FOR
TRADING PLATFORMS
Users trade from an asset on one chain into an asset on another in a single order, with stablecoins as the default connecting layer.
Programs route across leading AMMs and prop liquidity sources, including concentrated-liquidity and stable-swap pools, from one interface. Size can find depth beyond any single pool.
List tokenized stocks and other real-world assets alongside crypto, purchasable with stablecoins under the same execution guarantees.
Gate an order on live conditions such as price, balances, volume, funding rates, or position health, checked at the moment of execution.
Swap, then deploy the output to lending, settlement, or another venue. Start an order on one chain and complete the next leg on another, with each step held to the same terms.
Encode proprietary routing rules as programs written in TypeScript, without deploying or auditing new smart contracts for each strategy.
Read prices and depth across venues during execution and send each order through the best available path, not the one quoted seconds ago.
Spread one order across many pools and venues, weighting each leg by what the market offers at that moment.
Check prices before and after each leg and abort when slippage exceeds your limits, enforced inside the execution without relying on private RPCs or protection middleware.
Every leg of a trade on one chain completes together, or none of them do. Cross-chain trades add separate funding, fulfillment and refund transactions.
Eco enables general transaction execution logic at runtime; DEX aggregation is one potential use case. Eco composes with leading aggregators and lets you control execution logic across them. You can use Eco’s default swap algorithm, point your transaction at other aggregators, or both (checking Eco’s runtime first, falling back on the aggregator quote).
No. Eco is neutral across venues and adds to them: it brings more flow to onchain liquidity and gives platforms order types and routing logic that sit on top of the venues they already use.
Cross-venue limit orders, average-price and minimum-fill guarantees, conditional orders gated on live market data, multi-step trades, and cross-chain orders. Because orders are programs, your team can define new types as your users need them.
No. Sauce programs are written in TypeScript, compiled to bytecode, and executed through user-owned accounts. There’s no new contract to write, audit, or deploy for each strategy or order type.
It doesn’t execute. An unhandled failure reverts that execution and the user keeps their funds, though network gas can still be spent. For cross-chain trades, funds are escrowed; if delivery isn’t proven by the deadline, they become eligible for a refund, which is a separate transaction.
Sauce v1 is available to select partners. Reach out through the intake form to discuss your markets and use cases.
