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Why institutional traders should care about low-latency DEXs — and why Hyperliquid matters

Wow, that’s fast. I watched order books tighten and spreads shrink across several DEX pools. My instinct said this could change institutional flow but I hesitated. Initially I thought it was just better UX and deeper AMM math, but as I dug into latencies, fee structures, and settlement guarantees, a clearer picture formed about how […]

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