Optimize Execution Quality

A high-fidelity routing sandbox. Test your smart order router against simulated AMMs and orderbooks, optimizing for slippage, gas, and MEV protection.

AMM + Router
Engines
Synthetic venues
Data
FX deviation
Dashboards
Advanced Routing Simulation
  • Model Curve and UniV3 pricing with concentrated liquidity bands
  • Generate synthetic orderbooks with realistic depth and latency
  • Simulate slippage and MEV impact on every routed trade
Policy-Driven Execution
  • Enforce max slippage and venue risk limits via policy-as-code
  • Optimize for gas costs with dynamic per-venue multipliers
  • Configure fallback routes with fail-open/fail-closed logic
Market Operations
  • Deploy market-making bots to maintain target spreads
  • Inject network latency to test routing performance under load
  • Visualize FX deviation and execution quality in BigQuery
Curve-style Pricing Logic
// routing/amm/math.ts
export function curvePrice(x, y, amount) {
  // Simulate Curve invariant for stable pairs
  const invariant = x * y;
  const newX = x + amount;
  const newY = invariant / newX;
  const dy = y - newY;
  
  return { 
    dy, 
    price: dy / amount,
    impact: calculateImpact(amount, x, y)
  };
}
Policy-Aware Router
// routing/policy-router.ts
export function chooseRoute(quotes, policies) {
  // Filter quotes based on strict risk policies
  const filtered = quotes.filter((quote) => {
    return (
      quote.slippage <= policies.maxSlippage &&
      quote.fxDeviation <= policies.maxFxDeviation &&
      quote.venueRisk <= policies.maxVenueRisk
    );
  });

  // Optimize for total cost (execution + gas)
  return filtered.sort((a, b) => a.totalCost - b.totalCost)[0];
}

Ready to stress your router?

Deploy the routing engine to Cloud Run. Stream synthetic market data, toggle MEV risks, and verify that your execution logic holds up in volatile conditions.