Coming soon. Multilateral Netting opens to design partners first. The lanes below describe where it applies - some ship with the primitive, some are designed, some are future work; each is labeled.
One Graph, Many Kinds of Debt
The clearing engine is deliberately domain-blind: it nets obligations - who pays whom, how much, by when - without caring what created them. A trade, an invoice, a redemption, a corridor flow: once a debt is signed onto the graph, it clears the same way. That is what lets one clearing layer serve very different books, and it is what makes the network compound: every lane feeds the same graph, so each new kind of flow raises everyone’s netting ratio.The Lanes
Trading & Payments
Ships with the primitive. Cross-chain stablecoin obligations from trades on the network’s rails - the flows it settles today, with compliance gates at every run entry.
Agentic Netting
Designed. Agent spend across platforms nets to one residual per platform, paid out on the chain it chooses.
Payment Networks
Designed. Retail-scale micro-flows aggregate into institutional obligations, clear against the network, then split back out per provider with full reconciliation.
Tokenized Assets
Designed. Delivery-versus-payment pairs net with atomicity preserved: both legs settle in one unit or neither does.
Borrowing & Lending
Future. Repayments, interest, and margin calls between the same institutions settle net, freeing the most liquidity when markets turn.
Receivables & Trade Finance
Future. Dated invoice chains clear by settlement date, and an anchored invoice can’t back two live obligations.
Energy & Circular Debt
Future. A closed loop of debt - endemic in energy markets - is exactly what the engine extinguishes with zero money moved.
Risk Intelligence
Designed. Counterparty, concentration, and intraday liquidity views computed where the graph lives - each participant reads only its own.
Why the Lanes Compound
Netting finds value in opposing flow, and opposing flow lives across books, not inside them. A market maker’s corridor rebalancing, an issuer’s mints against redemptions, a payment network’s north-south flows, a desk’s T+1 obligations - each alone nets modestly; on one shared graph, each becomes the counterflow that clears the others. The ratio is a network property: more members, more lanes, more offsets, and the engine finds them all in one solve. That compounding is upside, not a precondition. A book nets against itself the day it joins, on the settlement rails it already runs - the shared graph only makes the residual smaller.Keep Going
How It Works
The clearing run step by step, funding, and where the residual goes.
Integrate
Onboard, submit obligations, sign once, fund only your net.