Great point! Indeed, you would probably need a separate PoW network on a sufficiently distant planet. And there could be a competitive advantage to running an "exchange" on a satellite halfway between the two planets, because it will have a kind of information parity
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Interesting point about the satellite in the middle. Especially difficult to position it properly so that it makes most profits. Calculating orbits would become a very economically driven undertaking, and a difficult one because it would always include multiple bodies.