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Trading Systems

Trading Systems is the primary research domain for solving, arbitrage, execution, market data, and market-making infrastructure.

This domain reframes earlier solver work as part of a broader professional discipline. The current research focuses on route evaluation, liquidity discovery, simulation, execution gating, Tycho-backed market data, and the evolution from solver infrastructure toward Salus-style trading products.

Current Focus

  • Solver and arbitrage infrastructure
  • Route evaluation and profitability checks
  • Execution and replay validation
  • Tycho, 1inch, and liquidity-source integration
  • Market-data-driven product development

Existing Research

Architecture View

For the latest system-design view, see:

Trading Systems overlaps with DeFi Protocol Engineering where solver infrastructure interacts with protocols, intents, hooks, and liquidity systems.