Crypto or cryptocurrencies have evolved to be the most widely adopted use case of blockchain technology, and due to their recency, it has been challenging to adopt existing cyber security solutions to protect critical systems for transacting crypto assets built on top of the blockchain. Most of these assets have significant monetary value, including fintech assets owned by exchanges and those managed on behalf of clients. As a result, there has been a strong incentive for malicious actors to probe and try to steal valuable assets from these exchanges by exploiting vulnerabilities. This research will perform a critical analysis of the attack surface of decentralised exchanges with a focus on the transaction origination to confirmation flow where most MEV (miner (or maximal) extractable value) transactions occur. Existing threat models will be reviewed, their relevance will be examined and tested, and an adequate framework will be developed to help cybersecurity professionals relate to and prioritise how to better identify a type of MEV attack (sandwich) that could be considered illegal or be used for market manipulation.