TRUSS.SYS
REV.A
DOC: ARB-VAULT-01
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Strategy_01 // Cross-Venue Arbitrage
Borrow Low.
Lend High.
Repeat.
Truss finds the widest rate gap between two venues quoting the same asset and captures it automatically — market-neutral, fully mechanical, always compounding.
Fig. 01 — Cross-Venue Position
Venue A · Borrow
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Venue B · Lend
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Four Steps. Zero Direction.
01
Detect
Scans every venue quoting the same asset, continuously.
02
Borrow
Opens a loan on the venue pricing it cheapest.
03
Lend
Deploys the same capital on the venue paying most.
04
Capture
Holds both legs. Delta-neutral. Spread compounds with leverage.
Note —
Rate gaps like this are the default state of a young, fragmented market — not an anomaly. On a fully transparent ledger, every bot sees the same gap and it closes before you can act. Truss executes where positions stay private long enough to land, so the spread is still there when the trade settles.
The Spread, Made Visible.
Venue A · Borrow APR
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Venue B · Lend APR
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Net Spread
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Target Strategy APR · {{ leverageLabel }}×
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Illustrative example. Not a live feed, historical return, or guarantee.