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Understanding Bolt

Bolt is the zero slippage execution layer on Sui. It is a that decouples pricing from liquidity depth. The price comes from an oracle, not a pool curve, so trade size does not affect the quoted price.The simplest way to think about it: the price you see is the price you get.
Traditional AMMs use bonding curves (like x * y = k) where price is a function of pool reserves. Larger trades move the price further along the curve, creating slippage.Bolt works differently at every level:
Traditional AMMBolt
Price sourceBonding curveOracle
SlippageIncreases with trade sizeZero
LP riskImpermanent lossNo impermanent loss
Capital requirementDeep pools requiredMinimal (settlement only)
Execution modelPool-depth dependentOracle-deterministic
The oracle sets the price. The Outpost settles the trade. The market maker hedges the exposure. No curve, no slippage.
Prop-AMM stands for proprietary automated market maker. It is the category Bolt occupies.Unlike traditional AMMs, where the bonding curve is the pricing engine, a prop-AMM uses oracle-referenced pricing and a professional market maker to deliver execution quality. The pool is settlement infrastructure, not a pricing mechanism.This architecture is what enables zero slippage, no impermanent loss, and a 5,000x throughput-to-capital ratio.

Trading and execution

No. Because pricing is oracle-referenced and independent of pool depth, a $100 swap and a $100,000 swap receive the same price relative to the market.This is not a feature that was added. It is a consequence of the architecture. When price is an input from an oracle rather than an output from a curve, trade size becomes irrelevant to execution quality.
Bolt is currently deployed on Sui (primary) and Archway (Cosmos). Each deployment has its own Outpost smart contracts, SDK, and contract addresses.

Sui Outpost Addresses

View Sui contract addresses.

Archway Outpost Addresses

View Archway contract addresses.
Sui: SUI and USDC.Archway: USDC, wBTC, TIA, ARCH, OSMO, ATOM, and INJ.Supported assets may expand over time. Join the announcement channel for updates.

Integration

Install the Bolt TypeScript SDK for your target chain, initialise the client, and use simulateSwap() for quoting and swap() for execution.
1

Install the SDK

npm install @bolt-liquidity-hq/sui-client
2

Initialise the client

import { BoltSuiClient } from "@bolt-liquidity-hq/sui-client";
const client = new BoltSuiClient({ environment: "mainnet" });
3

Simulate and execute

Use simulateSwap() for off-chain quotes and swap() for on-chain execution.
For the full API reference, see the Sui SDK or Archway SDK documentation.
Yes. Bolt’s pricing is fully deterministic given pool state and oracle price. You can replicate the contract math locally to evaluate routes without on-chain calls. This is particularly valuable for aggregators running route optimisation across multiple sources.See Off-Chain Quoting for the full technical specification.
Integration timelines vary by use case:
Integrator typeTypical timeline
DEX aggregators2 to 4 weeks
Lending protocols3 to 6 weeks
Ecosystem foundations4 to 8 weeks (committee process)
Individual builders3 to 7 days
The team provides dedicated integration support. Book a call to discuss your specific requirements and timeline.

Liquidity provision

Bolt is currently in Alpha. Liquidity provision is permissioned during this phase to ensure operational safety and quality of service.If you are interested in providing liquidity, book a call with the team to discuss requirements and onboarding.
The Adaptive Velocity Oracle is Bolt’s pricing engine. It ingests real-time order books from multiple centralized exchanges, applies an adaptive velocity model to predict where price is heading, and sizes spreads using Avellaneda-Stoikov market-making theory. AVO ensures the on-chain price cannot deviate meaningfully from real-time market consensus.
No. Because the market maker hedges all directional exposure from swaps on external venues, LP positions are not exposed to the price divergence that causes impermanent loss in traditional AMMs.LPs deposit a single asset, earn fees proportional to swap volume through their pool, and withdraw their original deposit plus accrued fees.
LPs earn fees on every swap settled through their deposited liquidity. Fee rates are determined by the market maker’s pricing parameters and the volume flowing through the Outpost.Deposits are single-sided: no paired asset requirement and no price range to manage. See Earn Fees with Bolt for the full breakdown.

Still have questions? The team is available on Telegram for technical questions, or you can book a call to discuss your use case directly.