feat: add rubicon-rfq DEX #797
Open
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Background
Rubicon Gladius is a non-custodial decentralized exchange with off-chain liquidity and on-chain settlement. Rubicon RFQ is an extension to Gladius - it consists of an off-chain trading engine and a
RubiconRFQsmart-contract. Its purpose is to abstract the tasks of price-discovery and order-matching for Gladius orders, allowing for a CEX-like trading experience with the benefits of decentralized infrastructure.Pricing logic and execution
Prices are sourced from an off-chain pool of orders. An off-chain trading engine filters raw orders to keep only ones that are available to be partially filled, allowing for a more granular price matching. An incoming quote sent via
/*matchrequest is matched against these orders by the matching engine. The received match data can be used to fill the quote on-chain via theRubiconRFQcontract.Related Links
Specifically, endpoints used in this integration:
/markets(inrate-fetcher.ts)/liquidity(inrate-fetcher.ts)/market-match(inrubicon-rfq.ts)Contract addresses
RubiconRFQaddresses