Delta Neutral Liquidity Provisioning (DNLP)

What is the DNLP?

The DNLP (Delta Neutral Liquidity Provisioning) system is a decentralized liquidity infrastracture that act as the core engine of Lumia Stream, and it's natively baked into the Lumia L2. The main goal of the DNLP is to decentralize Centralize Exchanges's liquidity, opening a new avenue for traders and builders that were limited by the Decentralized liquidity available in the crypto markets.

It allows Liquidity Nodes (Lumia's Liquidity Providers) to earn real yield derived from trading fees (and many more real yields to come), while being neutral towards the market direction.

Thanks to its Capital Efficiency and automated rebalancing system, The DNLP allows Liquidity Nodes to settle big volume amounts with small capital deployed.

How does the DNLP works?

Lumia's DNLP consolidates liquidity from multiple Centralized Exchanges (CEXs) into a singular unified source.

Trade Matching: When a user initiates a trade on a Lumia-integrated platform, DNLP’s liquidity nodes automatically and instantly hedge with a corresponding trade on a CEX. This grants users direct access to CEX liquidity and pricing, eliminating the need for a separate CEX account.

1:1 Price Assurance: DNLP ensures that users receive prices parallel to those on CEXs, guaranteeing competitive rates that reflect the centralized markets conditions.

Swift Trade Execution: Designed for immediacy, DNLP swiftly directs trades to the best liquidity sources, ensuring prompt order fulfillment.

Scalability: The DNLP system boasts unparalleled horizontal scalability. Even large trades are efficiently distributed across multiple Liquidity Nodes with automatic liquidity rebalancing allowing for flexible adaptation to any order size. This ensures access to deep liquidity in a decentralized manner, even for tokens that may have limited liquidity on AMMs and RFQ systems.

Decentralized Transparency: While DNLP taps into centralized liquidity, it operates within a decentralized framework, combining the efficiency of CEXs with the transparency of DEXs.

In essence, DNLP stands as Lumia's solution to delivering peak liquidity in the web3 space, integrating the strengths of both CEXs and DEXs for an enhanced user experience.

Entities that participate in the DNLP

  • The Liquidity Node: The liquidity provider of the DNLP. It can leverage its liquidity to earn fees paid by users without being exposed to risks such as impermanent loss or temporary volatility risks of a token obtained from an exchange. The Liquidity Node will always remain neutral.

  • The Trader: The trader is a user who opens a trade using Lumia liquidity.

  • The Lumia Exchange Contract: a smart contract that will guarantee that the liquidity deposited by the Liquidity Node can be released to the Trader in a completely trustless and permissionless way.

  • The Lumia DNLP Software: a software created by Lumia that manages the Liquidity Node's operations by connecting to the CEX APIs and to the Smart Contract in which the Liquidity Node has deposited the liquidity. Important to note the trader will never have anything to do with the DNLP software, which mainly serves to allow the Liquidity Node to open a counter-trade on CEX in an efficient and automatic way.

System flow

  1. 1.The Liquidity Node deposits liquidity on-chain on Lumia Exchange Contract and on CEXs;

  2. 2.The Liquidity Node Software connects to the Lumia exchange contract and CEX APIs;

  3. 3.The Trader perform a trade on Lumia;

  4. 4.The Liquidity Node releases its liquidity on-chain to the Trader;

  5. 5.The Liquidity Node automatically hedges the position on CEX, in order to remain neutral on the trade and collect the fee.

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