The great era of RWA perp is coming soon! Currently, the issue with stock contracts is that liquidity is very poor on weekends, as traditional markets are closed, and market makers cannot hedge their positions, which naturally widens the spread and reduces orders and user bets over the weekend. Existing solutions are not perfect. 1. tradeXYZ uses moving averages on weekends, but trading volume drops directly by 70% - 80% as soon as the weekend arrives, and there is a risk of manipulation. 2. Ostium uses its own pool but forcibly liquidates user positions on weekends, which compels a reduction in leverage. It's difficult for users and price discovery, making it quite a hassle. We are just waiting for the Nasdaq and NYSE projects to be implemented, so that the next era of PerpDEX can begin!