In recent years, with the rapid development of blockchain, the types of cryptocurrencies and anonymous transactions have been increasingly diversified. How to make optimal decisions in the transaction type of cryptocurrency market is the concern of users. The users’ decision-making goal is to minimize transaction costs and maximize privacy while ensuring that transactions are packaged. The cryptocurrency trading market is complex, and cryptocurrency technologies differ greatly from each other. Existing studies focus on the Bitcoin market, and few of them discuss other anonymous currency markets such as Zcash and users’ anonymous demands. Therefore, this study proposes a game-based general cryptocurrency trading market model and explores the trading market and users’ decisions on transaction types and costs by combining the anonymous needs of users and employing game theory. Taking Zcash, the most representative optional cryptocurrency, as an example, it analyzes the trading market in combination with the CoinJoin transaction, simulates the trading process about how users and miners find the optimal strategy, and discusses the impact of block size, discount factors, and the number of users on the trading market and user behaviors. Additionally, the model is simulated in a variety of market types to conduct in-depth discussion of the experimental results. Taking a three-type trading market as an example, in the context of vicious fee competition in the trading market, when plnum = 75, θ= 0.4, s_t = 100, s_z = 400, all users are inclined to choose CoinJoin in the early transaction stage (first 500 rounds). In the middle and late part of the market (1500–2000 rounds), 97% of users with a privacy sensitivity below 0.7 tend to choose CoinJoin, while 73% of users with a privacy sensitivity above 0.7 tend to choose shielded transactions. CoinJoin transactions and block sizes above 400 can alleviate the vicious competition of transaction fees to some extent. The proposed model can help researchers understand the game of different cryptocurrency trading markets, analyze user trading behavior, and reveal market operation rules.