Automated Market Maker Design for Exotic Options

A flexible, on-chain engine supporting Black-Scholes, Heston, and custom stochastic volatility models for pricing complex options. Enables real-time Greeks calculation and risk parameter updates.

Isolated, permissioned vaults that manage collateral and risk for specific option series. Features automated rebalancing, yield generation on idle assets, and multi-asset collateral support.

Decoupled settlement layer compatible with Chainlink, Pyth, and custom price feeds. Implements dispute resolution mechanisms and fallback oracles for maximum uptime and security.

ERC-4626 compatible liquidity provider interface allowing LPs to mint shares, earn fees, and hedge delta exposure. Integrates seamlessly with external yield aggregators and DeFi legos.

Smart contract suite built in Solidity 0.8+ with OpenZeppelin security patterns. Features batch operations, state compression, and MEV protection to minimize transaction costs for users.

Off-chain monitoring and alerting system tracking portfolio Greeks, vault health, and systemic risk. Provides API endpoints for integration with internal risk management tools.

We architect AMMs with robust pricing models (Black-Scholes, SABR, or custom) tailored for exotic payoffs, ensuring accurate valuations and sustainable liquidity pools under volatile market conditions.

Our smart contracts are built with gas efficiency as a first principle, using advanced patterns in Solidity 0.8+ or Starknet's Cairo for computationally intensive exotics, reducing user costs by up to 40%.

Integrated risk parameters, margin calculations, and automated liquidation logic protect your protocol's solvency. We implement real-time P&L tracking and circuit breakers for extreme volatility.

Deploy your AMM core across Ethereum, Arbitrum, or Polygon with our cross-chain liquidity aggregation framework, maximizing capital efficiency and user access without fragmentation.

From design to mainnet, security is paramount. We deliver formal verification reports, audits from firms like Spearbit, and bug bounty program setup before deployment.

We handle the full stack: smart contract development, subgraph indexing, React/TypeScript front-end, and API integration, delivering a turnkey solution in 6-8 weeks.

We simulate AMM performance against historical and synthetic volatility regimes to stress-test capital efficiency, impermanent loss profiles, and liquidation logic before mainnet deployment.

We implement gas-efficient patterns for on-chain computations (e.g., pricing, fee accrual) and manage the full deployment pipeline to Ethereum L2s or app-chains like Arbitrum or Polygon.

We deliver a real-time dashboard for monitoring AMM health, LP positions, Greeks exposure, and protocol revenue. Includes alerts for abnormal volatility or liquidity thresholds.