Crypto Cross-Venue Margin & Off-Exchange Settlement Estimator

Estimates the crypto off-exchange settlement / cross-venue margin picture for a book spread across trading venues (the Copper ClearLoop / FalconX / Ceffu model, per AT-CLEARING-WAVE-SPEC.md CW-1): the net cross-venue margin requirement after a declared netting offset against the sum of each venue's own isolated margin, the capital freed and capital efficiency of MPC-custody off-exchange settlement vs on-exchange isolated margin, the financing cost of running the book at a declared leverage multiple checked against a caller-declared program leverage cap (e.g. ClearLoop Loans up to 4x / FalconX up to 5x), and a plain counterparty/custody-risk framing string. Netting percentages, leverage caps and program names are caller-declared, version-pinned fixtures, never fetched or hard-coded. Distinct from the shipped TradFi treasury-clearing cluster (art-48..51), which addresses the US Treasury cash/repo clearing mandate and CME-FICC Combined Portfolio margining -- this node is the crypto prime-brokerage analogue. This receipt attests our computation over the user's declared positions and venue terms -- it does not verify those positions and is not a margin call, a settlement instruction, or investment advice.

Tool URL: https://ainumbers.co/chaingraph/art-406-cross-venue-margin-estimator.html