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Building on the MetaDEX framework, Slipstream V2 unites advanced AMM design with dynamic economics, making MetaDEXs the most efficient and rewarding home for liquidity providers.
Decentralized exchanges (DEXs) face a fundamental challenge: aligning the interests of liquidity providers (LPs), traders, and the long-term growth of the protocol. This problem—the "DEX Trilemma"—inherently leads to inefficiencies in liquidity, trading slippage, and difficulty in retaining capital. The MetaDEX addresses these issues by combining the best of technology and economics, capturing the protocol's total productive capacity—both present and future—in a token distributed to LPs.
With Slipstream V2, the MetaDEX takes efficient liquidity and long-term economics to the next level. Slipstream V2 dynamic fees have been live for several months, being tested and optimized in stealth.
We look forward to sharing a deeper technical analysis, prepared in collaboration with Vending Machine at a later date.
Learn more about their work at: https://x.com/vm_economics
TL;DR
Dynamic fees adapt in real-time, rewarding LPs in volatile markets and maintaining liquidity in stable conditions. Results show significant improvements in Slipstream’s ability to compete for volume and liquidity.
MetaDEX’s modular architecture supports seamless upgrades and continuous innovation.
Optimized LP rewards ensure liquidity remains competitive and sustainable.
Building on the MetaDEX framework, Slipstream V2 unites advanced AMM design with dynamic economics, making MetaDEXs the most efficient and rewarding home for liquidity providers.
Decentralized exchanges (DEXs) face a fundamental challenge: aligning the interests of liquidity providers (LPs), traders, and the long-term growth of the protocol. This problem—the "DEX Trilemma"—inherently leads to inefficiencies in liquidity, trading slippage, and difficulty in retaining capital. The MetaDEX addresses these issues by combining the best of technology and economics, capturing the protocol's total productive capacity—both present and future—in a token distributed to LPs.
With Slipstream V2, the MetaDEX takes efficient liquidity and long-term economics to the next level. Slipstream V2 dynamic fees have been live for several months, being tested and optimized in stealth.
We look forward to sharing a deeper technical analysis, prepared in collaboration with Vending Machine at a later date.
Learn more about their work at: https://x.com/vm_economics
TL;DR
Dynamic fees adapt in real-time, rewarding LPs in volatile markets and maintaining liquidity in stable conditions. Results show significant improvements in Slipstream’s ability to compete for volume and liquidity.
MetaDEX’s modular architecture supports seamless upgrades and continuous innovation.
Optimized LP rewards ensure liquidity remains competitive and sustainable.
Slipstream V1 redefined AMMs by introducing several key improvements over Uniswap V3:
More Concentrated Liquidity: LP rewards flowed only to active liquidity positions, ensuring better returns.
More Consistent Rewards: LPs saw steady, predictable returns regardless of market fluctuations.
More Flexibility: Customizable tick spacing and fee mapping increased liquidity durability.
But the real game-changer wasn’t just the technology; it was the economic design.
Slipstream V1 solved critical issues around external incentives, offering LPs a more sustainable and competitive liquidity model. By introducing a reward token tied to the protocol’s future growth, the MetaDEX ensured liquidity wasn’t solely driven by current fees.
Market impact of Slipstream:
At the highest levels, Slipstream outperformed Uniswap V3 wherever it competed, proving that the right economic incentives can power deep, lasting liquidity.
To better understand this dominance, let’s take a closer look at the most competitive trading pair on Base, WETH/USDC.
Slipstream’s architecture of wider tick spacing results in better utilization of TVL, allowing for consistently higher fees when controlling for liquidity. Narrow tick spacings like the 10 tick Uniswap pool vs. Aerodrome’s pool which is 100 tick are theoretically more capital efficient on an active TVL basis. Practically however, wider tick spacings are easier to manage for LPs. This optimization results in greater liquidity depth per active range, which leads to better execution, greater volume capture, and better TVL utilization. This effect is magnified by the constant stream of rewards flowing to the active tick in Slipstream pools. In addition, wider tick spacing also reduces expected rebalancing costs, making LP management cheaper and more efficient.
Layered on top of superior utilization is that slipstream also consistently and sustainably provides higher LP rewards to the most competitive pools at the most competitive times.
Combining these two factors provides superior mitigation of costs to LPs, impermanent loss and loss versus rebalancing. A deeper discussion of LVR will be included in our forthcoming deep dive.
The outcome? Slipstream has consistently dominated all other Dexs on Base when facilitating larger swaps.
The chart below demonstrates how steady rewards to a wider tick space makes Slipstream a market leader, with more accessible liquidity and better execution than fee-only Dexs.
Slipstream V2 takes it a step further. By implementing dynamic fee structures, we’ve created a system that adjusts fees in real-time based on market volatility—similar to surge pricing in traditional markets. Here's how it works:
In volatile markets: Fees increase to reflect heightened execution demand, driving higher returns for LPs. During these high volatility periods, swappers are fee inelastic. Fees are less of a concern with traders being willing to pay more to swap.
In stable markets: Fees decrease to enable more swaps from all types of order flow. This increases the utilization of liquidity while it is in range. During these low volatility periods swappers are fee elastic, they are willing to shop around for cheaper swaps.
For staked LPs earning emissions: This enables more fee capture to veAERO and veVELO voters during volatile times increasing LP payouts for long-term LPs over a longer time horizon.
For unstaked LPs earning fees: This system ensures that liquidity providers are consistently rewarded closer to the optimal market rate, maintaining Slipstream V2 as the most efficient platform for both traders and LPs. It’s a new kind of orderbook-like execution system onchain, delivering maximum fee capture and liquidity efficiency.
But aren’t lower fees always better? If you are a trader, of course. But growing and maintaining liquidity in Layer 2 ecosystems like Base and Optimism requires a delicate balancing act. The ecosystem must compensate passive LPs for the risk they take on so that they will provide liquidity during volatility. Slipstream v1 accomplishes this, dynamic fees improve it by balancing out the interests of these stakeholders based on the relative demand.
Elements of the dynamic fees algorithm:
There are significant challenges with designing a dynamic fee system using entirely onchain metrics. Other dynamic fee systems will take data from oracles or CEX prices, but as we have seen these can break during critical times. Dromos labs chooses to do things differently, always building with zero off-chain dependencies.
The goal was to create an algorithm that smoothly responds to changes in volatility while preserving trade execution. This required significant iterations and backtesting of parameters both on historical data and while evaluating live performance. The final algorithm incorporates parameters for:
Volatility Scaling and Time Window: Our algorithm looks at how prices differ from a simple moving average of previous prices over a customizable time window. We landed on parameters that promptly but smoothly respond to volatility to maximize trade execution.
Base fee and fee cap: The other two parameters in the algorithm are the base fee and fee cap. The base fee is the fee that gets charged during low volatility whereas the fee cap is the maximum value that can be achieved during volatility. These were set to maximize competitiveness against fixed fee AMMs.
Finding a Balance: Managing volume share and fee share
Competitive dynamics and liquidity are constantly shifting as LPs and DEX teams adapt to market conditions. In order to optimize, we needed long time windows to test different parameters against one another.
In general, we evaluated the performance of dynamic fees by trying to preserve volume share while maximizing fee share on competitive pools. Volume share is the percent of volume going through a pool compared to competitive pools, fee share is the distribution of value generated by that volume amongst the same pools.
A strong delta between volume and fee share shows that the DEX is monetizing its volume effectively relative to other trading pairs for the same tokens. Let’s take a look at WETH/USDC pool on Aerodrome again as an example.
Once dynamic fees were implemented, the fee share rose compared to the volume share. This showed that dynamic fees enabled charging higher fees during higher volatility periods increasing the earning power for Slipstream LPs compared to the other pools for that same token pair.
As a comparison, DEX teams can lower fees to effectively 0 and take a large volume share, but that results in a disadvantage on the fee share. This has been tried on Base with heavily subsidized .01% fee pools. However due to dynamic fees, Slipstream is still able to complete, lowering fees amidst low volatility and raising them back up during high volatility to continue attracting LPs. The data shows that these low fee pools have a negative fee to volume differential meaning they earn extremely little money for their LPs despite grabbing a high volume share.
But the inverse is also true, higher fees can improve this differential while lowering overall volume share. To balance these competing priorities, we went through 3 iterations of dynamic fee parameters.
On a pair like EURC-USDC on Aerodrome, the results were very clear that our third iteration of changes made on 7/22 had a catalytic impact. By lowering base fees in the algorithm, we increased the amount of volume and fees captured, virtually absorbing the entire market for both volume and fees on the pair.
Through multiple iterations we discovered different impacts on volume and fee share for two types of pools.
Stable pairs: like EURC or USDT paired against USDC
For stable pairs, lowering the base_fee increased both volume and total fees, confirming that these markets are fee-elastic , meaning that a drop in base_fee fee led to greater than proportional increase in volume, thus leading to more total fee revenue.
Volatile pairs: like WETH or cbBTC paired against USDC
However, on competitive pairs, especially WETH/USDC and cbBTC/USDC liquidity conditions and competition is constantly changing. A DEX could simply lower fees in order to maximize volume share but in doing so would fail to monetize that liquidity at maximum rates.
The volatile pair impacts are most clearly shown on the cbBTC/USDC pool, one of the most competitive pools on Base.
From 07/02 to 07/22 the base fee was increased in a test. While the delta between fees and volume increased (earning more revenue per unit of volume), fee and volume share both decreased in absolute terms. By lowering the base fee below the original value volume and fee share both recovered.
In general, dynamic fees have enabled a consistent ability to better monetize Slipstream volume. We’ve seen a significant increase in the delta between fee and volume share on most of the major competitive pools while preserving our volume share. This ebbs and flows with competitive pressures but is a significant new earning opportunity to more efficiently monetize Slipstream volume share.
Earning more revenue for all stakeholders.
Another way of looking at this data is thinking about the average fee Velodrome and Aerodrome are able to charge before and after dynamic fees. One advantage of Slipstream v1 brought was the ability to customize tick spacing and pool fee parameters on the same pool. This allowed the protocol to charge a .04% fee on WETH/USDC swaps which contributed to Slipstream volume dominance.
However, after dynamic fees were switched on this allowed the average fee charged for a similar level of volume dominance to be consistently above .04%. This in turn provides more value to veAERO and veVELO voters and LPs, compensating them for servicing volatility. During less volatile times it also enables us to lower fees below .04% for swappers.
Dynamic fees have added jet fuel to an already powerful engine with benefits for all stakeholders.
While v1 of dynamic fees has been effective, there are a number of learnings and changes we’d like to make in a v2 to enable increased benefits. Some challenges we have seen:
Fees can change with each swap making them volatile which can cause failed trade transactions as swap parameters shift too quickly. Limiting the number of changes on a per block basis will smooth out the experience for traders.
The current dynamic fee algorithm is very reactive and changes will need to be made to smooth out the fee response curve to volatility.
During major events, volatility can change dramatically and the current formula doesn’t allow for significant changes in fees to adapt. Incorporating the ability for stepwise fee changes to move both up and down will increase the ability of fees to be optimized without needing to travel through the entire fee range to get there.
What sets Slipstream V2 apart is the MetaDEX architecture. Unlike rigid protocols that are burdened by fragmentation, MetaDEX’s modular foundation enables:
Seamless upgrades without disrupting the user experience and operations.
Unified execution to immediately route trades through new pool and AMM designs
Continuous innovation that enhances the system without compromising security.
While competitors like Uniswap V4 have introduced features like hooks for customization, they are not modular, requiring liquidity to migrate and new integrations for basic changes to pool parameters. The MetaDEX allows for iteration and customization within the core app ensuring that each improvement strengthens the overall protocol, keeping it ahead of the curve.
One more thing: The Unstaked Fee Rate
One of the major things modular infrastructure provides is custom parameters within the same liquidity pool. In Slipstream V1, the ability to customize pool tick spacing and change fee parameters on the go afforded a significant competitive edge. In Slipstream v2 modularity allowed updates to the dynamic fee algorithm without forcing a migration to new liquidity pools, something impossible on most DEXs.
Preserving volume dominance in the face of competitive pressures is a critical part of the MetaDEXs competitive advantage. A unique aspect of Velodrome and Aerodrome is that they allow LPs to choose between earning AERO/VELO emissions while staked or trading fees while unstaked. Another critical parameter of Slipstream is the ability to set a rake for unstaked liquidity to balance volume dominance with maximal value flowing to veAERO and veVELO voters. Both protocols currently charge a 10% rake on unstaked liquidity.
As seen above, staked LPs clearly benefit in the long term. However, there are temporary periods of market dislocation where volatility increases fees over the emissions rate. Dynamic fees increase these dislocations while charging higher fees during high volatility times before emissions can adapt.
The MetaDEX dual incentive model lets LPs choose between emissions (staked) and swap fees (unstaked). Slipstream’s modular design allows dynamic adjustments to the unstaked fee rake to optimize competitiveness while maintaining strong veAERO rewards.
Since dynamic fees enhance fee-based returns during volatility, lowering the unstaked rake can further strengthen both protocols market position. This change is currently under study.
Slipstream V2 is more than just a technical upgrade—it’s a holistic approach to market efficiency. Technological advancements are only as valuable as the economic incentives that support them. Slipstream V2 doesn’t just introduce new features; it redefines the very principles of decentralized exchange economics.
The result? A next-generation AMM that doesn’t simply compete but sets the standard. Slipstream V2 is a prototype for what’s possible when you integrate cutting-edge technology with a sustainable, forward-thinking economic framework.
Welcome to the MetaDEX Era
Slipstream V2 doesn’t just address the shortcomings of today’s DEXs; it actively builds a system that’s prepared for the future. By combining dynamic fees, modular design, and an innovative economic model, MetaDEX and Slipstream V2 ensure that liquidity remains sustainable, competitive, and always aligned with market conditions. In doing so, we’re setting a new standard for DEX performance. The MetaDEX era is officially here.
Slipstream V1 redefined AMMs by introducing several key improvements over Uniswap V3:
More Concentrated Liquidity: LP rewards flowed only to active liquidity positions, ensuring better returns.
More Consistent Rewards: LPs saw steady, predictable returns regardless of market fluctuations.
More Flexibility: Customizable tick spacing and fee mapping increased liquidity durability.
But the real game-changer wasn’t just the technology; it was the economic design.
Slipstream V1 solved critical issues around external incentives, offering LPs a more sustainable and competitive liquidity model. By introducing a reward token tied to the protocol’s future growth, the MetaDEX ensured liquidity wasn’t solely driven by current fees.
Market impact of Slipstream:
At the highest levels, Slipstream outperformed Uniswap V3 wherever it competed, proving that the right economic incentives can power deep, lasting liquidity.
To better understand this dominance, let’s take a closer look at the most competitive trading pair on Base, WETH/USDC.
Slipstream’s architecture of wider tick spacing results in better utilization of TVL, allowing for consistently higher fees when controlling for liquidity. Narrow tick spacings like the 10 tick Uniswap pool vs. Aerodrome’s pool which is 100 tick are theoretically more capital efficient on an active TVL basis. Practically however, wider tick spacings are easier to manage for LPs. This optimization results in greater liquidity depth per active range, which leads to better execution, greater volume capture, and better TVL utilization. This effect is magnified by the constant stream of rewards flowing to the active tick in Slipstream pools. In addition, wider tick spacing also reduces expected rebalancing costs, making LP management cheaper and more efficient.
Layered on top of superior utilization is that slipstream also consistently and sustainably provides higher LP rewards to the most competitive pools at the most competitive times.
Combining these two factors provides superior mitigation of costs to LPs, impermanent loss and loss versus rebalancing. A deeper discussion of LVR will be included in our forthcoming deep dive.
The outcome? Slipstream has consistently dominated all other Dexs on Base when facilitating larger swaps.
The chart below demonstrates how steady rewards to a wider tick space makes Slipstream a market leader, with more accessible liquidity and better execution than fee-only Dexs.
Slipstream V2 takes it a step further. By implementing dynamic fee structures, we’ve created a system that adjusts fees in real-time based on market volatility—similar to surge pricing in traditional markets. Here's how it works:
In volatile markets: Fees increase to reflect heightened execution demand, driving higher returns for LPs. During these high volatility periods, swappers are fee inelastic. Fees are less of a concern with traders being willing to pay more to swap.
In stable markets: Fees decrease to enable more swaps from all types of order flow. This increases the utilization of liquidity while it is in range. During these low volatility periods swappers are fee elastic, they are willing to shop around for cheaper swaps.
For staked LPs earning emissions: This enables more fee capture to veAERO and veVELO voters during volatile times increasing LP payouts for long-term LPs over a longer time horizon.
For unstaked LPs earning fees: This system ensures that liquidity providers are consistently rewarded closer to the optimal market rate, maintaining Slipstream V2 as the most efficient platform for both traders and LPs. It’s a new kind of orderbook-like execution system onchain, delivering maximum fee capture and liquidity efficiency.
But aren’t lower fees always better? If you are a trader, of course. But growing and maintaining liquidity in Layer 2 ecosystems like Base and Optimism requires a delicate balancing act. The ecosystem must compensate passive LPs for the risk they take on so that they will provide liquidity during volatility. Slipstream v1 accomplishes this, dynamic fees improve it by balancing out the interests of these stakeholders based on the relative demand.
Elements of the dynamic fees algorithm:
There are significant challenges with designing a dynamic fee system using entirely onchain metrics. Other dynamic fee systems will take data from oracles or CEX prices, but as we have seen these can break during critical times. Dromos labs chooses to do things differently, always building with zero off-chain dependencies.
The goal was to create an algorithm that smoothly responds to changes in volatility while preserving trade execution. This required significant iterations and backtesting of parameters both on historical data and while evaluating live performance. The final algorithm incorporates parameters for:
Volatility Scaling and Time Window: Our algorithm looks at how prices differ from a simple moving average of previous prices over a customizable time window. We landed on parameters that promptly but smoothly respond to volatility to maximize trade execution.
Base fee and fee cap: The other two parameters in the algorithm are the base fee and fee cap. The base fee is the fee that gets charged during low volatility whereas the fee cap is the maximum value that can be achieved during volatility. These were set to maximize competitiveness against fixed fee AMMs.
Finding a Balance: Managing volume share and fee share
Competitive dynamics and liquidity are constantly shifting as LPs and DEX teams adapt to market conditions. In order to optimize, we needed long time windows to test different parameters against one another.
In general, we evaluated the performance of dynamic fees by trying to preserve volume share while maximizing fee share on competitive pools. Volume share is the percent of volume going through a pool compared to competitive pools, fee share is the distribution of value generated by that volume amongst the same pools.
A strong delta between volume and fee share shows that the DEX is monetizing its volume effectively relative to other trading pairs for the same tokens. Let’s take a look at WETH/USDC pool on Aerodrome again as an example.
Once dynamic fees were implemented, the fee share rose compared to the volume share. This showed that dynamic fees enabled charging higher fees during higher volatility periods increasing the earning power for Slipstream LPs compared to the other pools for that same token pair.
As a comparison, DEX teams can lower fees to effectively 0 and take a large volume share, but that results in a disadvantage on the fee share. This has been tried on Base with heavily subsidized .01% fee pools. However due to dynamic fees, Slipstream is still able to complete, lowering fees amidst low volatility and raising them back up during high volatility to continue attracting LPs. The data shows that these low fee pools have a negative fee to volume differential meaning they earn extremely little money for their LPs despite grabbing a high volume share.
But the inverse is also true, higher fees can improve this differential while lowering overall volume share. To balance these competing priorities, we went through 3 iterations of dynamic fee parameters.
On a pair like EURC-USDC on Aerodrome, the results were very clear that our third iteration of changes made on 7/22 had a catalytic impact. By lowering base fees in the algorithm, we increased the amount of volume and fees captured, virtually absorbing the entire market for both volume and fees on the pair.
Through multiple iterations we discovered different impacts on volume and fee share for two types of pools.
Stable pairs: like EURC or USDT paired against USDC
For stable pairs, lowering the base_fee increased both volume and total fees, confirming that these markets are fee-elastic , meaning that a drop in base_fee fee led to greater than proportional increase in volume, thus leading to more total fee revenue.
Volatile pairs: like WETH or cbBTC paired against USDC
However, on competitive pairs, especially WETH/USDC and cbBTC/USDC liquidity conditions and competition is constantly changing. A DEX could simply lower fees in order to maximize volume share but in doing so would fail to monetize that liquidity at maximum rates.
The volatile pair impacts are most clearly shown on the cbBTC/USDC pool, one of the most competitive pools on Base.
From 07/02 to 07/22 the base fee was increased in a test. While the delta between fees and volume increased (earning more revenue per unit of volume), fee and volume share both decreased in absolute terms. By lowering the base fee below the original value volume and fee share both recovered.
In general, dynamic fees have enabled a consistent ability to better monetize Slipstream volume. We’ve seen a significant increase in the delta between fee and volume share on most of the major competitive pools while preserving our volume share. This ebbs and flows with competitive pressures but is a significant new earning opportunity to more efficiently monetize Slipstream volume share.
Earning more revenue for all stakeholders.
Another way of looking at this data is thinking about the average fee Velodrome and Aerodrome are able to charge before and after dynamic fees. One advantage of Slipstream v1 brought was the ability to customize tick spacing and pool fee parameters on the same pool. This allowed the protocol to charge a .04% fee on WETH/USDC swaps which contributed to Slipstream volume dominance.
However, after dynamic fees were switched on this allowed the average fee charged for a similar level of volume dominance to be consistently above .04%. This in turn provides more value to veAERO and veVELO voters and LPs, compensating them for servicing volatility. During less volatile times it also enables us to lower fees below .04% for swappers.
Dynamic fees have added jet fuel to an already powerful engine with benefits for all stakeholders.
While v1 of dynamic fees has been effective, there are a number of learnings and changes we’d like to make in a v2 to enable increased benefits. Some challenges we have seen:
Fees can change with each swap making them volatile which can cause failed trade transactions as swap parameters shift too quickly. Limiting the number of changes on a per block basis will smooth out the experience for traders.
The current dynamic fee algorithm is very reactive and changes will need to be made to smooth out the fee response curve to volatility.
During major events, volatility can change dramatically and the current formula doesn’t allow for significant changes in fees to adapt. Incorporating the ability for stepwise fee changes to move both up and down will increase the ability of fees to be optimized without needing to travel through the entire fee range to get there.
What sets Slipstream V2 apart is the MetaDEX architecture. Unlike rigid protocols that are burdened by fragmentation, MetaDEX’s modular foundation enables:
Seamless upgrades without disrupting the user experience and operations.
Unified execution to immediately route trades through new pool and AMM designs
Continuous innovation that enhances the system without compromising security.
While competitors like Uniswap V4 have introduced features like hooks for customization, they are not modular, requiring liquidity to migrate and new integrations for basic changes to pool parameters. The MetaDEX allows for iteration and customization within the core app ensuring that each improvement strengthens the overall protocol, keeping it ahead of the curve.
One more thing: The Unstaked Fee Rate
One of the major things modular infrastructure provides is custom parameters within the same liquidity pool. In Slipstream V1, the ability to customize pool tick spacing and change fee parameters on the go afforded a significant competitive edge. In Slipstream v2 modularity allowed updates to the dynamic fee algorithm without forcing a migration to new liquidity pools, something impossible on most DEXs.
Preserving volume dominance in the face of competitive pressures is a critical part of the MetaDEXs competitive advantage. A unique aspect of Velodrome and Aerodrome is that they allow LPs to choose between earning AERO/VELO emissions while staked or trading fees while unstaked. Another critical parameter of Slipstream is the ability to set a rake for unstaked liquidity to balance volume dominance with maximal value flowing to veAERO and veVELO voters. Both protocols currently charge a 10% rake on unstaked liquidity.
As seen above, staked LPs clearly benefit in the long term. However, there are temporary periods of market dislocation where volatility increases fees over the emissions rate. Dynamic fees increase these dislocations while charging higher fees during high volatility times before emissions can adapt.
The MetaDEX dual incentive model lets LPs choose between emissions (staked) and swap fees (unstaked). Slipstream’s modular design allows dynamic adjustments to the unstaked fee rake to optimize competitiveness while maintaining strong veAERO rewards.
Since dynamic fees enhance fee-based returns during volatility, lowering the unstaked rake can further strengthen both protocols market position. This change is currently under study.
Slipstream V2 is more than just a technical upgrade—it’s a holistic approach to market efficiency. Technological advancements are only as valuable as the economic incentives that support them. Slipstream V2 doesn’t just introduce new features; it redefines the very principles of decentralized exchange economics.
The result? A next-generation AMM that doesn’t simply compete but sets the standard. Slipstream V2 is a prototype for what’s possible when you integrate cutting-edge technology with a sustainable, forward-thinking economic framework.
Welcome to the MetaDEX Era
Slipstream V2 doesn’t just address the shortcomings of today’s DEXs; it actively builds a system that’s prepared for the future. By combining dynamic fees, modular design, and an innovative economic model, MetaDEX and Slipstream V2 ensure that liquidity remains sustainable, competitive, and always aligned with market conditions. In doing so, we’re setting a new standard for DEX performance. The MetaDEX era is officially here.
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