Trading

A trade on Ekubo goes through three stages: finding a route, quoting it, and executing it. Each stage is available as public infrastructure you can use directly.

Routing and quoting

Ekubo’s liquidity is spread across pool types and extensions — concentrated, stableswap, full-range, TWAMM, MEV capture, Ve33 — all inside the same Core contract. A good route often splits a trade across several of them.

The Quoter API does this for you. Given a chain, an amount, and a token pair, it returns block-pinned split routes for exact-input or exact-output swaps:

GET https://prod-api-quoter.ekubo.org/{chainId}/{amount}/{specifiedToken}/{otherToken}

A negative amount requests an exact-output quote. Token addresses and decimals resolve through the Ekubo API token list.

Because quotes are pinned to a block, they reflect exact pool state at that block — including extension behavior, which is the part hand-rolled integrations most often get wrong.

Simulation

If you need to compute quotes yourself — running your own solver, backtesting, or simulating without a network round-trip — the SDKs implement the same math the contracts do.

The Rust SDK (ekubo_sdk) is the most complete: its quoting module implements every pool type and extension, so simulated quotes match on-chain execution rather than approximating it. It is no_std-compatible, so it runs in constrained environments as well as on a server.

For pool math in TypeScript — tick and price conversions, liquidity sizing, swap steps — use @ekubo/sdk.

Execution

On EVM chains, swaps execute through the Yul Router, deployed at the same address on every supported chain. Routes are encoded with @ekubo/yul-router-sdk and sent as raw calldata — there is no ABI selector, because the calldata is the route.

The router executes every split of a trade under a single Core lock, aggregates the amounts, applies one slippage check against the total, and settles token transfers once. This is what makes multi-pool routing on Ekubo cheap: flash accounting means intermediate hops never touch the token contracts.

Trading from your own contract on either chain follows the same lock-and-callback flow — see Swapping.

Trade types beyond spot

• DCA orders — sell a token gradually over a period, netted against opposing orders, using the TWAMM extension
• Limit orders (Starknet) — narrow positions one tick spacing wide (128 ticks) that execute at a chosen price and are pulled automatically once filled
• Signed exclusive swaps — RFQ-style pools where a market maker signs each quote off-chain with its own fee and bounds

MEV capture

The MEV capture extension charges an additional fee on swaps that move a pool’s price significantly, and directs that value back to the pool’s liquidity providers rather than to searchers. Pools using it are routed and quoted like any other pool.