Could you elaborate?
A bond maturing in 30yrs has at least 10yrs of cash flows that line up with the 10yr bond. Since coupon interest payments can be 'stripped' from one bond and 'reconstituted' in another bond through the federal reserve, the price of matched-maturity zero coupon cash flows, even if they are stripped from different bonds, is the same. If they weren't, there would be an arbitrage opportunity to buy the cash flows of one bond and sell the cash flows of another bond, exchange them at the Fed, and lock in an immediate profit. Sometimes arbitrage opportunities like this do exist, but typically it's due to liquidity events where it becomes impossible finance offsetting positions. There's a good article on this called "Notes on Bonds: Liquidity at all Costs in the Great Recession" by Musto, Nini, and Schwarz
The core problem they are trying to solve is an example of something being broken by design:
>>> "the bond market doesn’t have a centralized system where traders can plainly see the fees involved in the trade. This means traders have to ask each bank, one by one, either by phone or electronically, what they are willing to sell a Treasury bond for."
This isn't exactly true - there are plenty of electronic quotes for small size. When you want to trade a lot of bonds - that's another story. The dealers don't want their prices out there electronically for any taker, because fixed income markets are relatively illiquid and the transparency can hurt them.
Not exactly sure how this will be overcome, but my general assumption is to borrow from the dark pool model for equities.