Execution Engine

Slippage-aware routing, gas optimization, and MEV-aware protections

Order construction

• Estimate price impact from pool depth and recent volatility

• Compute min-receive thresholds from slippage caps

• Choose time-in-force and TTL per venue conditions

Routing

• Pathfinding across eligible DEXs and pools

• Consider gas costs, liquidity fragmentation, and failed-route risk

• Batch small orders to reduce fees where it does not harm price

Protections

• MEV-aware: Use min-receive guards; prefer private or protected routing where available

• Sandwich risk mitigation by bounding slippage and TTL

• Circuit breakers when venue latency or revert rate spikes

Post-trade analytics

• Record realized slippage and compare to estimates

• Attribute PnL to forecast vs. execution components

• Feed statistics into the continuous learning loop