DESK OPEN · 28 INSTRUMENTS · COMPOSITE MARKS

One desk.
Every tape, every hour.

Index futures, megacap equities, digital assets and precious metals — twenty-eight perpetual contracts cleared against a single USDG margin account. Marks are composite, filtered and time-weighted before they touch your position. Maximum 10x. Continuous settlement. No session boundary.

$35K
Open interest
10x
Leverage cap
Instruments
01 / Board

The instrument list

4 index · 15 equity · 6 digital · 3 metals & energy
02 / Execution

Order entry

establishing venue quorum…
loading live index…
$—
24h high — 24h low — funding —
USDG
5x
1x2x5x10x
Position size$2,500
Entry price$—
Liq. price$—
Est. fees$1.50
Max size now
LONG 5x+$0
Size
Margin
Entry
Liq. price
03 / Onboarding

Three steps to a working order

Fund the account

Connect a wallet and post USDG. Collateral is pooled, not siloed — one balance backs every position you carry across all twenty-eight books.

Select an instrument

The board is ranked by real market capitalisation, not by listing order. Each line quotes a live venue index and draws that venue's own bars, so the mark on the ticket is the mark on the tape.

Take a side, up to 10x

Set notional, set leverage, watch the liquidation band close as you size. Positions carry continuously and settle in USDG the moment you flatten. No expiry, no roll.

04 / Methodology

How the mark is made

Index construction

No single venue sets a liquidation price. Each mark is a volume-weighted composite: top-of-book is collected from every listing venue, normalised to a common quote currency, and any print more than four median-absolute-deviations from consensus is discarded. What survives is weighted by thirty-day traded notional, smoothed with a three-second time-weighted average so a single sweep cannot wick a position out, and republished on-chain every block.

Primary spot · depth-weighted midw 46% · 250ms
Secondary venue compositew 27% · 1s
Perp premium index · basis adj.w 18% · 4s
Session VWAP anchorw 9% · 60s
MAD filter · 3s TWAP · 30d notional weights · staleness cutoff 15s

Funding mechanics

Funding is the tether that holds a perpetual to its index. The mark is sampled against the composite every eight seconds, the premium is integrated into a rolling time-weighted average, and a clamped interest-rate differential is added on top. The settled rate is bounded to ±0.06% per hour, so no single imbalance compounds into a liquidation spiral, and it accrues continuously against margin rather than landing as an hourly lump sum. Positive: longs are crowded and pay shorts. Negative: the book has flipped.

premium TWAP · clamped IR differential · ±0.06%/hr bound · continuous accrual
Select a market
LONG 58%SHORT 42%

The desk is open.

No brokerage relationship, no session window, no T+2. Post collateral, take a side, flatten when the thesis is done.

Methodology