Liquidity.io Research Papers

Liquidity.io Research Papers

Technical papers describing the Liquidity protocol stack for regulated digital securities.

Build

make            # compile all papers to PDF
make clean      # remove build artifacts

Requires pdflatex and bibtex. PDFs are output to pdfs/.

Papers

Architecture

Paper Directory Description
Full Stack Architecture full-stack-architecture/ Complete platform architecture reference
Liquid Network Whitepaper liquid-network-whitepaper/ Protocol overview and design
Liquid Company liquid-company/ On-chain corporate governance for regulated securities
Local-First Regulated local-first-regulated/ Private by default, compliant by design
Sub-Accounts liquidity-sub-accounts/ Sub-account management

Trading and Market Making

Paper Directory Description
ATS Settlement liquidity-ats-settlement/ Regulated ATS settlement architecture
Regulated ATS liquidity-regulated-ats/ SEC-registered ATS design
DEX Benchmarks liquid-dex-benchmarks/ Matching engine performance (434M+ ops/sec)
Market Making liquidity-market-making/ Market making strategies
Latency Arbitrage liquidity-latency-arbitrage/ Latency analysis and formal proofs
Liquid Protocol liquidity-liquid-protocol/ Self-repaying vault protocol
Tokenomics liquidity-tokenomics/ LQDTY token economic design

Custody and Key Management

Paper Directory Description
MPC Custody liquidity-mpc-custody/ Threshold MPC custody (CGGMP21 + FROST)
Custody Architecture Audit custody-architecture-audit/ SSS to non-custodial MPC migration
Custody Key Architecture custody-key-architecture/ Key hierarchy and HSM integration
KMS Custody liquid-kms-custody/ Secrets, keys, and certificate lifecycle

Security and Privacy

Paper Directory Description
FHE Dark Pools fhe-dark-pools/ Encrypted dark pools with FHE batch auctions
FHE Use Cases (7 papers) fhe-use-cases/ Dark pool, compliance, market making, auctions, voting, NAV, proofs
Encrypted Replication encrypted-replication/ Encrypted streaming replication specification
Formal Verification liquidity-formal-verification/ Lean4 formal proofs overview
Securities Standard liquid-securities-standard/ ERC-3643/T-REX securities standard

Consensus and Chain

Paper Directory Description
Liquid Consensus liquid-consensus/ Quasar consensus (BLS + Ringtail + ML-DSA)
Liquid EVM + BlackRock ETF liquid-evm-blackrock-etf/ Institutional ETF tokenization
Bridge Securities liquid-bridge-securities/ Cross-chain securities transfer

Integrations and Payments

Paper Directory Description
Alpaca Integration alpaca-integration-report/ OmniSub integration readiness (65/65 items)
SogoTrade Integration liquidity-sogotrade-integration/ SogoTrade venue integration
Commerce Payments liquid-commerce-payments/ Payment flow specification
BlackRock Cost of Inaction blackrock-cost-of-inaction/ Institutional adoption analysis

Stablecoin

Paper Directory Description
USDL usdl/ USD stablecoin for securities settlement (draft)

27 compiled PDFs in pdfs/.