you know @Enter_Elysium tokyo deployment is exactly the kind of update i wanna see before a trading-focused chain launches... a prop amm quoting off stale hypercore data can get picked off perfectly efficiently on a very fast chain. congratulations on processing the loss quicker, i guess... elysium is deploying its hyperliquid node at @TheHUB inside equinix TY15 in tokyo. builders can colocate their own systems there on bare-metal servers, with preferred terms. the node will feed hypercore and hyperevm state into elysium, with contract access to hypercore order books, prices and positions planned as well... for a market maker, fresher reference prices could mean less time leaving a stale quote available to trade against. with a reliable view of depth and its own inventory, a strategy could adjust spreads and size before accepting more exposure. lower adverse-selection losses could then make tighter quotes economical, although being in tokyo alone proves none of that... this is where i'd expect prop amms and cross-venue hedging systems to find a use for elysium. quote on elysium, manage inventory against hypercore liquidity, and adjust when the hedge becomes expensive. reading hypercore's book doesn't reserve that liquidity, though. the hedge still needs to execute, and the price can move between the read and the fill... there is also a rollout detail worth keeping straight: mainnet is scheduled for november 9. thehub's article puts smart-contract access to hypercore data in a network upgrade about four weeks after launch. building around it now makes sense; assuming every part is available on day one doesn't... my elysium dune dashboard compares matched-call cost and inclusion timing against hyperevm. this announcement makes a case for extending that work: how old is the hypercore state when a contract uses it, and how much does the market move before the hedge fills? those measurements aren't on the dashboard yet, and require separate instrumentation... my bullish case is that elysium gives professional liquidity providers enough control over pricing and hedging to commit more size. i'd rather see a prop amm hold a competitive quote through a volatile session than another benchmark running cheap calls into an empty market...