invention, not all of the embodiments. Based on the embodiments of the present invention, all other embodiments obtained by ordinary technicians in this field without creative work are within the scope of protection of the present invention.

[0105] As attached Figure 1 As shown in the figure, the implementation of a decentralized financial strategy sharing method based on on-chain behavior contribution proof includes the following six entities:

[0106] 1) Strategy providers: individuals or organizations with high-quality strategies and quantitative trading expertise, such as quantitative trading strategists, financial institutions, etc., who are ready to commercialize their private strategies, share them on the network for a fee, and send corresponding investment signals to strategy users.

[0107] 2) Strategy users: individuals who need strategies, such as ordinary investors, novices without quantitative trading foundation, and investors who want to gain knowledge from other people's strategies. They choose strategies according to their own needs, pay the corresponding subscription fees to obtain access rights, and then receive investment signals of subscribed strategies as a reference for their off-chain transactions.

[0108] 3) Consensus Node: Responsible for maintaining a copy of the state data and ledger. The consensus node will receive transaction consensus requests from the network, package them into blocks, and run the consensus mechanism. Once consensus is reached, the block will be added to the blockchain.

[0109] 4) Interplanetary File System IPFS: A global, peer-to-peer distributed file system used to store the original signal data published by the policy provider and return the address index of the data to the policy provider. At the same time, the policy user can obtain the original signal data in IPFS through the address index.

[0110] 5) Smart Contract: Responsible for access control during on-chain strategy sharing. The contract defines the rules and conditions for strategy sharing, allowing SPs and SUs to conduct trusted transactions without a third party, and these transactions are irreversible. Smart contracts are deployed on the blockchain, and strategy providers and strategy users call methods in the contract based on their own needs for strategy sharing.

[0111] 6) Blockchain network: The distributed ledger of the system is maintained by all members of the network. Block data is stored in a chain structure, and all blocks have a pointer reference to the previous block to ensure that the data is not tampered with. A Merkle tree similar to a binary tree structure is also constructed and placed in each block to achieve high-speed query and verification of the signal data recorded in the block.

[0112] The relationship between entities includes: the policy provider calls the smart contract to publish the policy interface, authorizes and responds to the subscription request of the policy user, and uploads the signal ciphertext to IPFS; the policy user queries the policy through the smart contract, calls the smart contract subscription policy interface, and downloads the signal ciphertext from IPFS; the smart contract checks the access rights of the policy provider and the policy user. The consensus node packages the policy sharing transactions in the network into blocks for proposal and verification.

[0113] This embodiment provides a specific implementation method of user behavior contribution evaluation, and the process includes:

[0114] 1) Set roles and behaviors before smart contract deployment. Roles include policy users, policy providers, and consensus nodes. Behaviors include subscribing to policies, receiving signals, publishing policies, sending signals, valid authorization, invalid authorization, valid release signals, invalid release signals, successful proposals, failed proposals, successful verification, and failed verification.

[0115] 2) Set different behavior contribution update rules:

[0116] The behavior quantification formula of the policy user's subscription policy is:

[0117]

[0118] in, The upper limit of the contribution reward for a single strategy subscription, The upper limit of the contribution value of the set strategy user, is the contribution value of the strategy user before the update, price is the strategy price of this subscription, and n is the total amount of historical subscriptions.

[0119] The quantitative formula for the behavior of the strategy user receiving the signal is:

[0120]

[0121] in, The upper limit of the reward for a single signal reception contribution, The upper limit of the contribution value of the set strategy user, The contribution value of the strategy user before the update, num rec and num total They are the number of signals received by the strategy user during the subscription period and the total number of signals sent by the strategy provider. rec is the receiving time, t send is the signal time sent by the strategy provider, and θ is the time adjustment factor.

[0122] The quantitative formula for the behavior of the strategy provider to publish the strategy is:

[0123]

[0124] in, The upper limit of the contribution reward for a single strategy release, The upper limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. and Q max They are respectively the quality of the strategies historically released by the strategy provider and the quality of the best strategy in the current system.

[0125] The quantitative formula for the behavior of the strategy provider sending signals is:

[0126]

[0127] in, The upper limit of the reward for a single signal transmission contribution, The upper limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. and are the reception rate and average reception delay of the current strategy signal, Q and Q respectively. max are the current quality of the strategy and the best quality of the strategy in the current system, respectively, γ is the proportional adjustment factor, Γ is the threshold value of the number of signals that a single strategy can send in a day, and k is the number of signals sent by the strategy provider on that day.

[0128] The quantitative formula for the behavior of effective authorization by the strategy provider is:

[0129]

[0130] in, The upper limit of a single valid authorization contribution reward. The upper limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. and They are the effective authorization rate and average authorization delay of the current policy respectively.

[0131] The behavior quantification formula for invalid authorization of the policy provider is:

[0132]

[0133] in, The upper limit of the penalty for a single invalid authorization contribution, The lower limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. is the invalid authorization rate of the current policy, Δt is the time interval from the last invalid authorization, and θ is the time adjustment factor.

[0134] The quantitative formula for the strategy provider to effectively release signals is:

[0135]

[0136] in, The upper limit of the reward for a single valid release signal contribution, The upper limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. and are the effective rate and average release delay of the current strategy signal respectively, and γ is the proportional adjustment factor.

[0137] The quantitative formula for the behavior of the strategy provider's invalid release signal is:

[0138]

[0139] in, The upper limit of the penalty for a single invalid release signal contribution, The lower limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. is the inefficiency of the current strategy signal release, Δt is the time interval from the last ineffective release, and θ is the time adjustment factor.

[0140] The behavior quantification formula for a successful proposal of a consensus node is:

[0141]

[0142] in, The upper limit of the reward for a single successful proposal contribution, The upper limit of the consensus node contribution value is set. is the contribution value of the consensus node before updating. is the overall consensus proposal success rate of the consensus node, gas is the amount of gas consumed by a single transaction, and gaslimit is the maximum total amount of gas allowed in a single block.

[0143] The behavior quantification formula of consensus node failed proposal is:

[0144]

[0145] in, The upper limit of the penalty for a single failed proposal contribution, The lower limit of the consensus node contribution value is set. is the contribution value of the consensus node before updating. is the overall consensus proposal failure rate of the consensus node, Δt is the time difference from the last proposal failure, and θ is the time adjustment factor.

[0146] The behavior quantification formula for successful verification of a consensus node is:

[0147]

[0148] in, The upper limit of the reward for a single successful verification contribution, The upper limit of the consensus node contribution value is set. is the contribution value of the consensus node before updating. is the overall consensus verification success rate of the consensus node, gas is the amount of gas consumed by a single transaction, and gaslimit is the maximum total amount of gas allowed in a single block.

[0149] The behavior quantification formula for consensus node failure verification is:

[0150]

[0151] in, The upper limit of the penalty for a single failed verification, The lower limit of the consensus node contribution value is set. is the contribution value of the consensus node before updating. is the overall consensus verification failure rate of the consensus node, Δt is the time difference from the last verification failure, and θ is the time adjustment factor.

[0152] 3) After the user registers, the contribution value of different roles is initialized.

[0153] 4) The user performs a certain action on the chain, and the action belongs to the action set in the set contribution update rules. The smart contract calculates the contribution increment of the action based on the historical data on the chain and the quantitative formula of different actions, and outputs the latest contribution value of the current role.

[0154] As attached Figure 2 As shown in the figure, the policy sharing process combining smart contracts and attribute-based encryption includes the following six steps:

[0155] 1) User registration: The user creates an account and joins the blockchain network, sends the address and public key to the smart contract, and automatically registers as a strategy user. To have the identity and authority of a strategy provider, you need to register yourself and pledge a certain amount of margin to the smart contract.

[0156] 2) Policy release: The policy provider generates the master private key MSK and public key PK of policy S locally, and sends a policy release request containing the public key PK and policy information to the smart contract.

[0157] 3) Policy subscription: The policy user sends a subscription request containing the policy S number and subscription fee to the smart contract, and the smart contract notifies the policy provider in the form of an event. After receiving the request, the policy provider formulates the access control key SK of the policy S based on the policy user's attributes, asymmetrically encrypts it with the policy user's public key, and uploads it to the smart contract. The policy user obtains the encryption key through the smart contract and decrypts it with his own private key to obtain SK.

[0158] 4) Signal transmission: The strategy provider uploads the signal information and signal hash encrypted with the symmetric key to IPFS, and then executes the attribute encryption algorithm based on the ciphertext policy (CP-ABE) on the symmetric key and the IPFS return address index, and uploads the ciphertext CT to IPFS. Then the strategy number, the IPFS address index of the ciphertext CT, and the transaction timestamp in the signal data are sent to the smart contract.

[0159] 5) Signal reception: The strategy user sends a signal reception request to the smart contract, obtains the IPFS address index of the ciphertext CT, downloads the ciphertext CT from IPFS according to the address index, executes the CP-ABE decryption algorithm, and obtains the address index of the symmetric key and signal ciphertext. Then, according to the address index of the signal ciphertext, the signal ciphertext and signal hash are downloaded from IPFS, the symmetric key is used to decrypt to obtain the signal plaintext information, the signal hash is used to verify the data consistency, and finally a confirmation message is sent to the smart contract.

[0160] 6) Digital portrait construction: The strategy provider provides the smart contract with the signal number of a historical signal, the address index of the signal ciphertext, and the symmetric key. The smart contract thus obtains the historical signal, backtests and counts the data, obtains various strategy quality indicators, and constructs a digital portrait of strategy S.

[0161] As attached Figure 3 As shown in the figure, the process of consensus nodes using their own contribution values ​​to conduct encrypted lottery to compete for proposal rights and verification rights is as follows:

[0162] 1) Create a consensus certificate: To become a consensus node, you must first create a consensus certificate, select a height range of a competitive block, and call the registration certificate through a smart contract, which actually initiates a transaction to the smart contract.

[0163] 2) Encrypted lottery competition proposal rights: When a new round of consensus begins, if the registered block competition height is not reached, it ends, otherwise it continues. Through a verifiable random function, the node calculates the hash and proof respectively. The node calculates the hash and proof according to d = hash / 2. hashlen Normalize the hash, where hashlen is the number of bits in the calculated hash. Then construct a binomial distribution based on the contribution value and system public parameters:

[0164]

[0165] Among them, p = t / W is the probability of winning in a single lottery, t is the number of consensus nodes that we want to select, and W = ∑w i is the total contribution value of all consensus nodes, and w is the contribution value of the node.

[0166] Finally, the constructor: Each consensus node tries to calculate from 0 to w. If its own d<f(j), then record j=0. If there exists j that satisfies f(j)≤d<f(j+1), record the value of j at this time. If j>0, then the node obtains the right to propose.

[0167] 3) Proposal: The node that obtains the proposal right will immediately package the transaction requests that have not yet reached consensus in the transaction pool, construct a new block, and sign the block data and block hash with its own private key, and broadcast the block and signature to the network.

[0168] 4) Encrypted lottery competition for verification rights: The nodes participating in this round of consensus also compete for verification rights through encrypted lottery to form a validator committee. Each validator independently monitors block proposals in the network and caches the received proposals in local memory. Waiting for T BLOCK After a certain time, verify the correctness and integrity of all received proposals and the legitimacy of the identities of all proposing nodes. Select the proposal with the smallest hash and sign the block, and broadcast the block hash and signature to the network.

[0169] 5) Block confirmation: Only when a block is verified by more than 2 / 3 of the validators can the proposer of the block submit the block, that is, write it into the blockchain.

[0170] Finally, it should be noted that the above embodiments are only used to illustrate the technical solutions of the present invention, rather than to limit it. Although the present invention has been described in detail with reference to the aforementioned embodiments, those skilled in the art should understand that they can still modify the technical solutions described in the aforementioned embodiments, or replace some or all of the technical features therein with equivalents. However, these modifications or replacements do not cause the essence of the corresponding technical solutions to deviate from the scope of the technical solutions of the embodiments of the present invention.

Claims

1. A decentralized financial strategy sharing method based on on-chain behavior contribution proof, characterized in that: The decentralized financial strategy sharing system includes: behavioral contribution incentive mechanism, which defines roles and behavior sets based on strategy sharing and system consensus scenarios; The roles include: policy users, policy providers, and consensus nodes; Behaviors include: subscription strategy, receiving signal, publishing strategy, sending signal, valid authorization, invalid authorization, valid release signal, invalid release signal, successful proposal, failed proposal, successful verification, and failed verification; The contribution update rule is used to quantify the contribution value of a single behavior. It takes the user's role and behavior as input, calculates the contribution increment of the behavior based on the on-chain historical data and the quantitative formula of different behaviors, and outputs the latest contribution value of the role. The contribution increments of different roles and behaviors are as follows: The behavior quantification formula of the policy user's subscription policy is: in, The upper limit of the contribution reward for a single strategy subscription, The upper limit of the contribution value of the set strategy user, is the contribution value of the strategy user before the update, price is the strategy price of this subscription, and n is the total amount of historical subscriptions; The quantitative formula for the behavior of the strategy user receiving the signal is: in, The upper limit of the reward for a single signal reception contribution, The upper limit of the contribution value of the set strategy user, The contribution value of the strategy user before the update, num rec and num total are the number of signals received by the strategy user during the subscription period and the total number of signals sent by the strategy provider; t rec is the receiving time, t send is the signal time sent by the strategy provider, and θ is the time adjustment factor; The quantitative formula for the behavior of the strategy provider to publish the strategy is: in, The upper limit of the contribution reward for a single strategy release, The upper limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. and Q max They are respectively the quality of the strategies released historically by the strategy provider and the quality of the best strategy in the current system; The quantitative formula for the behavior of the strategy provider sending signals is: in, The upper limit of the contribution reward for a single signal transmission, The upper limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. and are the reception rate and average reception delay of the current strategy signal, Q and Q respectively. max are the current quality of the strategy and the best quality of the strategy in the current system, respectively; γ is the proportional adjustment factor; Γ is the threshold value of the number of signals that a single strategy can send in a day, and is the number of signals sent by the strategy provider on that day; The quantitative formula for the behavior of effective authorization by the strategy provider is: in, The upper limit of a single valid authorization contribution reward. The upper limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. and They are the effective authorization rate and average authorization delay of the current policy respectively; The behavior quantification formula for invalid authorization of the policy provider is: in, The upper limit of the penalty for a single invalid authorization contribution, The lower limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. is the invalid authorization rate of the current policy, Δt is the time interval from the last invalid authorization, and θ is the time adjustment factor; The quantitative formula for the strategy provider to effectively release signals is: in, The upper limit of the reward for a single valid release signal contribution, The upper limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. and are the effective rate of signal release and the average release delay of the current strategy respectively, and γ is the proportional adjustment factor; The quantitative formula for the behavior of the strategy provider's invalid release signal is: in, The upper limit of the penalty for a single invalid release signal contribution, The lower limit of the contribution value of the strategy provider is set. The contribution value of the strategy provider before the update. is the inefficiency of signal release of the current strategy, Δt is the time interval from the last ineffective release, and θ is the time adjustment factor; The behavior quantification formula for a successful proposal of a consensus node is: in, The upper limit of the reward for a single successful proposal contribution, The upper limit of the consensus node contribution value is set. is the contribution value of the consensus node before updating. is the overall consensus proposal success rate of the consensus node, gas is the amount of gas consumed by a single transaction, and gaslimit is the maximum total amount of gas allowed in a single block; The behavior quantification formula of consensus node failed proposal is: in, The upper limit of the penalty for a single failed proposal contribution, The lower limit of the consensus node contribution value is set. is the contribution value of the consensus node before updating. is the overall consensus proposal failure rate of the consensus node, Δt is the time difference from the last proposal failure, and γ is the time adjustment factor; The behavior quantification formula for successful verification of a consensus node is: in, The upper limit of the reward for a single successful verification contribution, The upper limit of the consensus node contribution value is set. is the contribution value of the consensus node before updating. is the overall consensus verification success rate of the consensus node, gas is the amount of gas consumed by a single transaction, and goslimit is the maximum total amount of gas allowed for a single block; The behavior quantification formula for consensus node failure verification is: in, The upper limit of the penalty for a single failed verification, The lower limit of the consensus node contribution value is set. is the contribution value of the consensus node before updating. is the overall consensus verification failure rate of the consensus node, Δt is the time difference from the last verification failure, and θ is the time adjustment factor.

2. A decentralized financial strategy sharing method based on on-chain behavior contribution proof according to claim 1, characterized in that: The decentralized financial strategy sharing system uses smart contract programs and attribute-based encryption technology to achieve on-chain strategy sharing, including the following steps: Step 1: The user creates an account and joins the blockchain network, automatically registering as a policy user; To have the identity and permissions of a strategy provider, you need to register yourself and pledge a certain amount of margin to the smart contract; After successful registration, the smart contract automatically initializes the contribution value of the user's relevant roles; Step 2: Before the policy provider publishes each policy, it first initializes the attribute-based encryption locally, inputs the security parameter k, and outputs the master private key MSK and public key PK of the generated policy S; Send a policy publishing request containing the public key PK and policy information to the smart contract; The smart contract determines whether the strategy provider has the conditions to publish the strategy; If yes, the policy data will be uploaded to the blockchain, otherwise the request will be rejected; After the upload is successful, the smart contract calculates and updates the contribution increment of the strategy provider's strategy release behavior according to the contribution update rules; Step 3: The strategy user pays the subscription fee of strategy S to the smart contract to obtain the strategy rights; The smart contract notifies the strategy provider of the strategy user’s subscription request in the form of an event, and gives the strategy user a contribution reward for subscribing to the strategy. After receiving the request, the policy provider performs authorization operations for the corresponding policy according to the policy number in the request, formulates the access control key SK of policy S based on the policy user's attributes, encrypts it with the policy user's public key, and sends it to the blockchain; The policy user uses his own private key to decrypt and obtain the key SK; After verifying the validity of this authorization, the smart contract transfers the subscription fee temporarily stored by the strategy user on the smart contract to the strategy provider's account, and gives the strategy provider a contribution reward for the effective authorization behavior; If the authorization is invalid, the subscription fee will be refunded to the strategy user's account, and the strategy provider will be penalized for the invalid authorization behavior. Step 4: The policy provider uploads the signal information and signal hash encrypted with the symmetric key to the InterPlanetary File System IPFS; Execute the attribute encryption algorithm based on ciphertext policy (CP-ABE) on the symmetric key and IPFS return address index, and send the ciphertext CT to the smart contract; The smart contract checks whether the strategy provider is currently qualified to send signals; If the request is successful, the ciphertext CT will be uploaded to the blockchain, and the strategy provider will be rewarded for sending the signal. Otherwise, the request will be rejected. Step 5: The policy user obtains the ciphertext CT from the blockchain, executes the CP-ABE decryption algorithm, and obtains the address index of the symmetric key and signal ciphertext; Obtain the signal ciphertext and signal hash in IPFS according to the index, decrypt using the symmetric key to obtain the signal plaintext information, and use the signal hash to verify data consistency; Send confirmation to the smart contract, which rewards the strategy user for accepting the signal. If the data is inconsistent or cannot be decrypted, then challenge the arbitration contract; Step 6: The strategy provider releases the signal data, and the smart contract will check the consistency of the signal data. If they are consistent, the signal is released successfully, and the strategy provider will be rewarded for the effective release of the signal. Otherwise, the signal is invalid and needs to be released again, and the strategy provider will be punished for the invalid release of the signal. The system backtests and counts the historical signal data, and builds a digital portrait of strategy S based on the strategy quality evaluation indicators.

3. According to claim 2, a decentralized financial strategy sharing method based on on-chain behavior contribution proof is characterized in that: The policy provider performs policy authorization operations as follows: KeyGen(PK,MSK,U)→SK Input the master private key MSK, public key PK and attribute set U of policy user of policy S, and output the decryption key SK of policy S of policy user; the attribute set U of policy user is {policy number, subscription end time: key generation timestamp + subscription period}.

4. According to claim 2, a decentralized financial strategy sharing method based on on-chain behavior contribution proof is characterized in that: The policy provider performs CP-ABE cryptographic operations as follows: Encrypt(PK,As,M)→CT Input the policy public key PK, access policy As and plaintext information M, and output a ciphertext CT related to the access policy As; As satisfies the property {the subscribed policy number is equal to the number of policy S, and the subscription end time is greater than the current encryption timestamp}; the content of the plaintext information M is the symmetric key and the IPFS return address index.

5. According to claim 2, a decentralized financial strategy sharing method based on on-chain behavior contribution proof is characterized in that: Strategy quality evaluation indicators include: strategy return rate, maximum drawdown rate, Sharpe ratio, win-loss ratio, and win rate.

6. A decentralized financial strategy sharing method based on on-chain behavior contribution proof according to claim 1 or 2, characterized in that: The steps for effective release signal in behavioral concentration include: Step B1: The strategy provider sends the signal ciphertext CT to the contract, and uploads the transaction timestamp plaintext and signal data plaintext hash in the signal data at the same time; Step B2: When the transaction timestamp in the signal data is less than the current timestamp, the strategy provider actively uploads the address index and symmetric key of the signal ciphertext to the smart contract; Step B3: The smart contract decrypts the signal data plaintext from IPFS based on the data released by the policy provider, performs a hash operation, and compares it with the plaintext hash stored in the blockchain. If they are consistent, it means the release is successful.

7. A decentralized financial strategy sharing method based on on-chain behavior contribution proof according to claim 1, characterized in that: The steps for successful proposal and successful verification of behavior set include: Step C1: The user creates a consensus certificate, including the height range of the competing block, and registers the certificate by calling the consensus node registration interface of the smart contract; Step C2: When a new round of consensus starts, if the registration height has not been reached, it ends, otherwise it continues; Step C3: Nodes participating in this round of consensus compete for the right to propose through encrypted lottery; The consensus node generates a public-private key pair (sk, pk), calculates a random number m based on the current round information and the previous round's block information, and uses its own key and random number m to perform a verifiable random function calculation to obtain the hash value hash and proof π; According to d = hash / 2 hashlen Normalize the hash, where hashlen is the number of bits in the calculated hash; According to the contribution value and the system common parameters, the binomial distribution is constructed: Among them, p = t / W is the probability of winning in a single lottery, t is the number of consensus nodes that we want to select, and W = ∑w i is the total contribution value of all consensus nodes, and w is the contribution value of the node; Constructor: Each consensus node tries to calculate from 0 to w. If its own d < f(j), then record j = 0; if there exists j that satisfies f(j) ≤ d < f(j+1), record the value of j at this time; if j > 0, then the node obtains the right to propose; Step C4: After obtaining the proposal right, the node will immediately package the transaction requests that have not yet reached consensus in the transaction pool, construct a new block, and sign the block data and block hash with its own private key, and broadcast the block and signature to the network; Step C5: The nodes participating in this round of consensus also compete for the verification right through encrypted lottery to form a validator committee; Each validator independently listens to block proposals in the network and caches the received proposals in local memory; Waiting for T BLOCK After a certain period of time, verify the correctness and completeness of all received proposals and the legitimacy of the identities of all proposing nodes; Select the proposal with the smallest hash and sign the block, broadcasting the block hash and signature to the network; Only when more than 2 / 3 of the validators have passed the verification, the block will be deemed valid, the new block will be broadcast to the entire network, and the ledger of the entire network will be synchronized.

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