Hybrid Genetic Algorithm for Optimal User Order Routing: Multi-Objective Solver Optimization in CoW Protocol Batch Auctions

• URL: http://arxiv.org/abs/2510.21647v1
• Date: Fri, 24 Oct 2025 17:05:07 GMT
• Title: Hybrid Genetic Algorithm for Optimal User Order Routing: Multi-Objective Solver Optimization in CoW Protocol Batch Auctions
• Abstract summary: CoW Protocol batch auctions aggregate user intents and rely on to find optimal execution paths that maximize user surplus.<n>We propose a hybrid genetic algorithm for real-time solver optimization that combines a production-grade, multi-objective NSGA-II engine with adaptive instance profiling and deterministic baselines.<n>In a 14-stratum benchmark (30 seeds each), the hybrid approach yields absolute user-surplus gains of approximately 0.40-9.82 ETH on small-to-medium orders.
• Score: 0.0
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: CoW Protocol batch auctions aggregate user intents and rely on solvers to find optimal execution paths that maximize user surplus across heterogeneous automated market makers (AMMs) under stringent auction deadlines. Deterministic single-objective heuristics that optimize only expected output frequently fail to exploit split-flow opportunities across multiple parallel paths and to internalize gas, slippage, and execution risk constraints in a unified search. We apply evolutionary multi-objective optimization to this blockchain routing problem, proposing a hybrid genetic algorithm (GA) architecture for real-time solver optimization that combines a production-grade, multi-objective NSGA-II engine with adaptive instance profiling and deterministic baselines. Our core engine encodes variable-length path sets with continuous split ratios and evolves candidate route-and-volume allocations under a Pareto objective vector F = (user surplus, -gas, -slippage, -risk), enabling principled trade-offs and anytime operation within the auction deadline. An adaptive controller selects between GA and a deterministic dual-decomposition optimizer with Bellman-Ford based negative-cycle detection, with a guarantee to never underperform the baseline. The open-source system integrates six protection layers and passes 8/8 tests, validating safety and correctness. In a 14-stratum benchmark (30 seeds each), the hybrid approach yields absolute user-surplus gains of approximately 0.40-9.82 ETH on small-to-medium orders, while large high-fragmentation orders are unprofitable across gas regimes. Convergence occurs in about 0.5 s median (soft capped at 1.0 s) within a 2-second limit. We are not aware of an openly documented multi-objective GA with end-to-end safety for real-time DEX routing.

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