What is a midpoint-peg?

With Renegade, traders get optimal execution for their orders every time thanks to the "midpoint-peg" pricing mechanism.

Trading with Renegade guarantees better execution prices than any existing venue — including order books like Binance, AMMs like Uniswap, and even OTC desks — by avoiding all MEV, price impact, and spread crossing.

To achieve this level of execution, Renegade inherits prices from the most liquid cryptocurrency venue for a given asset (usually Binance) and executes all trades at the midpoint of the bid-ask spread.

How Order Books Work

In traditional finance, the most common way to determine prices for an asset is through an order book of bids and asks. An order book is a list of buy and sell orders organized by price level that updates in real-time.

The prices at which sellers are willing to sell the asset are known as “asks” and the prices at which buyers are willing to buy the asset are known as “bids.”

When a new market order comes in, the exchange automatically matches the order with liquidity on the order book. For market orders, the highest bid (buy order) and the lowest ask (sell order) are matched first.

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The Bid-Ask Spread

Market makers contribute liquidity to various price levels on the buy and sell side. Trades happen when prices meet. The difference between the bid and the ask for a given asset is known as the “bid-ask spread.”

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What is Midpoint Pricing?

In a liquid market, the bid-ask spread is constantly fluctuating — this is the essence of price discovery.

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For any given asset, the most optimal price can be said to be the middle of the bid-ask spread on the most liquid exchange for that asset. This is the frontier of price discovery and represents the source of truth for that asset’s price. Any other venue where the asset trades with less liquidity is considered to be outdated as it has “stale” pricing.

How Renegade Prices Trades

All trades on Renegade are guaranteed to execute at the midpoint of the Binance bid-ask spread for that asset.

Since Renegade is a privacy-preserving dark pool, pending orders are not visible to anyone except the party who placed the order and the relayer they’re using. As a dark pool, Renegade aims for optimal execution, without aiming to do on-platform price discovery.

Instead, all open orders sit on the order book waiting for counter-flow (another order trading in the opposite direction). Relayers check against each other constantly for open orders through multi-party computations and when a match between orders is found, a trade occurs. The price at which this trade executes is determined by the midpoint of the Binance bid-ask spread for that asset.

A Sample Trade

Let’s say Alice wants to sell 1 ETH for USDC on Renegade. She goes to Renegade and places a sell order for 1 WETH.

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Behind the scenes, the relayer that Alice is connected to begins looking for counter-flow through MPC computations with other relayers. In this case, the relayer is searching for orders buying ETH.

Once a source of counterflow liquidity is found, the relayers swap their ETH and USDC at the midpoint of the Binance bid-ask spread and the trade completes. Alice receives USDC for her ETH at the best possible price and she is safe from any price manipulation.

Midpoint-Peg: The Best Price

Midpoint pricing works for orders of all sizes, even for large orders partially filled over time. Renegade is a fully privacy-preserving midpoint crossing network, traditionally known as a “dark pool.”

By settling all trades at the midpoint of the Binance bid-ask spread, Renegade eliminates all sub-optimal execution due to MEV, stale prices, or any other form of price arbitrage. There is also never any spread or price impact. Thanks to its pre-trade and post-trade privacy preserving mechanisms, the platform ensures that neither pending nor executed orders are ever visible to anyone except the trader and their relayer, protecting users from all types of price exploitation.