[shtylman]

What price would you then give the user?

[colechristensen]

'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.

[aryanet]

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.