abadi

DreamDEX runs twelve series at once and quotes a flat 2.9% on every one of them. That is the signature of nobody being on the other side.

The price moves. The pair doesn’t.

Abadi quotes both sides of a DreamDEX event market, keeps one of each when they fill, and collects the difference. It never needs an opinion about the outcome.

measured0.0245 → 0.0175the venue's own spread, without this vault and with it — rebuilt from its order rows across every one of the 148 windows this vault has quoted, tighter on 138 and wider on none
Drag the pen, or use the arrow keysUpDown
0.0001.000
Up0.620
Down0.380
Pair1.000

Put the price wherever you like. One Up and one Down redeems for exactly one at every price between zero and one, whichever way the market ends up resolving. That is not a hedge that mostly works — it is the settlement rule.

Live from the chain read in your browser, no server of ours

NAV
tUSDC
Idle
tUSDC
Resting
tUSDC
Per share

    block ·vault on the explorer · refreshes every minute

    Where the money comes from zero inventory

    buy UP at p
    buy DOWN at p + s ← the venue quotes both sides Up-side, so this leg escrows 1 − (p + s)
    pair costs 1 − s  ·  pair is worth 1  ·  the difference is s, the spread

    No inventory is needed to start. DreamDEX runs one order book, and a Buy Up crossing a Buy Down needs no seller at all — the pool mints a fresh pair out of the two buyers' collateral. So the vault can quote both sides holding nothing, and the spread it earns is the venue's own 2.9%, not a view about which way the price goes.

    Who can touch what non-custodial

    ActorCanCannot
    operatorQuote and cancelMove a single token. The bot key steers prices and has no path to the money
    governorSet the operator, risk limits, price grid. Sweep the vault's native STT with sweepNative — ~32.8 STT today, the reserve that pays for the self-wakeTouch depositor collateral. Handover is two-step, so a mistyped address hands the seat to nobody
    depositorDeposit and withdraw against ERC-4626 sharesSteer quotes
    anyoneSettle a resolved market, and merge a pair once the window can no longer tradeRedirect the proceeds — they go to the vault, never the caller

    What has actually run Shannon testnet

    What this is not yet

    A handful of fills proves the mechanism, not an edge. The real risk a maker carries isadverse selection — being filled on one side while the market walks away from the other. It happened to us twice in one afternoon. When it does, the vault is holding a direction, and NAV marks that leg at zero rather than at what it cost, so the loss lands on the people already in and not on whoever deposits next.

    Measuring how often it happens needs many quotes across many windows. That is the next thing, not a thing we are claiming. The dashboard has the working, including what went wrong and what it cost.