Aegis SDK

Large order execution protection for DeFi interfaces.

Aegis is a TypeScript SDK that classifies trade orders by risk tier before execution, preventing catastrophic slippage on large DeFi trades.

Why Aegis Exists

On March 12, 2026, a user swapped $50,432,688 USDT for AAVE through the Aave interface via CoW Protocol.

They received 327 AAVE in return — worth approximately $36,009.

$50.4M in. $36K out.

The CoW Protocol solvers worked correctly. The interface showed a slippage warning. The user confirmed a checkbox on mobile and proceeded.

The problem was not the protocol. The problem was that no system existed to classify the order size against available liquidity depth and enforce a safer execution path before the trade was submitted.

Aegis is that system.

Transaction: 0x9fa9feab3c1989a33424728c23e6de07a40a26a98ff7ff5139f3492ce430801f

What Aegis Does

Aegis classifies any trade order into one of three tiers:

| Tier | Size | Action | |------|------|--------| | 1 | < $100K | Single swap — proceed normally | | 2 | $100K – $5M | Split recommended — warn with concrete dollar impact | | 3 | > $5M | TWAP required — block single swap, enforce batched execution |

The $50M Test

Running Aegis against the actual transaction:

=== AEGIS ORDER CLASSIFIER ===

TIER:                3
ORDER SIZE:          $50,432,688
SLIPPAGE ESTIMATE:   99.99%
SLIPPAGE SEVERITY:   catastrophic
POOL DEPTH:          $8,000,000
ORDER VS DEPTH:      630%
ESTIMATED OUTPUT:    $5,043  (single swap)
ESTIMATED LOSS:      $50,427,645

RECOMMENDATION:      twap_required
REASON:              Order is 630% of available pool depth
SUGGESTED TRANCHES:  26
SUGGESTED WINDOW:    5 hours
ESTIMATED OUTPUT VIA TWAP: $50,281,390

Aegis would have blocked the single swap and routed to TWAP execution — saving an estimated $50.24M.

Modules

• PricingModule — live token prices via CoinGecko
• LiquidityModule — pool depth lookup for token pairs
• OrderClassifier — tier assignment, slippage estimation, execution recommendation

Quick Start

git clone https://github.com/Mani678/aegis-sdk.git
cd aegis-sdk
npm install

Create a .env file:

COINGECKO_API_KEY=your_key_here

Run the classifier against the $50M transaction:

npx tsx src/test.ts

Roadmap

• [x] OrderClassifier — tier assignment and slippage estimation
• [ ] SafeSwapUI — drop-in React component replacing checkbox warnings
• [ ] TWAPExecutor — wraps CoW Protocol ComposableCoW for batched execution
• [ ] Protocol SDK — embeddable package for DeFi interfaces

For Protocol Teams

If you're building a DeFi interface and want to integrate large-order protection, reach out.

This is an open problem and Aegis is being built to solve it.

Built by @Mani_chukk

License

MIT