Abstract: This article investigates the challenges of anonymity and scalability in high-frequency and continuous data trading scenarios, and analyzes the limitations of existing data trading mechanisms in terms of privacy and execution efficiency. To address these issues, this article proposes an off-chain channel-based anonymous data trading mechanism, which executes data access and settlement processes off-chain to reduce transaction linkability while improving system scalability. The proposed approach aims to provide a viable mechanism design for secure and privacy-preserving data circulation.