Live on the Canton Network · package crossdesk 2.0.0

A sealed auction that prints an official price.
Then the fund layer that settles against it.

An asset can trade in fifteen places and still settle no contracts, because settlement needs a fixing — one struck price, at a defined time, that neither side can move. Bitcoin trades 24/7 and CME still settles every future on a once-a-day fixing for exactly that reason. CrossDesk produces that price, signs it K-of-N, and creates and redeems fund shares against it. One ledger, no reconciliation.

The recorded walkthrough shows the desk switching parties — the venue sees the whole book, each trader sees only its own, the auditor sees none of it. The shared HackCanton participant the hosted desk ran on went offline when the season ended, so ask for a live demo and I will run it from a local node. Source-available, not open source — read the code.

The problem

Three companies. Three fees. One number.

To launch a tokenised fund you hire an exchange to discover a price, an administrator to strike the NAV, and a custodian to settle the shares. Each hands a number to the next — and the gaps between them are where the money leaks.

The arbitrage is expensive

Closing a fund's discount means three legs on three venues, carrying price risk between each. So arbitrageurs quote wide and only show up when the gap is big. The fund's own investors pay that spread.

A public chain makes it worse

Put the order book on a public chain and the mempool is the book. Every resting order is visible before it executes. Index funds are estimated to leak $1–2bn a year to exactly this.

The NAV is one firm's assertion

Oracles put NAVs on-chain, but they only deliver a number one administrator already decided — struck once a day, stale the moment it's signed.

How it works

One venue. Three mechanisms.

A sealed closing auction discovers the price

Everyone lodges orders nobody can see. At the close the venue uncrosses the whole book at one uniform price — one the orders determine, not one the operator supplies.

A K-of-N committee attests what has no market

And it signs the recipe — base, rate, day-count — not a number. So the ledger keeps deriving the value every second between strikes instead of going stale for twenty-four hours.

Creation and redemption settle against that number

In kind, atomically, all-or-nothing. Deliver the underlyings, receive shares — or the reverse. The mechanism that keeps a fund glued to its NAV.

Cash-settled perpetuals hedge the wait

A market maker can be flat on price between creating and selling, which turns the arbitrage into a fully-hedged basis trade rather than a directional bet.

The part that can't be copied

Dark pre-trade. Lit post-trade.

On Canton a contract is visible only to its signatories. A resting order is signed by the venue and the trader and observed by nobody — so a sealed book isn't a feature we bolted on, it's the default. One order book, four resting orders, four parties looking at it:

Venue
4
the operator
Alice
1
only her own
Bob
1
only his own
Auditor
0
every fill · not one order

Unbuildable on a public chain. Unprovable in a private database.

Verified on the shared Canton participant. Every fill still prints to a public tape that names nobody.

Why this is a business

Same computation. Two price tags.

Calculating a NAV
0.325 bps

What a fund accountant charges to strike a daily NAV. Disclosed by Brown Brothers Harriman in an SEC filing — and it fell 19% at the last renewal.

Publishing an official price
3 bps + $600k/yr

What State Street pays S&P Dow Jones for SPY. Index providers take roughly a third of every ETF management fee on earth.

One is accounting. One is a benchmark. Ten to fifteen times the money.

BBH Trust, Form N-CSR FY2023 · An, Benetton & Song, Journal of Financial Economics

LineWho paysPrice
NAV-as-a-service — a private, auditable daily strikethe issuer$50–150k/yr flat → 1–3 bps at scale
Execution — notional crossed at the closetradersbps on notional
Platform licence — run the venue for your own membersmarket infrastructureannual licence

Your administrator loses nothing. It keeps the mandate and the fee — and becomes one of the signers.

What's running today

Not a mockup.

Order books

A continuous book with price-time priority, plus the sealed cross.

Private OTC

Bilateral atomic delivery-versus-payment.

Leverage

Cash-settled perpetuals — margin, funding rate, liquidation.

Treasury tools

An accruing money-market NAV and in-kind create & redeem.

4.16 cBTC

Real BitSafe cBTC claimed through the CIP-56 registry flow, on their own templates.

30 templates

Around 15,700 lines of Daml across the settlement, auction, committee and perpetual layers.

213 scenarios

Every settlement path asserts total cash before equals total cash after.

crossdesk 2.0.0

Registered on a shared Canton participant, running against the real Ledger API.

The four-minute version

The pitch deck, as delivered.

Twelve slides and a screen recording of the desk executing a hedged arbitrage on a live Canton participant — the problem, the mechanism, the numbers and the ask. Arrow keys to advance; it runs in the browser.

Press F for full screen, P to print it as a PDF.

The ask

One pilot fund. Ninety days. Shadow mode.

We strike the NAV alongside whoever strikes it today, and publish both. Nobody switches. Nothing is at risk. At the end you own a signed, auditable price history a regulator can read — and a daily measurement of how far your current mark drifts between strikes.

Days 1–30

We derive your NAV from the signed recipe. One signer — you. You get a continuous indicative NAV you don't have today.

Days 31–60

Your administrator joins as a second signer. The fixing becomes genuinely multi-party.

Days 61–90

A market maker or collateral taker joins. K-of-N is real, and the price history is the artefact.