> ## Documentation Index
> Fetch the complete documentation index at: https://tetrafi.mintlify.site/llms.txt
> Use this file to discover all available pages before exploring further.

# Trading & Payments

> Desk fills and corridor payments settle as one net figure per asset and chain - a tighter quote, and inventory that stays where it sits. Coming soon.

<Note>
  **Coming soon.** Trading & Payments opens to design partners first. Lane: **Ships with the primitive** for stablecoin trading flow; payment-network aggregation is **Designed**. Paths, schemas, and parameters publish at launch.
</Note>

* **Every fill pays the full toll** - the bridge, the rebalance, the conversion - even when equal and opposite flow crosses minutes later.
* **Capital copied everywhere** - desks carry inventory on every chain, payment networks pre-fund every corridor to stay open.
* **The toll sets your spread** - it is the floor under every price you quote or get quoted.

## What Changes for You

* **A second firm quote, tighter.** Settle instantly at today's price, or [clear at a deadline you pick](/netting/how-it-works#two-ways-to-settle), at a tighter one. Same request, one more choice.
* **Fragmentation nets out.** Opposite flows between chains and venues net against each other instead of crossing, so inventory stays where it already sits - no bridging a position to cover a debt, no rebalancing round-trips.
* **One figure per asset and chain.** A day of fills or corridor payments settles as one net amount per asset and chain each run, on any chain you have configured - settlement decoupled from where the trade executed.
* **The first lane to ship.** Cross-chain stablecoin obligations are the first lane - the flows the network settles today, with compliance gates at every run entry.

## A Day of Flow

Three firms on three different rails, one day, USDC:

* A desk on **Base** owes a payment network on **Arbitrum** - **500 USDC** for fills on its corridor
* The payment network owes a market maker on **an exchange** - **300 USDC** in corridor payouts
* The market maker owes the desk - **400 USDC** for fills on the other side

Gross, that is 1,200 USDC across three settlements, each crossing a chain or a venue. Netted, the loop of 300 cancels with **nothing bridged or withdrawn**, and the rest settles along the original debts: the desk pays the payment network 200, the market maker pays the desk 100. **300 moves instead of 1,200.**

## How It Enters

Fills enter at quote time: request a **cleared** quote with a deadline tier, and the trade's settlement becomes an obligation. Corridor payments enter as **signed debts**. From there it is the standard [integration](/netting-api/integration#submit-obligations).

<CardGroup cols={2}>
  <Card title="Integrate" icon="code" href="/netting-api/integration">
    Onboard, submit obligations, sign once, fund only your net.
  </Card>

  <Card title="Agentic Netting" icon="robot" href="/netting/agentic-netting">
    Agent spend on the same network - more counterflow for your book.
  </Card>
</CardGroup>

Making markets, running a desk, or moving corridor flow? [Start the conversation](/support).


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