Pair perpetuals · Robinhood Chain

Two names.
One opinion.

Long NVDA against SPY, up to five times, settled in USDG. A bet on which one wins, and nothing at all on whether the market goes up.

Markets
0
five legs, paired
Open interest / side
0
from the same thin pools
Leverage
0
3× while the bell is off

Everybody trades the spread.
Nobody can settle it.

Buy NVDA, short SPY, and you are running two positions, two sets of fees, two liquidation prices and a direction you never wanted in the first place. Rynex makes the spread the instrument: one market, one entry, one number to be right or wrong about.


Method

A pair is not two positions
wearing a trench coat.

Three things change the moment the instrument is a ratio rather than a price, and all three of them make it safer than the perp you were expecting.

01 · The mark

The oracle's lag cancels, so the band goes on the ratio.

A spot read on a $6.5M pool is a faucet, not an oracle. So each leg keeps an anchor that anyone may nudge toward spot, by at most 1% every five minutes. An anchor lags, and a market that bans trading whenever a leg runs ahead of its anchor shuts on exactly the wrong day.

The lag is common-mode. When the whole tape drops 8%, both anchors are dragged at the same capped rate and the quotient barely moves. Rynex bands the ratio, at 300bps, not the legs at 1000. A pair is unstable when the two names separate faster than the anchors can follow, which is the only thing that can hurt a position here.

Tape down 8%NVDA / SPY
Leg prices ±300bps band NVDA SPY RATIO
Deviation, each leg alone800 bps
Deviation, the ratio3 bps
Bookstays open
02 · Funding

Fair carry is zero, so funding is only ever the crowd.

A directional perp invents funding out of two things: the cost of carrying the position, and the lean. Here the carry is zero and not approximately. Both legs are financed in the same USDG at the same rate, so the interest differential cancels by inspection.

The dividend differential cancels too, for a reason particular to this chain. These are ERC-8056 tokens: a dividend is reinvested, balanceOf never moves, uiMultiplier() steps up and the pool reprices the token. Both marks are already total-return marks. Rynex never reads the multiplier, and that is the point.

What is left is the lean. One rate, zero when longs and shorts are equal, paid by the heavy side to the light side. Their notionals differ by exactly the skew, so the vault is paid the funding rate on precisely the risk it carries, with no second index and nothing credited before the money is there.

Funding, per dayat maximum lean
Interest differential0.00%
Dividend differential0.00%
Imbalanceup to 1.20%
Book balance50 / 50
Funding rate right now 0.00% / day

Drag it. A balanced book costs nobody anything, by construction rather than by parameter.

03 · Depth

It has to price the trade. It never has to exit it.

Every protocol on this chain hits the same wall: 405 tokens route against USDG and four of them can absorb $100k at 1% slippage. A lending market reads that and gets $216k of capacity, because it has to be able to sell the collateral. Rynex reads the same number and gets $6.62M of open interest per side, because it never trades anything at all.

Depth still matters, for one reason instead of two. Take a position of size S, walk the anchor by d, collect S·d. Walking it d means holding the pool off its true price for ⌈d/1%⌉ five-minute windows with about d·depth committed the whole time. The attack only pays when S·d > d·depth. The d cancels. The cap is depth.

Lending
$216k
Total borrowing capacity, because the collateral has to be sellable.
Index minting
1 tx
Only as good as its worst leg, all of them bought at once.
Rynex
$6.62M
Per side, across 10 markets. Nothing is ever unwound through a pool.
Markets

Ten pairs, five legs,
and the reason for every cap.

Open interest is capped at a quarter of the thinner leg's depth, because an attacker shoves whichever pool is cheaper and a pair is only ever as strong as its weaker half.

Market Mark Thinner leg Its depth Max OI / side Ticket at 5×
Snapshot of the 26 August depth survey, marks live Legs price from their deepest pool
0
Listed markets
0
Ratio band
0
Maintenance margin
0
Tests, all green
The counterparty

A vault that only ever holds the residual.

Longs and shorts net against each other first, and that matched notional costs the vault nothing. Only the skew left over is the vault's position, bounded against vault assets, so USDG depositors are lending into a book whose worst case is a stated fraction of the pot. Nobody can withdraw below that line while positions are open.

The bell

Leverage comes down when New York is shut.

The underlying is closed for 136 of the week's 168 hours. A pair holds up through that far better than a direction does, because the two names gap together at the open and most of it cancels. Most is not all, so the ceiling drops from 5× to 3×, read from a calendar already deployed on chain that works the New York date out of a raw timestamp, daylight saving and all. It applies to opening, never to holding. Nobody is force-closed at the bell.

The week168 hours
Open · 32h · 5× Closed · 136h · 3×
Exitnever barred
Adding marginnever barred
Liquidation while unstablebarred
Token

$RYNEX

Fixed supply of 1,000,000,000. No mint function, no owner, no pause, no upgrade path. That is not a promise, it is what the deployed bytecode does and does not contain, and you can check every line of it yourself.

Contract · Robinhood ChainERC-20 · 18dp
Total supply1,000,000,000
mint()not in the bytecode
owner()no such function
upgradeTo()not in the bytecode

This is the only contract address. Anything else calling itself $RYNEX is not.

Questions

The parts worth arguing with.

01What stops someone closing at a stale mark?

Nothing stops them closing. A protocol that can refuse to let you out has a worse problem than a stale mark, so close works while the pair is unstable, while a market is paused, and while the anchors are behind.

What it does instead is make instability unprofitable. When the pair is stable everyone settles at the mark. When it is not, the closer is marked at whichever of the mark and the spot ratio is worse for them: a long gets the lower, a short gets the higher. Someone whose position has genuinely gone bad can no longer duck out at a lagging anchor and hand the difference to the vault.

02Why is 5× not reckless?

Because the instrument is a ratio. NVDA and SPY move together most days, and what survives that cancellation is a fraction of either one's volatility. 5× on the pair is a smaller position than 2× on the name. The cap is five because the risk is what it is, not because the number reads well.

03How does liquidation work?

Equity below 5% of notional is liquidatable and the liquidator takes half of that. The 500bps is read off the oracle rather than picked: each leg's anchor moves at most 1% per five minutes, so the ratio moves at most about 2% in five minutes at the absolute worst, which makes the buffer roughly twelve minutes of continuous adverse drift.

It is wide on purpose, because liquidation is barred while the pair is unstable. The cheapest liquidation to manufacture is one that should never have happened.

04Which legs are listed, and which are not?

SPY, NVDA, AAPL, TTWO and TSLA. A leg needs at least $1M of depth, and it prices from its deepest pool. Any pool holding at least 1% of that pool's liquidity is a rival with a real claim on the price, and if a rival disagrees by more than 10% the leg has no agreed price and is not listable.

That rule is what took MSTR off. Its three pools are all within an order of magnitude of each other and they quote $363.50, $200.89 and $100.04. One of them is right and nothing on the chain says which. MU went earlier for the mirror-image reason: a single funded pool, 85 swaps in six hours, and a price nothing can contradict.

SPCX and DJT clear every depth test and are left out on purpose. A private-company proxy and a meme are the wrong things for a first market to find its edge cases on. Native ETH is the deepest book here and is deliberately not a leg: the whole design rests on two legs that gap together when New York opens, and ETH does not.

05What can go wrong?

The contracts are live on Robinhood Chain and unaudited. Engine 0xD75591A5FfBaA2bBC3435c860d65F1aF147Edf14, oracle 0x7886787922705336A6D04F40e583beE33EE7149d. The pools behind the legs are thin by the standards of a large venue, which is what the anchor and the open-interest cap exist to blunt. If both legs go quiet at once the pair goes stale and opening stops until a keeper pokes them. Leverage does what leverage does. Nothing here is investment advice.

Stop paying for a direction
you never wanted.