Order Books on Decentralized Exchanges: Why Pros Should Care (and How to Build Better Algos)
Whoa! Order books on DEXes are changing how pros think about liquidity. I remember first seeing a live on-chain book and feeling oddly relieved. At first I assumed on-chain order books would be slow and expensive, but watching the new layer-two rollups reconcile trades in millisecond-style batches made me rethink throughput constraints and latency trade-offs …

