matterprotocol.xyz
private alpharequest access →
v0.4 · primitives sdknow in invite-only alpha

snap-together
strategies.
ship in an afternoon.

matter is a library of typed trading primitives — entry, risk, rebalance, exit. compose them into an agent, deploy non-custodially, take LP capital without writing the boilerplate.

start building→try the composer
$npm i @matter/sdk·typescript
S
mean-rev-eth
strategy · 4 primitives
composed
emaCross
entry
fast: 12 · slow: 26
volTarget
risk
sigma: 0.18 · lookback: 30d
timeRebal
rebalance
daily · 00:00 UTC
trailStop
exit
pct: 4.5 · activate: +2%
add a primitive
entry
types ✓ · interfaces ✓ · ready to deploy
02what is matter

a strategy is four decisions.

matter ships each one as a typed primitive. write your own, or pull from a library that's been hammered against years of on-chain and CEX data.

// the contract
type Primitive<In, Out> = (ctx, In) => Out
compose([p1, p2, p3]) → Strategy
primitive · entry
01
watch the market.
a primitive that decides when to act.
emaCross · rsiOversold · fundingFlip
primitive · risk
02
constrain the position.
a primitive that decides how much.
volTarget · drawdownCap · kelly
primitive · rebalance
03
re-weight on a schedule.
a primitive that decides when to re-balance.
timeRebal · thresholdRebal · riskParity
primitive · exit
04
close the position.
a primitive that decides when to stop.
trailStop · takeProfitLadder · timeInTrade
03how it works

three steps. nothing custodial.

step · 01
emaCross✓
rsiOversold
volTarget✓
trailStop✓

pick primitives.

browse the library, or write your own against the typed interface. types tell you what fits where.

→
step · 02
emaCross
volTarget
trailStop
✓ types match

compose the agent.

snap primitives in order. matter type-checks the composition, runs the dataflow, and generates the entrypoint.

→
step · 03
$ matter build --out agent.bin
✓ typecheck
✓ dataflow
✓ bundled → agent.bin (284 KB)

ship it.

export to a typed agent binary. paper-trade, backtest, or deploy live — all from the same composed object.

04primitive library

every primitive is a one-line import.

the first cut. opinionated, typed, tested. new primitives ship as packages — semver, audit log, the works.

entry
emaCross

fast/slow exponential moving-average crossover.

v0.3.4↗ source
entry
rsiOversold

enter when RSI dips below a band and reverts.

v0.3.2↗ source
entry
fundingFlip

funding rate flips sign on a perp venue.

v0.3.1↗ source
entry
volBreakout

range break confirmed by σ-multiple volume.

v0.2.6↗ source
entry
liquiditySweep

sweep of a stop cluster, then mean-revert.

v0.2.4↗ source
entry
basisDivergence

perp basis decouples from spot beyond θ.

v0.2.1↗ source
risk
volTarget

size positions to a target realized σ.

v0.3.5↗ source
risk
drawdownCap

hard pause if equity curve breaches threshold.

v0.3.3↗ source
risk
positionLimit

per-leg and aggregate notional caps.

v0.3.0↗ source
risk
correlationLock

reject trades that raise portfolio ρ above θ.

v0.2.7↗ source
risk
kellyFraction

fractional-kelly sizing from edge estimate.

v0.2.2↗ source
rebalance
timeRebal

re-weight on a fixed cadence (1h…7d).

v0.3.4↗ source
rebalance
thresholdRebal

re-weight when drift exceeds a band.

v0.3.2↗ source
rebalance
inverseVolWeight

allocate inversely proportional to σ.

v0.2.6↗ source
rebalance
riskParity

equalize risk contribution across legs.

v0.2.3↗ source
exit
trailStop

trailing stop activated past breakeven.

v0.3.6↗ source
exit
takeProfitLadder

scale-out across N tiers above entry.

v0.3.1↗ source
exit
timeInTrade

flat after a maximum hold duration.

v0.2.8↗ source
publish your own primitive →
05composer · try it

snap a strategy together — right here.

drag primitives from the palette into the stack. reorder by dragging. the code panel updates as you compose.

composer ·
3 primitives
entry
emaCross✓
rsiOversold+
fundingFlip+
volBreakout+
liquiditySweep+
basisDivergence+
risk
volTarget✓
drawdownCap+
positionLimit+
correlationLock+
kellyFraction+
rebalance
timeRebal+
thresholdRebal+
inverseVolWeight+
riskParity+
exit
trailStop✓
takeProfitLadder+
timeInTrade+
strategy stackorder matters →
01emaCrossentry
{ fast: 12, slow: 26 }
02volTargetrisk
{ sigma: 0.18, lookback: '30d' }
03trailStopexit
{ pct: 4.5, activate: '+2%' }
strategy.tstypescript
import { matter } from '@matter/sdk'
export const untitled_strategy = matter.compose([
emaCross({ fast: 12, slow: 26 }),
volTarget({ sigma: 0.18, lookback: '30d' }),
trailStop({ pct: 4.5, activate: '+2%' })
])
// inferred type:
Strategy<Entry & Risk & Exit>
● compiles· types ok· interfaces match
a sketch of the real composer. the production sdk is typescript-first and runs locally.
06for builders

read the types.
write the strategy.

matter is a typescript sdk. import primitives, compose them, export a strategy. that's it.

mean-rev-eth.ts
import { matter, type Strategy } from '@matter/sdk'
import { emaCross } from '@matter/entries'
import { volTarget } from '@matter/risk'
import { trailStop } from '@matter/exits'
export const meanRevEth: Strategy = matter.compose([
emaCross({ fast: 12, slow: 26 }),
volTarget({ sigma: 0.18 }),
trailStop({ pct: 4.5 }),
])
// 6 lines. one strategy. typed end-to-end.
typed sdk

every primitive is a type.

inputs, outputs, side effects — declared upfront. compositions that don't fit fail at the type checker, not at runtime.

local-first

runs on your machine.

backtest, paper-trade, debug — all from the cli. no cloud account required to write your strategy.

composable

small pieces, shared interfaces.

every primitive speaks the same protocol. swap an entry for a different entry; the rest of the strategy keeps working.

audited paths

the dangerous parts are shared.

execution, custody handoff, accounting — written once, audited once. your strategy just decides what to do.

07roadmap

four quarters. honestly scoped.

dates slip in crypto; intent shouldn't. here's what's on the bench and what's queued behind it.

Q3 2026 · now

private alpha.

  • core sdk · 18 primitives
  • composer (cli + studio)
  • invite-only access
  • local backtester
shipping
Q4 2026 · next

solana primitives.

  • jupiter · drift · marginfi
  • cross-chain venue routing
  • on-chain execution receipts
building
Q1 2027 · later

primitive marketplace.

  • third-party publishing
  • royalty + versioning
  • attestations & audits
  • on-chain primitive registry
planned
Q2 2027 · later

public composer.

  • open access
  • browser-native studio
  • shared strategy snapshots
  • +12 primitives
planned
08faq

real questions, plainly answered.

something missing?
say hi → hello@matterprotocol.xyz
people who write trading strategies and don't want to write everything from scratch. quant devs, on-chain strategists, agent builders. if you read code more often than tweets, you're the audience.