BlockHelix
The execution risk layer for automated finance
Every trade checked against your written policy, every check logged, every exception documented.
Colosseum hackathon 3rd out of 454 projects
For licensed and structured fund operators. We onboard in small batches.
POST /v1/vaults/0x8f3a/position/lever
lever USDC carry · +1,500,000 notional
The missing layer
No institutional manager trades without pre-trade compliance. On-chain, almost everyone does.
Charles River checks every order against the mandate before it leaves the desk, across roughly 300 managers and $36 trillion in assets.
Every trade can pass and the book can still be wrong. Three different tokens can all resolve to the same balance sheet, so a position that reads as diversified is 100% concentrated in a single issuer. No allowlist catches that.
// The API
Every trade returns the numbers it passed on.
$ curl -X POST https://api.blockhelix.tech/trade/loop \ -H "Authorization: Bearer <api-key>" \ -d '{ "deploymentId": "dep_a7a0108e", "turns": 30, "targetLtvBps": 9000, "maxImpactBps": 30, "maxDislocationBps": 50, "maxTicksCrossed": 2 }' # the limits are measured against live state, not trusted from the caller $ curl https://api.blockhelix.tech/trade/trd_784418f3 # 200 OK # { # "status": "confirmed", # "txHash": "0x93d6cfb4…092631c2", # "execution": { # "legs": 276, # "impactBps": 0, # "dislocationBps": 0, # "uniTicksCrossed": 0, # "slippage": { "curveBps": 1, "uniswapBps": 1, "mintBps": 1 }, # "attempt": 1, "retries": [], # "projectedLeverage": 9.618 # } # }
// Between trades
The engine re-checks liquidity, prices, and exposure around the clock.
Scheduled sweeps re-price every position between trades, and every trade is re-checked against the bounds at build time. A vault outside them cannot submit the next trade.
// Attribution modelling
Debug your yield.
A NAV line tells you how much. It cannot tell you why. We model every move into named drivers, each tied to its on-chain source, so you see what earned and what bled.
The strategy held its carry. Slippage was the largest cost, not the market.
// The checks
What we test before you sign.
Your strategy proposes a trade. These run against it first, on your own vault, and the measured values are written down whether the trade passes or not.
Price impact
Simulated at the size actually being traded, marginal against effective, both fee-inclusive. Refuses above the bound instead of discovering the cost afterwards.
Oracle dislocation
Spot mid against the TWAP, fee-exclusive on both sides so the comparison means something. A good quote on a dislocated book is refused.
Depth and ticks crossed
How far a fill sweeps the book before it lands. Over the limit, the order is refused rather than sliced blindly at whatever the pool offers.
Leverage and health
Projected LTV against the market liquidation threshold, forward across every leg of a multi-step trade, not just the one being signed.
Issuer look-through
A wrapper hides its issuer. sUSDe is an ERC-4626 over USDe, so holding it is holding Ethena — and a position with sUSDe collateral against a USDtb borrow is three tokens and one balance sheet.
Correlated liquidation
If your collateral depegs, every other borrower in that market is liquidated at the same moment and the exit liquidity you were counting on is gone. We measure how much of the market looks like you.
// The loop
Bounded on-chain.
Tuned by agents.
Every trade settles against the invariants. Simulated and live outcomes feed back into the bounds. Updates adopt through the 24-hour timelock.
// Talk to us
Bring your own vault.
We scope the policy against your existing mandate and wire it to the vault you already run. Onboarding is hands-on and deliberately small.
Live on Ethereum mainnet and Base.