Hyperswap v3 — Built for scale & capital efficiency
Hyperswap v3 is a major upgrade focused on modular liquidity architecture, private-route cross-chain execution, and adaptive fee curves that adjust to market microstructure. It targets professional market makers, yield aggregators, and active traders who demand low slippage and predictable execution.
01
Modular Liquidity Pools
Composable pool modules let deployers choose concentrated, range, or hybrid strategies per pair.
02
Private-Route Cross-Chain Execution
Relayers execute multi-step swaps off public mempools to reduce front-running and MEV risk.
03
Adaptive Fee Curves
Fees adapt to liquidity depth and volatility — better protection for LPs and tighter fills for traders.
04
Oracles & Simulation Engine
Built-in deterministic simulator previews execution paths and expected slippage before you confirm.
How it works (short)
When you submit a v3 swap, the router queries the simulation engine to find modular pool sequences (on-chain or relayer-assisted), computes optimal slippage, and optionally routes through private relayers using zk-proof attestation to keep the path confidential until settlement.
Open Hyperswap v3 DashboardUse cases
- Market makers deploying concentrated ranges with customized impermanent-loss protections.
- Yield aggregators rebalancing multi-chain holdings with minimal slippage.
- Traders executing large OTC-style swaps across EVM & layer-2 networks.