Hashflow solves the two biggest problems with AMM-based DEXes: slippage and MEV (Maximal Extractable Value) attacks — by removing price discovery from the blockchain entirely. On Uniswap or Curve, prices are determined by on-chain bonding curves. Bots watch the mempool for large trades, execute sandwiching attacks (buy before, sell after) to extract value from traders. And large trades always experience slippage because they move the curve. Hashflow’s RFQ model works differently: when a user wants to swap, they request a quote from Hashflow’s network of professional market makers (off-chain). The market maker provides a signed price quote. The user submits this signed quote to the Hashflow smart contract for execution. The price is locked at the quoted level — no slippage, no sandwich attacks possible (the signed quote can’t be front-run because the execution price is pre-committed). Cross-chain swaps work the same way: a market maker quotes a price for ETH→BNB between two chains, and the protocol coordinates settlement on both chains simultaneously without traditional bridge architecture.
| Stat | Value |
|---|---|
| Ticker | HFT |
| Price | $0.01 |
| Market Cap | $10.91M |
| 24h Change | +5.0% |
| Circulating Supply | 788.97M HFT |
| Max Supply | 1.00B HFT |
| All-Time High | $3.61 |
| Contract (Ethereum) | 0xb399...cadc |
| Contract (Binance Smart Chain) | 0x44ec...3e47 |
How It Works
RFQ (Request for Quote):
- User requests a swap quote through Hashflow UI
- Market makers compete to return best price
- User signs the winning quote
- Quote submitted to Hashflow smart contract
- Smart contract verifies market maker signature and executes the swap atomically
Zero slippage:
Quotes are signed commitments — the market maker agrees to honor that exact price. If the signed quote is submitted within the validity window, the trade executes at exactly the quoted price regardless of what’s happened to on-chain liquidity since the quote was issued.
MEV protection:
Because the execution price is pre-determined in the signed quote, there’s nothing for MEV bots to sandwich. They cannot profit from front-running a trade whose execution price is already committed.
Cross-chain without bridges:
Market makers maintain inventory on multiple chains. A BTC→ETH cross-chain swap results in the market maker receiving BTC on one chain and the user receiving ETH on another — no bridging smart contract required, eliminating bridge hack risk.
Tokenomics
| Metric | Value |
|---|---|
| Max Supply | 1,000,000,000 HFT |
| Governance | Protocol parameter voting |
| Market maker staking | HFT staked for market maker status |
| Fee revenue | Portion to HFT stakers |
Use Cases
- Zero-slippage trading — Large institutional swaps with committed price and no AMM curve impact
- MEV-protected execution — Sensitive trades that need protection from front-running and sandwich attacks
- Cross-chain swaps — Multi-chain swaps without bridge contracts, hack risks, or bridging fees
- Market maker participation — Professional trading firms access Hashflow’s user flow by providing competitive quotes
History
- 2021 — Hashflow founded; RFQ protocol development begins
- Nov 2022 — HFT token launches; Hashflow goes live with professional market maker network
- 2023 — Expands to 6+ chains; becomes a key component in DEX aggregator routing (1inch, Paraswap include Hashflow quotes)
- 2024 — RFQ trading model gains credibility; Hashflow positioned alongside CoW Protocol and UniswapX as MEV-protection solutions
- Ongoing — Market maker network grows; cross-chain volume increases with multi-chain DeFi adoption
Common Misconceptions
“Hashflow doesn’t need liquidity.” Hashflow requires market makers to maintain capital on each chain as inventory — this is off-chain liquidity that enables the on-chain commitments. The liquidity is just held by professional firms rather than AMM pools.
“RFQ quotes can be arbitraged away.” Quotes have expiry windows (typically 30-60 seconds). Market makers price in the risk of adverse price movement during that window — which is why RFQ is better suited to larger trades where slippage savings outweigh the slight quote premium vs. AMM spot.