Eliminating Slippage with Dark Pool AMMs ••••••••••••••••••••••••••• Public memory pools and transparent order books make large institutional trades virtually impossible to execute cleanly on-chain. Traditional Automated Market Makers (AMMs) expose order flow to every observer, opening large trades up to front-running, sandwich attacks, and massive slippage caused by Maximum Extractable Value (MEV) bots. Dark pool AMMs use zero-knowledge proofs and confidential computing to hide order parameters until execution, which restores privacy to trade routing. By obscuring trade sizes and execution points, these platforms offer the discretion institutional capital requires. Bringing hidden order execution on-chain fundamentally alters market dynamics, protecting large capital allocations without surrendering trustless validation. @ston_fi $GRAM