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Market Models: Order Book, AMM, and Intent-Based Trading

Three market models for token liquidity: order book, AMM, and intent-based trading. Mechanism comparison, slippage formulas, and decision tree.

In the five supply models overview, the market model is described as the “fifth” — the secondary circulation model. But it’s this model that determines whether a token can survive after launch. Allocation creates tokens, the reward model distributes them — and the market model provides pricing and liquidity. Without it, a token is just a number on the blockchain with no way to exchange it.

Three fundamentally different mechanisms exist: order book (orderbook), automated market maker (AMM), and intent-based trading. Each solves the liquidity problem differently, with different trade-offs. This article compares them from the tokenomist’s perspective — the person designing the system, not just trading in it.

Order Book

The classic mechanism inherited from traditional finance. Two types of orders — buy (bid) and sell (ask) — are arranged by price. A trade executes when bid ≥ ask.

How It Works

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P_mid = (P_bid + P_ask) / 2
  • P_mid — mid price (computed, order-book concept)
  • P_bid — best buy order
  • P_ask — best sell order
  • The difference (P_ask − P_bid) is the spread — the primary liquidity metric
  • Note: mid-price is specific to order books; AMMs derive a single instantaneous price from the pool curve (see AMM section)
CharacteristicValue
PricingDetermined by participant orders
LiquidityProvided by market makers
Capital efficiencyHigh — liquidity concentrated around the price
Minimum volumeRequires significant trading volume
Where usedCEX (Binance, OKX), some DEXs (dYdX v4, Hyperliquid, Injective Helix)

The Role of Market Makers

In an order book, liquidity doesn’t appear automatically. It’s provided by market makers (MMs) — professional participants who simultaneously place buy and sell orders.

A market maker earns from the spread and receives compensation from the project:

ParameterTypical valuePurpose
Spread0.1–0.5%MM revenue per trade
Order book depth$50K–$500K per sideResilience to large trades
Project compensation1–5% of total supply + fees (typical band; the spread depends on MM tier, CEX tier, and contract length — top-tier MMs on tier-1 exchanges cluster at 3–5%)Attracting MMs at launch
Contract term6–12 monthsMinimum partnership horizon
A trap for projects
Some market makers operate on a “loan + call option” model: they receive tokens as a loan and hold an option to buy at a fixed price. If the token price rises — the MM exercises the option and sells at a profit. If it falls — they return the tokens. This model benefits the MM but creates sell pressure on the token price. Always calculate the true cost of market-making services.

When to Choose an Order Book

  • The project plans a CEX listing (centralized exchange)
  • Budget available for a market maker ($50K–$300K per contract)
  • Expected trading volume > $100K/day
  • Maximum capital efficiency is required

Automated Market Maker (AMM)

AMM replaces the order book with a mathematical formula. Liquidity is stored in a pool — a smart contract holding reserves of two (or more) tokens. The price is determined automatically with every trade.

A detailed breakdown of AMM mechanics, formulas, and types is in the dedicated article. Here — key characteristics from the supply model perspective.

Base Formula

x · y = k
  • Constant Product Market Maker (Uniswap V2)
  • x, y — reserves of two tokens in the pool
  • k — constant, preserved on each swap (excluding the 0.3% fee)

Key Parameters for a Tokenomist

ParameterWhat it determinesTypical value
Initial liquidityPool depth at launch$50K–$1M per pair
Pool feeLP revenue, trader cost0.05%–1%
AMM typePricing curve shapeCPMM, StableSwap, CL
Liquidity rangeConcentrated (V3) or full-rangeDepends on volatility

Slippage — The Key Metric

Slippage — the difference between the expected and actual trade price. It depends on the trade size relative to pool depth.

Slippage = Delta_x / (x + Delta_x)
  • Delta_x — trade size in token X
  • x — reserve of X in the pool
  • At Delta_x = 1% of x, slippage is ~1%
  • At Delta_x = 10% of x, slippage is ~9.1%
Trade size (% of pool)Slippage (CPMM)Slippage (StableSwap)
0.1%0.10%~0.01%
1%0.99%~0.10%
5%4.76%~0.50%
10%9.09%~1.00%

When to Choose AMM

  • The project launches on-chain (not on a CEX)
  • No budget for a professional market maker
  • Liquidity needed from day one (permissionless)
  • The community can serve as liquidity providers

Intent-Based Trading

The newest model, where the user doesn’t place an order directly but declares an intent: “I want to swap 1 ETH for the maximum amount of USDC.” Specialized participants — solvers — compete to fulfill this intent.

How It Works

  1. User creates an intent: signs a message describing the desired trade (what they give, what they want, constraints)
  2. Solvers find the best path: analyze order books, AMM pools, OTC, and their own liquidity
  3. Solver auction: solvers compete for the right to execute the intent, offering the best price
  4. Execution: the winning solver executes the trade, the user receives tokens
P_user >= P_amm − Fee_solver
  • P_user — price for the user (computed)
  • P_amm — AMM price
  • Fee_solver — solver’s fee
  • In practice, solvers often deliver a price better than AMM by aggregating liquidity

Advantages

AdvantageHow it works
Better priceSolvers aggregate liquidity from multiple sources
MEV protectionIntent is executed atomically, no public transaction before execution
Cross-chainSolver can use liquidity from different networks
Solver pays gasUser signs an intent, not a transaction

Current Implementations

ProtocolSolver modelVolume (2025)
CoW ProtocolBatch auctions~$3–9B/month (DefiLlama; ATH ≈$9B in Jul 2025)
UniswapXDutch auction of solvers~$1–2B/month
1inch Fusion (same-chain + Fusion+ cross-chain)Limit orders via solversFusion+ ≈ $700M/year cross-chain (Messari Q2 2025); combined figure varies — check the 1inch public dashboard
Across Protocol*Cross-chain intents~$1B/month ($19B cumulative by late 2025)

*Across is a cross-chain bridge, not a spot swap venue — its throughput represents cross-chain transfers rather than in-venue swaps, so it is not directly comparable to CoW/UniswapX/1inch.

Why this matters for tokenomists
The intent-based model changes the market maker’s role: instead of passively placing orders — active competition for execution. For a project, this means the possibility of obtaining liquidity without direct MM costs, but requires integration with a solver network.

Comparing the Three Models

CriterionOrder BookAMMIntent-Based
PricingParticipant ordersMathematical formulaSolver auction
LiquidityMarket makersLP poolsAggregation of all sources
Startup costs$50K–$300K (MM contract)$50K–$1M (initial pool)Solver network integration
Capital efficiencyHighLow (CPMM) / Medium (V3)High
MEV protectionLow (frontrunning)Low (sandwich)High
Cross-chainVia bridgesNo (single-chain)Native
LP entry barrierHigh (professionals)Low (anyone)Medium (solvers)
Technology maturityDecadesSince 2018Since 2021–2022

Slippage and Liquidity Cost Calculator

Compare trade costs: order book vs AMM vs intent-based at different volumes and liquidity levels.

Market Models Calculator
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How to Choose a Model

The choice of market model depends on the project’s stage, budget, and target audience.

Decision Tree

  1. Planning a CEX listing? Yes — order book (the CEX provides the infrastructure). No — go to step 2.
  2. Budget allows professional range management? Yes — AMM with concentrated liquidity (Uniswap V3): concentrated liquidity rewards active management and larger LP positions, so it pays off when the treasury can afford to rebalance ranges as volatility shifts. No — AMM with basic CPMM (set-and-forget, lower capital efficiency but no active management required).
  3. Need cross-chain from day one? Yes — integrate with intent-based protocols. No — start with AMM, add intent later.
  4. High volume of small trades? Yes — AMM (less slippage on small volumes). No (large trades) — order book or intent.

Combining Models

In practice, mature projects use all three:

Project stagePrimary modelComplement
Launch (months 1–3)AMM on DEX
Growth (months 3–12)AMM + CEX listingOrder book on 1–2 exchanges
Maturity (12+ months)Order book on multiple CEXsAMM for the long tail, intent for aggregation

Common Mistakes

Market model pitfalls

  • Launching AMM with insufficient liquidity: a $500 trade into a small pool with ~$5K on each side causes roughly 9% price impact (Δx/(x+Δx) = 500/5500 ≈ 9.1%). Minimum — $100K, optimal — $500K+
  • Expensive market maker contract without understanding terms: the "loan + call option" model can cost the project 3–5% of total supply. Always calculate the full cost including the option
  • Ignoring impermanent loss: LPs in AMM lose when volatility increases. If the entire pool is funded by the team — losses hit the treasury. LP incentives or hedging are necessary
  • Single liquidity source: if all volume is on one AMM pool — one large trade breaks the price. Distribute liquidity across multiple sources
  • Launching intent-based without volume: solvers go where there's order flow. Without baseline volume on AMM/order book, intent-based trading won't take off
  • Impact on Tokenomics

    The market model isn’t just “where to trade.” It affects the entire tokenomic architecture:

    • Allocation: a “liquidity” pool (5–15% of total supply) is needed to seed the AMM or compensate the market maker
    • Vesting: large unlocks create sell pressure — liquidity depth must absorb them without crashing the price
    • Stakeholders: market makers and liquidity providers are separate groups with their own interests in the stakeholder matrix
    • Utilization mechanisms: staking reduces circulating supply, improving liquidity for remaining tokens

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