for otc desks
Trade everywhere. Prefund nowhere.
Bring a bilateral book on-chain - electronic pricing, one compliance gate, and settlement you can keep.
Firm quotesOnboard onceOne policyEscrowed DvPKeep your cycles
the challengeFlow settles through closed bilateral relationships - coordinated over chat, pre-funded per venue, T+1 on broker credit lines.
tetrafi solutionA quote becomes a signable intent priced by every competing LP. One onboarding pack, one policy, one audit trail - and settlement your way.
expected outcomeThe relationships stay yours; the plumbing underneath goes electronic. Treasury, compliance and onboarding shrink from headcount to configuration.
| today | with tetrafi |
|---|
| Chat tickets and trust, not firm quotes | Firm quotes from every LP competing for the ticket |
| KYB repeated at every counterparty | Onboard once, reused across the network |
| Capital pre-funded per venue, counterparties carried until delivery | Escrowed delivery-or-refund - nothing pre-funded, neither side delivers until the other does |
| Each venue's settlement rules and hours | One set of rules, around the clock |
| T+1 waits carried on credit lines | Counterparty paid T+0, your cycles unchanged coming soon |
| Every trade settles in full | Only your net residual moves coming soon |
adopt what you need
Firm liquidity
competitive electronic pricing on flow that was bilateral
liveMultilateral Netting
a circle of bilateral T+1 obligations clears to one wire a day
coming soonShared Collateral Network
your counterparty is paid T+0 and venue balances become one credit layer
coming soon
for payment networks, psps, remittance and fx firms
Pay out in every corridor without funding every corridor.
Stablecoin corridors at settlement size - stop prefunding every venue, net the gross toll away, keep the rails you run.
Corridor pricingAny chain, one signatureKYB'd counterpartiesBoth legs or neitherVenue Prefunding · coming soonNetting · coming soon
the challengeCorridor economics are set by capital, not price - balances parked at every pre-funded venue, and a gross toll on flow that mostly opposes itself.
tetrafi solutionFirm, escrow-settled corridor quotes today. Then one credit layer across venues, and atomic multilateral set-off on the book you already settle coming soon
expected outcomeExecute at flow size, fund at net size. Less capital clears more flow, most of all when volatility makes it scarce.
| today | with tetrafi |
|---|
| One balance parked per venue | Firm corridor quotes from competing desks, at ticket size |
| One side pays first, within cut-offs and banking hours | Both legs settle together or not at all, around the clock |
| Bridging and routing as your integration | One signature, any chain - routing and bridging absorbed |
| A pool is not a legal entity, and payment versus payment is out of reach for non-banks | Jurisdiction filters applied before a request reaches a desk, and direct membership for non-banks |
| Every leg pays the gross toll | Opposing flows cancel by set-off; only the residual pays coming soon |
| A late inflow holds up payouts | Priced liquidity fronts the gap coming soon |
adopt what you need
Firm liquidity
corridor pricing at settlement size, where pools give out
liveMultilateral Netting
opposing flows offset each run; only the residual pays a toll
coming soonShared Collateral Network
venue balances become one credit layer and T+N legs are paid today
coming soon
for rwa and tokenised asset platforms, stablecoin networks and local issuers
Settle tokenised assets like cash.
Cross-chain distribution, secondary liquidity and T+0 redemption on rails you keep - no pools to fund, no buffer to park.
Quote-driven depthEligibility travelsMint & redeem as legsIssuer neutralInstant Redemption · coming soon
the challengeA token people can't trade in size won't grow. Pools deliver depth at the price of parked capital and a perpetual incentive bill; redemptions run on NAV cycles while holders expect instant.
tetrafi solutionFirm, quote-driven depth in your token from your own desk or a delegated LP. Mint and redemption onboard as a capability with investor policy attached. A vault buys the redemption wait coming soon
expected outcomeCollateral-grade liquidity on both sides, reachable from any chain on day one - and you run fully invested.
| today | with tetrafi |
|---|
| Asset and cash legs move separately | Both legs settle together, across chains |
| Pools funded with your own capital | Firm depth you quote yourself or hand to the network |
| Few venues accept your coin; distribution bought with incentives | Distributors, payment firms and desks settle in it - distribution earned through settlement, not only incentives |
| Eligibility enforced per app, not per asset | Investor eligibility attached to the asset on every chain |
| Mint and redemption as a queue | Mint and redemption as route legs, not a queue |
| Exit speed set by NAV cycles and banking hours, against idle reserves | Holders exit T+0 on vault capital - no buffer, no liquidity program, the fund stays fully invested coming soon |
TetraFi settles only the assets and counterparties that your eligibility rules allow, and stays issuer neutral: members choose what they settle in. Your coin is chosen where obligations settle, and corridors launch on shared rails with local partners. Coming soon: members clear across networks on one neutral layer, and supply sitting idle on exchanges funds real settlement demand.
adopt what you need
Firm liquidity
a standing two-sided market in your token, from any chain or venue
liveMultilateral Netting
a day's mints and redemptions clear on one graph; only the residual touches your NAV window
coming soonShared Collateral Network
T+0 exits on an underlying that settles T+1 or longer, priced against committed capital
coming soon
for market makers and solvers
One balance sheet quotes every chain.
One connection to institutional, compliance-gated flow on every chain - and the treasury and settlement machinery around your book.
Sovereign pricingSolver as a serviceEvery chain, one keySolver Credit · coming soon
the challengeRegulated liquidity firms are market makers, not intent fillers - and the programmatic economy pays in intents. Reaching it means inventory on every chain, sized for peak and idle the rest of the time.
tetrafi solutionPlug your pricing behind a KYB'd solver - the engine is ours to operate, the price is yours to construct. Solver Credit draws destination-chain liquidity into the fill itself, repaid by the settlement it funds coming soon
expected outcomeOne balance sheet quotes every chain. You price flow, not float.
| today | with tetrafi |
|---|
| Pricing logic handed to a venue | Spread, size and exposure never leave your desk |
| Quoting only where you can pre-fund | Firm quotes into aggregated institutional flow, only where licensed |
| Rebalancing as a permanent drag; connectivity, gas and recovery you staff | Treasury - available, committed and in-transit capital in one view |
| Balance sheet copied per chain | Fill anywhere, warehouse nowhere - fill on any chain with inventory on none coming soon |
adopt what you need
The venue
aggregated institutional flow arrives on one connection
liveMultilateral Netting
corridor rebalancing nets against opposing flow; only the residual moves
coming soonShared Collateral Network
committed capital funds redemptions, settlement legs and liquidation size
coming soon
for apps, wallets and aggregators
Institutional depth where pools give out.
Two plug-and-play additions to the routing you already run - a firm RFQ venue for the segment your router is missing, and netting on top of your own book.
Identified counterpartiesFirm at any sizeAny chain, one signatureFee inside the quoteNetting · coming soon
the challengeYour router knows every pool. What it's missing is the liquidity that never touches one - institutional inventory quoted firm, for regulated stablecoins and tokenized assets at size.
tetrafi solutionAdd the RFQ venue for that segment; your routing keeps the rest. Then let your own book net before it settles, without moving onto our rails coming soon
expected outcomeInstitutional depth exactly where pools give out - your route set, your UX, your fee.
| today | with tetrafi |
|---|
| Pool liquidity that thins at size | Firm at any size - inventory quoted, not modeled |
| Fills from anonymous pools | Every fill from a KYB'd desk - your users inherit the compliance, and escrow enforces delivery or refund |
| Bridge menus in your UX | One signature, any chain - routing and bridging absorbed |
| Every swap pays the full toll | Your book nets to one residual before it settles coming soon |
adopt what you need
RFQ venue
institutional depth arrives exactly where pools give out
liveMultilateral Netting
your own book nets before it settles; only the residual pays a toll
coming soonShared Collateral Network
T+0 exits on yield-bearing balances, T+N legs paid today
coming soon
for lending markets, receivables and trade finance coming soon
Netting is a primitive, not a venue.
Point it at whatever book you already settle, and settle less of it.
Domain-blindAtomic set-offSealed engineYour policy domain
the challengeLoans, invoices, payment schedules - chains of dated obligations between the same parties that mostly cancel, yet every leg wires gross and working capital sits parked against them.
tetrafi solutionObligations collapse by atomic multilateral set-off to one net residual per party. Positions are readable only inside a sealed engine, and you see only your own slice.
expected outcomeLess capital clears more debt - widest of all in a volatility event, when gross settlement needs liquidity most.
| today | with tetrafi · coming soon |
|---|
| Every obligation settled gross | Loans, receivables, DvP and imbalances on one graph |
| Circular debt wired around the loop | Your settlement rails, untouched - set-off sits on top of what you run today |
| Working capital parked against invoices that would have cancelled | Residual backstopped by the Shared Collateral Network, exit any time before the deadline |
| Flow and counterparties visible to whoever clears | Your own policy domain - counterparty sets, deadline tiers, backstop |
adopt what you need
Multilateral Netting
your own book clears by atomic set-off; only the net residual settles
coming soonShared Collateral Network
the residual gets a backstop, and an early exit before the deadline
coming soonFirm liquidity
TetraFi's rails become one more obligation source feeding your graph
live
for agent commerce hubs coming soon · design partners
Settle agent commerce by the net, not by the request.
Your hub joins as a member and every agent obligation carries its mandate: the principal, the agent and the authority it was spent under. Designed to clear obligations from agent payment protocols such as x402, not to replace them.
| today | with tetrafi · coming soon |
|---|
| Every request settles on-chain | One net residual per asset, per run |
| Batching stops at each buyer and seller pair | Netting across every hub on the network - the services your agents pay buy from other hubs, so their flows offset yours |
| Float with every facilitator and chain | Cover for the hub's net, only for the run |
| Counterparties cannot see who authorised a payment | Principal, agent and mandate on every obligation |
| Each new service needs its own integration and float | One membership reaches every hub and service on the network |
Design partner hubs shape the mandate fields, controls and netting rules.
