Quay Markets

The neutral streaming venue for on-chain markets

The problem

On-chain marketsare terribly inefficient.

  • AMMs bleed to toxic arbitrage.
  • CLOBs are too expensive to update at dealer frequency.
  • RFQ works for block trades, not continuous flow.
  • Prop AMMs are expensive to run market-by-market.
The solution

Quay Markets: streaming quotes with shared settlement.

Trust model

Verifiable relay — no signatures needed.

Per-MM Merkle tree

  • One tree per MM account (123 leaves = markets). Trees update in parallel, no shared state.
  • 7 hashes per update (~2µs). Root already computed at send time — zero cost.
  • 32-byte root included in tx (costs 4 quote slots: 127 → 123 markets)
  • Full quote log published off-chain, anchored by root on-chain

Safety rails + audit

  • Per-MM config account (PDA): max deviation from oracle, size limits, kill switch
  • On-chain program enforces MM's own bounds on every quote update
  • MM audits off-chain: compare sent quotes vs published log vs on-chain root
  • If anything's off → MM switches to direct submit and leaves
TEE (Nitro Enclave) open-source relay + attestation Merkle root on-chain every batch full quote log published

No per-quote signatures. Relay runs at native speed in TEE. MMs set bounds on-chain, audit the log, and fall back to direct submission anytime.

The thesis

Cheaper updates + netted settlement = deeper books.

Our moat is balance-sheet efficiency. We pack multiple MMs and tokens into one transaction: ~40 CU to update 127 markets versus ~40K CU for one market on a CLOB-style path. That lets MMs refresh constantly, while Quay's vault lets takers settle instantly and MMs carry bounded inventory drift instead of rebalancing every fill. Same collateral supports materially more size, so depth improves first and spread follows.

Why now

Start where routing already exists. Expand where infra is missing.

The wedge is not "beat Binance." It is "be the best route on-chain for size." Start with liquid pairs routed by Jupiter, where better depth can win flow immediately. Then use the same venue to make long-tail tokens and tokenized assets quoteable without every MM building a custom prop AMM.

Go to market

Win routing first. Then compound liquidity.

01

Start with majors

SOL, BTC, ETH pairs where price discovery already exists and Jupiter can route meaningful size on day one.

02

Be the best route for size

Target medium and large spot trades where deeper books matter more than headline top-of-book spread.

03

Expand to new markets

Use the same venue to bootstrap long-tail tokens and tokenized assets without custom MM infra per pair.

Business model

Monetize flow, not just matching.

Routing / taker fees base revenue on every fill
Vault utilization fees higher when balance sheet is scarce
New market launches premium economics on long-tail assets
Model high-throughput market infrastructure
Market

The initial wedge is on-chain spot. The long-term market is much larger.

Beachhead

Solana spot pairs already routed through aggregators, where better depth can immediately win flow.

Expansion

Long-tail tokens, tokenized equities, FX, and other assets that need continuous quotes but cannot justify dedicated prop AMMs.

Team

Built by a Solana-native infra team.

We've spent years building indexers, real-time data systems, and production DeFi infrastructure on Solana.

We understand the actual bottlenecks: compute, settlement, routing, inventory management, and what market makers need to quote size profitably.

Ask

Looking for capital, design partners, and market makers.

Capital

Fund product development, liquidity bootstrapping, and the initial settlement vault.

Distribution

Work with routers, wallets, and taker-facing venues that care about better execution for size.

Liquidity

Partner with market makers who want cheaper quote updates and credit-line-like inventory efficiency.

Quay Markets

The neutral streaming venue for on-chain markets.