Case Study 01 · Desktop Web · Web3
Professional DEX Trading
Designing a high-control trading experience for experienced Web3 traders.
Users
Professional and active Web3 traders
Platform
Desktop web
Role
Product strategy, research, UX and UI design
Focus
Market data, order execution and trading efficiency
SECTION 01 · EXECUTIVE SUMMARY
Competitive analysis across leading CEX and DEX platforms showed a consistent pattern: decentralized venues had caught up on liquidity but not on trading tools. Professional traders kept a CEX open for execution and a DEX open for assets — a split workflow with real costs. The business opportunity was to close that gap and capture high-volume traders directly.
Product data and trader interviews pointed to a specific wedge: advanced order execution. Traders would tolerate a learning curve for self-custody, but not the loss of limit orders, position context, and execution feedback. We framed the product around one promise — CEX-grade control with DEX-grade ownership.
Segmentation separated three groups by trading frequency and tooling expectations. We deliberately prioritized the professional segment — the smallest group, but the one defining credibility and volume.
Professional traders — daily, multi-position, tooling-critical
Primary
Active traders — weekly, momentum-driven, chart-first
Secondary
Occasional swappers — served by default flows, not the MVP focus
Out of scope
SECTION 02 · RESEARCH
How research changed the product.
Twelve interviews with professional traders, a competitive teardown of eight venues, and behavioral data from the existing swap product. Each key insight below traces from observation to validated product change.
Observation
10 of 12 traders named limit orders as the single feature keeping them on a CEX.
Why it mattered
It reframed order types from an advanced feature into the core switching trigger.
Product decision
Limit orders moved into the MVP; simple swap was demoted to a secondary mode.
Design response
A persistent order ticket with market/limit tabs, price presets, and slippage control.
Validation result
In prototype tests, all participants placed a limit order unaided in under 30 seconds.
Observation
Traders judged low-density screens as untrustworthy for serious execution.
Why it mattered
Our early principle of “simplify everything” was wrong for this segment.
Product decision
New principle: organize complexity, don’t remove it. Density became a feature.
Design response
A three-tier market-data hierarchy: glanceable price, scannable book, drill-down detail.
Validation result
Expert reviews rated the dense layout more “professional” and faster to scan than the simplified variant.
Observation
Traders refreshed block explorers mid-trade because pending states were opaque.
Why it mattered
Execution anxiety — not fees — was the biggest emotional barrier to DEX adoption.
Product decision
Transaction lifecycle became a first-class product surface, co-designed with engineering around confirmation constraints.
Design response
Inline status stages — submitted, confirmed, settled — with explicit failure and retry states.
Validation result
Explorer checks during test trades dropped to near zero; confidence ratings rose in follow-up sessions.
SECTION 03 · RESEARCH PLAN
Four research workstreams feeding one decision model
Rather than a generic process diagram, research was structured as four parallel workstreams. Each carried its own question, method, and output — and every output was tied directly to a product decision.
01
Market & competitor analysis
CEX spot · DEX swaps · Aggregators · Meme terminals · Perps · Wallet trading
Research question
Where do existing products sit between simplicity and professional control?
Method
Feature teardown across 6 product categories
Output
Positioning map + control/context gaps
Product decision
Target high-context, controlled-complexity space
02
Trader interviews
Trading routines · Position sizing · Execution preferences · Risk · Failed-tx recovery
Research question
How do active and professional traders actually decide and execute?
Method
Semi-structured interviews with active traders
Output
Behavioral patterns + recurring pain points
Product decision
Prioritize repeatable sizing and direction clarity
03
Contextual observation
Chart ↔ panel movement · Preset usage · Decision sequence · Ignored vs re-checked data
Research question
What does the real order-entry sequence look like in context?
Method
Observed live trading sessions
Output
Attention flow + interaction friction points
Product decision
Keep the order panel persistent beside the chart
04
Prototype validation
Direction · Market vs Limit · Strategy discoverability · Cost transparency · Error recovery
Research question
Do the proposed patterns hold up under realistic tasks?
Method
Task-based prototype testing
Output
Comprehension + recovery evidence
Product decision
Surface execution conditions before the CTA
SECTION 04 · USER SEGMENTATION
Designing for depth, not the lowest common denominator
Three trader levels emerged. The interface deliberately targets the two with the highest execution demands — expressed here through scale and density rather than identical persona cards.
SECONDARY
Occasional Trader
Trades infrequently
Primarily uses simple swaps
Focuses on price and final received amount
Limited familiarity with execution settings
PRIMARY AUDIENCE
Active Trader
Trades frequently
Uses watchlists, alerts, presets, and market data
Values speed and transaction reliability
Sometimes adjusts slippage or execution settings
PRIMARY AUDIENCE
Professional Trader
Monitors multiple information sources
Uses repeatable position sizes
Requires granular execution control
Actively manages risk, fees, and market timing
PRODUCT DECISION
The interface should not be reduced to a basic wallet swap. It needed to preserve advanced controls while making repeated actions faster.
I facilitated scope workshops with product and engineering, scoring features against the switching-trigger evidence. The MVP shipped market and limit orders, token discovery, positions, and transaction status. Stop orders, portfolio analytics, and API access were sequenced behind validated demand.
MVP · Market + limit orders
MVP · Token discovery
MVP · Positions + status
v2 · Stop orders
v2 · Portfolio analytics
One trading workspace instead of paged flows: market data on the left, chart at center, order ticket pinned right, positions and open orders docked below. Every element answers one of three trader questions — what is the market doing, what do I want to do, what is happening with my orders.
Primary workflow
Discover
Analyze
Configure
Review
Execute
Monitor
Three order-entry structures were prototyped and tested against real trading tasks. The pinned-ticket model won on speed and error rate. Two usability rounds reshaped slippage controls and confirmation review; engineering constraints around quote refresh timing drove a co-designed price-staleness indicator. Edge cases — failed transactions, partial fills, stale quotes, disconnected wallets — were specified as system states in the design system, not left to implementation.
The workspace shipped with limit orders adopted as the dominant order type among the target segment, and the design system scaled to two further market types without redesign. Next: deeper position analytics and the v2 advanced order suite. The lasting lesson — for professional tools, trust is built through visible control, not visual simplicity.
SECTION 05 · INTERACTION DESIGN
Market and Limit are different structures, not one extra field
Buy and Sell set the first-level context. Market and Limit act as a lighter second-level control. Rather than bolting a price field onto the Market form, Limit is designed as its own layout — comparing them side by side keeps each model coherent.
MARKET ORDER
SOLA / USDC
BUY
SELL
Market
Limit
AMOUNT
1.00
BNB ▾
0.5
1
2
5
Custom
Estimated receive
≈ 248.6 SOLA
Network fee
0.0004 BNB
Price impact
0.12%
BUY SOLA
LIMIT ORDER
SOLA / USDC
BUY
SELL
Market
Limit
LIMIT PRICE
0.0421
USDC
AMOUNT
250
SOLA ▾
Total payment
10.53 USDC
Expiration
7 days
Status
Open until filled
PLACE LIMIT BUY
SECTION 06 · VALIDATION
Testing specific hypotheses, not general impressions
Usability sessions were framed around comprehension and recovery questions the design had to answer — each mapped to a concrete task and a design change.
RESEARCH QUESTIONS
Can users immediately identify Buy or Sell?
Do users understand the unit of quick presets?
Can users tell whether Advanced Strategy is enabled?
Can users complete an order without losing chart context?
Can users find fees and slippage before submission?
Do users understand how the form changes between Market and Limit?
Can users respond correctly when the price changes?
EXAMPLE TASKS
TASK 1
“Use 1 BNB to buy the token with a Market order.”
WE MEASURED
Direction recognition
Preset usage
Strategy awareness
Order summary comprehension
TASK 2
“Create a Limit Buy at a specified target price.”
WE MEASURED
Limit-price comprehension
Total-payment understanding
Expectation of delayed execution
Ability to locate open orders
TASK 3
“Adjust slippage and enable transaction protection.”
WE MEASURED
Advanced-setting discoverability
Understanding of active preset
Ability to return to defaults
Awareness of execution impact
HYPOTHESIS → EVIDENCE → DESIGN CHANGE
HYPOTHESIS
A large first-level Buy/Sell selector prevents direction errors.
EVIDENCE
Participants selected direction without hesitation and self-corrected before submission.
DESIGN CHANGE
Kept direction as the dominant, redundant-cue control above order type.
HYPOTHESIS
Preset numbers read as amounts, not percentages, when the unit stays visible.
EVIDENCE
Participants read preset values as amounts on the first attempt once the unit chip stayed pinned beside the field.
DESIGN CHANGE
Locked the asset unit beside the input and presets.
HYPOTHESIS
A separate enable vs. edit model clarifies Advanced Strategy state.
EVIDENCE
Users could state whether a strategy was active and how to change it.
DESIGN CHANGE
Split the switch (on/off) from the strategy summary and edit entry.
SECTION 07 · OUTCOME
Measurable clarity, without stripping away control
The redesign held its ground with experienced traders while removing the friction that slowed first orders — validated in testing and reflected in the shipped experience.
IMPACT SNAPSHOT
-38%
Time to first completed order in moderated tasks
+29%
Correct direction (Buy/Sell) identification on first attempt
0
Critical mis-submissions across final validation round
9/10
Traders rated the order panel as “professional-grade”
WHAT SHIPPED
Redundant direction cues
Buy/Sell stays the dominant, always-visible control above order type.
Locked asset unit
The unit chip sits beside inputs and presets so amounts never read ambiguously.
Persistent chart context
Order entry no longer covers the chart — traders confirm without losing the market view.
Separated strategy state
Advanced Strategy exposes on/off independently from edit, clarifying what is active.
Next case study