> ## Documentation Index > Fetch the complete documentation index at: https://docs.dequan.xyz/llms.txt > Use this file to discover all available pages before exploring further. # Pre-Execution Warmup This is the single biggest reason a Dequan trade feels different. Every other Solana trading tool starts the work of building a transaction **after you click Buy**. They have to: fetch a fresh quote, validate the route, fetch a recent blockhash, check for the destination token account, assemble the transaction, sign it, broadcast it. Each of those steps costs network round-trips. Each round-trip costs hundreds of milliseconds. Add them up and the click-to-confirmation time of a typical "fast" Solana tool is well over a second — most of it spent doing work that *could have been done earlier*. Dequan does it earlier. ## The trigger: opening a chart The instant you tap a token to open its chart drawer, Dequan begins **warming the trade in the background**. You don't see anything happening. The chart loads, the metrics stream in, you start studying. Meanwhile, behind the scenes: The system races multiple quote sources in parallel and keeps the freshest result. The quote includes the current price, the route, and a *recommended slippage* tuned to the pool's depth. Whatever DEX or aggregator the quote is from, the route is held warm so the build step doesn't need to re-resolve it. Recent blockhash, priority fee level, and other transaction-level details are pulled into a hot cache so the build step doesn't pay any RPC round-trip cost. If you don't already hold the token, the system knows it needs to include account-creation in the transaction. If you do, that step is skipped. Either way, the decision is already made by the time you click. By the time you press **Buy**, almost nothing remains except finalise-and-sign. The user-visible click-to-broadcast time is a fraction of what it would be on a tool that starts the work at click time. ## Why this matters Two practical effects: When the market is moving fast, a 600 ms delay between "I want to buy" and "transaction broadcasts" is the difference between filling at the price you decided on and filling 8% higher. Pre-execution warmup collapses that delay. Because the quote in your buy panel is the same quote already staged for execution, what you see is what fills. No "the price moved while you were clicking" surprises. ## Cache scope and freshness Quotes are kept warm for a short window — long enough to absorb your decision time, short enough to never serve you a stale price. If the quote ages out before you click, the system silently refreshes it; if you click during the refresh, the new quote is used. The cache is also **shared across the user base**. If a thousand traders open the same hot token's chart in the same minute, the upstream quote source isn't getting a thousand requests — it's getting one, fanned out a thousand ways. This is why Dequan's pre-execution doesn't break upstream rate limits even at scale. ## What if conditions change? If, between you opening the chart and clicking buy, the underlying conditions move — the pool shifts, the route becomes invalid, the price impact changes — the system detects the staleness and re-warms before signing. **You always trade against current conditions; you just don't pay the warmup latency at click time.** ## You can verify all of this Every trade you execute logs its per-stage timing — quote, build, sign, land — into the [Timings](/reliability/latency-transparency) panel. After your first few buys, look at the panel: the build step on a pre-warmed trade is dramatically smaller than the click-to-confirmation total. That's the warmup, working. How priority fees and slippage tune themselves to live conditions.