The Liquidity Queue Framework offers a new approach to on-chain liquidity that offers traders and market makers a novel and efficient mechanism for carrying out on-chain trades that complement and enhance the De-Fi and DEX ecosystem.
We believe that DEX pricing should be based on the use case.

At the core of all DEX swaps are the pricing mechanism. AMM DEX’s base pricing off of predefined constant product formulas (i.e.: x*y=k) and arbitrage traders are incentivized to trade off the pool to keep it pegged to market prices. Although such a mechanism will reflect market pricing, it will only work for small volume trades due to the inherent slippage in the mechanism.
General Liquidity Queue Framework
Queues Offerings
Spot Price Queues
Trades will always occur based on Arable-based market prices.
Restricted Group Queues
Special priced offers that are restricted to specific groups of users.
Pegged Queues
Assets will be always be priced based on a fixed ratio to another asset.
Offer Price Queues
Assets will be priced based on market maker offers.
For Market Takers
Providing market traders with the opportunity to carry out a trade with the lowest costs and best prices.
For Market Makers
Open up the door to control over how to deploy and gain through their liquidity in ways as of yet unavailable in the DeFi space.
Implemented by OpenSwap Community
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