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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
RubiconRFQ
smart-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
/*match
request is matched against these orders by the matching engine. The received match data can be used to fill the quote on-chain via theRubiconRFQ
contract.Related Links
Specifically, endpoints used in this integration:
/markets
(inrate-fetcher.ts
)/liquidity
(inrate-fetcher.ts
)/market-match
(inrubicon-rfq.ts
)Contract addresses
RubiconRFQ
addresses