Protocol
Builder Markets
Spin up new tradeable instruments — perp pairs, spot pairs, structured products, sector-specific indices — against shared chain liquidity. Stake a bond, set risk parameters, list in days. Inherit Caviar Chain's compliance, confidentiality, and settlement primitives automatically.
Key figures
Deployment flow
From specification to live market.
Specify the market
Define instrument, underlying, tick size, contract size, oracle source, margin curves, fee schedule. Asset-class policy guides defaults.
Post stake bond
Refundable USDC bond proportional to expected open interest. Returned on graceful wind-down; slashed on default.
Risk review
Automated risk-assessment agent verifies parameters against asset-class policy. Manual review only for novel asset classes.
Activate and trade
On approval, market registered, matching engine allocated, oracles subscribed. Bootstrap liquidity directly or via vault. Third-party LPs join immediately.
Market types
Pre-configured for institutional asset classes.
Commodity perp
Perpetual swaps on commodity prices — lithium-cobalt spread, regional ag basis, freight indices. Funding rate per Hyperliquid pattern. Oracle reference from Caviar oracle network.
Spot pairs
USDC-quoted spot trading on tokenized RWAs — warehouse-receipt tokens, fund units, securitization tranches. Settlement via Atomic DvP.
Structured product
Predefined payoff structures wrapping tranches or indices — principal-protected note, capped accumulator, autocallable. Settled through tranche/index lookthrough.
Sector index
Custom benchmarks computed over a builder-specified pool of facilities — battery-metal TF index, electronics SCF basis index. TEE-computed; ZK-verified.
Launch your market.
From specification to live trading in days, against shared institutional liquidity.