RWAPERP // PRE-MARKET CALIBRATION000%

Synchronizing
real markets.

Discovering oracle sources...

MARKETS: 06MODE: PREVIEW
[ RWAPERP // SYSTEM ]PREVIEW ACTIVEREAL ASSET DERIVATIVES RESEARCH INTERFACE
Permissionless market infrastructure // Preview

Trade real assets.
No closing bell.

A protocol interface concept for perpetual futures based on real-world asset markets: gold, property indices, private credit, commodities, equity indices and benchmark rates.

Market families06
Designed hours24/7
Contract expiryNONE
Current statePREVIEW

Real assets.
Perpetual exposure.

Each market requires a published oracle methodology, freshness policy, liquidity model and risk envelope before activation. The cards below describe the intended market families—not currently live products.

XAU-PERPPlanned

Gold Perpetual

Continuous price exposure referenced to institutional spot-gold data, with explicit stale-price and market-dislocation handling.

Required: feed proof // deviation guard // freshness window
REI-PERPResearch

Real Estate Index

Long or short regional property indices derived from transparent, independently sourced valuation data.

Required: index method // update cadence // source register
PCR-PERPResearch

Private Credit

Market exposure to private-credit yield and spread indices with loan-level methodology and default-event rules.

Required: cover model // default logic // valuation policy
CMD-PERPPlanned

Commodities

Oil, wheat, copper and silver price exposure without physical-delivery mechanics inside the trading interface.

Required: contract roll // basis logic // source policy
EQI-PERPResearch

Equity Indices

Index-linked perpetual markets designed around published trading-hours, corporate-actions and closure policies.

Required: eligibility // closure guard // corporate actions
YLD-PERPResearch

Yield Rates

Directional exposure to reference rates such as T-bill yields, mortgage indices and SOFR.

Required: benchmark rules // fixing time // revision handling

Two interfaces.
One risk engine.

Wallet and programmatic access remain disabled in this preview. Official availability will be announced only after contracts, audit material and regional restrictions are published.

01

Wallet Interface

A direct trading interface for collateral, positions, funding, liquidation distance and verifiable settlement.

Interface pending
02

API Integration

REST and WebSocket access designed for market data, orders, positions and risk monitoring with public documentation.

Documentation pending

How the protocol
is intended to work.

The architecture below is a design specification. It becomes a factual description only when deployed contracts, data sources and risk parameters can be independently inspected.

01

Oracle Pricing

Aggregate independent sources, enforce deviation limits and reject data outside each market’s freshness window.

02

Dynamic Funding

Balance long and short demand through a transparent, replayable funding-rate formula.

03

Cross-Margin Risk

Evaluate shared collateral against concentration, volatility, liquidity and correlation limits.

04

Onchain Settlement

Settle collateral and PnL through published contracts with auditable state transitions.

Proof before markets.

No open-interest claims, safety claims or live-status badges without evidence. A market becomes active only when its verification package can be inspected.

01Deployed contract addressesRequired
02Independent security assessmentRequired
03Named oracle sources and freshness rulesRequired
04Margin, funding and liquidation parametersRequired
05Insurance and bad-debt procedureRequired
06Jurisdiction and eligibility disclosureRequired

Leverage is a tool.
Liquidation is real.

RWA perpetuals combine derivatives risk with oracle and real-world market risk. Onchain settlement does not remove counterparty, liquidity, smart-contract or insolvency risk.

Core risk registerPreview v0.1
  • Leverage can cause rapid or total collateral loss.
  • Oracle delays can create stale or discontinuous pricing.
  • Underlying RWA markets may close while perpetual markets remain open.
  • Cross-margining can transmit losses between positions.
  • Smart-contract and liquidity failures can prevent orderly exits.
  • Access may be restricted by jurisdiction.
Publication stateNot live
Maximum leverageNot published
Maintenance marginNot published
Funding formulaNot published
Oracle contractsNot published
Audit reportNot published
Trading statusPreview only

Common questions.

Clear answers before account connections, deposits or trading.

What is an RWA perpetual?

A perpetual derivative whose reference price is connected to a real-world asset or index. It normally has no fixed expiry and does not automatically provide ownership of the underlying asset.

Is RWAPerp currently live?

No. This website is a protocol-interface preview. Wallet deposits and trading are not enabled, and no contract address is presented as active.

Does a gold perpetual represent ownership of gold?

No. A derivative provides price exposure under its contract terms. It does not necessarily grant custody, redemption rights or ownership of physical gold.

How will prices be determined?

The intended design uses multiple sources, freshness checks and deviation controls. Exact providers, contracts and fallback rules must be published before a market can be described as active.

Is trading risk-free because settlement is onchain?

No. Users can still face liquidation, oracle, liquidity, smart-contract, collateral, insolvency and regulatory risks.

Where will the official launch be announced?

Only through the official X account at @rwaperpbnb. Users should independently verify every contract address before interacting.

Official protocol contractsNOT PUBLISHED — VERIFY FUTURE UPDATES ONLY VIA @RWAPERPBNB
Check official X ↗

Real markets.
Verifiable rails.

NO LIVE CONTRACT // NO DEPOSIT REQUEST // NO UNSUPPORTED METRICS

Follow @rwaperpbnb ↗