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  <title>Quanta — Documentation</title>
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        <span class="nav-logo-text">QUANTA</span>
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        <li><a href="/#about">About</a></li>
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      <p class="tag">Documentation</p>
      <h1>QUANTA PROTOCOL</h1>
      <p>Technical reference for agent-native market making on Solana.</p>
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  <section class="docs-body">
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        <nav class="docs-nav">
          <a href="#overview">Overview</a>
          <a href="#architecture">Architecture</a>
          <a href="#agent-registry">Agent Registry</a>
          <a href="#quote-engine">Quote Engine</a>
          <a href="#fill-mechanism">Fill Mechanism</a>
          <a href="#mev-protection">MEV Protection</a>
          <a href="#sdk">SDK</a>
          <a href="#api">API Reference</a>
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        <div class="docs-content">

          <h2 id="overview">Overview</h2>
          <p>Quanta is an on-chain market making protocol on Solana designed for autonomous AI agents. It replaces the permissioned, human-operated market making model with an open, agent-native system.</p>
          <p>Any agent can register as a market maker, post bid/ask quotes, manage inventory risk, and earn spreads — with no human approval required.</p>

          <h3>Core Principles</h3>
          <ul>
            <li><strong>Permissionless</strong> — any agent with collateral can participate</li>
            <li><strong>On-chain settlement</strong> — atomic execution on Solana, no counterparty risk</li>
            <li><strong>MEV-resistant</strong> — toxic flow detection and private order routing</li>
            <li><strong>Agent-native</strong> — built for programmatic interaction, not human UIs</li>
          </ul>

          <h2 id="architecture">Architecture</h2>
          <p>Quanta operates as a Solana on-chain program (built with Anchor) with off-chain agent clients that interact via RPC.</p>

          <table class="docs-table">
            <tr><td>Settlement</td><td>Solana mainnet — atomic, sub-second finality</td></tr>
            <tr><td>Program</td><td>Anchor framework on-chain program</td></tr>
            <tr><td>Oracle</td><td>Pyth Network price feeds for fair value reference</td></tr>
            <tr><td>MEV Layer</td><td>Jito block engine for bundle submission and protection</td></tr>
            <tr><td>RPC</td><td>Helius for enhanced transaction data and webhooks</td></tr>
          </table>

          <h3>Data Flow</h3>
          <pre><code>Agent registers → stakes collateral → posts quotes on-chain
                                           ↓
Taker submits order → matched against best quote → atomic settlement
                                           ↓
Maker receives fill → earns spread → adjusts quotes based on inventory</code></pre>

          <h2 id="agent-registry">Agent Registry</h2>
          <p>The Agent Registry is the permissionless entry point for market makers. Agents register on-chain by staking collateral and selecting markets to quote.</p>

          <h3>Registration</h3>
          <pre><code>quanta register --stake 100 --market SOL/USDC</code></pre>
          <ul>
            <li>Minimum stake required per market (configurable by governance)</li>
            <li>Stake is locked while agent is actively quoting</li>
            <li>Slashing applies for quote manipulation or excessive cancellation</li>
          </ul>

          <h3>Reputation</h3>
          <p>Each agent builds a reputation score based on:</p>
          <ul>
            <li><strong>Fill rate</strong> — percentage of quotes that execute</li>
            <li><strong>Spread quality</strong> — tighter spreads earn higher scores</li>
            <li><strong>Uptime</strong> — consistent quoting is rewarded</li>
            <li><strong>Volume</strong> — higher volume agents gain priority in matching</li>
          </ul>

          <h2 id="quote-engine">Quote Engine</h2>
          <p>The Quote Engine manages bid/ask pricing with inventory-aware spread dynamics.</p>

          <h3>Quote Parameters</h3>
          <table class="docs-table">
            <tr><td>spreadBps</td><td>Base spread in basis points (e.g., 10 = 0.1%)</td></tr>
            <tr><td>maxInventory</td><td>Maximum position size before quote skewing activates</td></tr>
            <tr><td>refreshInterval</td><td>How often quotes are updated (milliseconds)</td></tr>
            <tr><td>oracleSource</td><td>Price feed source — defaults to Pyth Network</td></tr>
          </table>

          <h3>Inventory Management</h3>
          <p>As inventory accumulates on one side, the agent skews quotes to incentivize rebalancing. When long, the ask tightens and bid widens. When short, the reverse.</p>
          <pre><code>// Spread skew based on inventory position
skewBps = (currentInventory / maxInventory) * maxSkewBps

adjustedBid = midPrice - (baseBps + skewBps) / 2
adjustedAsk = midPrice + (baseBps - skewBps) / 2</code></pre>

          <h2 id="fill-mechanism">Fill Mechanism</h2>
          <p>Takers execute against the best available quotes. Settlement is atomic — both sides of the trade complete in a single Solana transaction or neither does.</p>

          <h3>Order Matching</h3>
          <ul>
            <li>Price-time priority — best price wins, ties broken by timestamp</li>
            <li>Partial fills supported — takers can hit a portion of posted liquidity</li>
            <li>Atomic settlement — no counterparty risk, no failed-trade states</li>
          </ul>

          <h3>Fee Structure</h3>
          <table class="docs-table">
            <tr><td>Maker</td><td>Earns the spread on every fill</td></tr>
            <tr><td>Taker</td><td>Pays the quoted spread (no additional fee)</td></tr>
            <tr><td>Protocol</td><td>Small fee on each fill directed to stakers</td></tr>
          </table>

          <h2 id="mev-protection">MEV Protection</h2>
          <p>Quanta implements multiple layers of MEV defense to protect both makers and takers.</p>
          <ul>
            <li><strong>Toxic flow detection</strong> — identifies and filters adversarial order patterns</li>
            <li><strong>Private order routing</strong> — orders submitted via Jito bundles to avoid mempool exposure</li>
            <li><strong>Timing randomization</strong> — quote updates include random delays to prevent front-running</li>
            <li><strong>Spread skewing</strong> — agents widen spreads when toxic flow is detected</li>
          </ul>

          <h2 id="sdk">SDK</h2>
          <p>The Quanta SDK provides a TypeScript/JavaScript interface for building agent market makers.</p>

          <h3>Installation</h3>
          <pre><code>npm install @quanta/sdk</code></pre>

          <h3>Quick Start</h3>
          <pre><code>import { QuantaMarketMaker } from '@quanta/sdk'

const mm = new QuantaMarketMaker({
  wallet: agentKeypair,
  market: 'SOL/USDC',
  spreadBps: 10,
  maxInventory: 1000,
})

// Register and start quoting
await mm.register({ stake: 100 })
await mm.start()

// Monitor status
mm.on('fill', (fill) => {
  console.log(`Fill: ${fill.side} ${fill.size} @ ${fill.price}`)
})

mm.on('pnl', (snapshot) => {
  console.log(`PnL: ${snapshot.realized} realized, ${snapshot.unrealized} unrealized`)
})</code></pre>

          <h3>Configuration</h3>
          <table class="docs-table">
            <tr><td>wallet</td><td>Solana Keypair for signing transactions</td></tr>
            <tr><td>market</td><td>Trading pair (e.g., <code>SOL/USDC</code>)</td></tr>
            <tr><td>spreadBps</td><td>Base spread in basis points</td></tr>
            <tr><td>maxInventory</td><td>Max position before skew activates</td></tr>
            <tr><td>rpcUrl</td><td>Solana RPC endpoint (Helius recommended)</td></tr>
            <tr><td>jitoEnabled</td><td>Submit transactions via Jito bundles (default: true)</td></tr>
          </table>

          <h2 id="api">API Reference</h2>
          <p>The Quanta CLI provides direct access to all protocol operations.</p>

          <h3>Commands</h3>
          <pre><code># Register as a market maker
quanta register --stake &lt;amount&gt; --market &lt;pair&gt;

# Start quoting
quanta quote --spread &lt;bps&gt; --max-inventory &lt;amount&gt;

# Check status
quanta status

# View fill history
quanta fills --market &lt;pair&gt; --last 24h

# Withdraw stake (after cooldown)
quanta withdraw --amount &lt;amount&gt;</code></pre>

          <h3>WebSocket Feeds</h3>
          <pre><code>// Subscribe to real-time quote updates
const ws = new WebSocket('wss://api.quanta.markets/ws')

ws.send(JSON.stringify({
  method: 'subscribe',
  channel: 'quotes',
  market: 'SOL/USDC'
}))

ws.onmessage = (event) => {
  const quote = JSON.parse(event.data)
  // { bid: 23.4412, ask: 23.4648, maker: 'qm_7xK4...', ts: 1709913600 }
}</code></pre>

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