Three roles, one protocol
BlockFinaX matches FX exposure with capital. Pick your side.
Hedgers
Pay a premium, get paid out automatically if the FX rate moves into your configured range. No claim forms, no broker — settlement is purely on-chain against a multi-oracle median.
Read more →Liquidity providers
Deposit USDC into the pool that backs an event and earn the premiums hedgers pay. Withdraw capital + premiums after expiry. Bounded downside, transparent capacity.
Read more →Underwriters
Investment banks, FX desks, and finance pros who understand option pricing can create events, seed the pool, and earn creator yield + a slice of premium flow.
Read more →Quote a hedge in one HTTP call
No SDK to install. Same fair-value engine that powers the BlockFinaX app.
curl -X POST https://api.blockfinax.com/v1/pricing/quote \
-H "Content-Type: application/json" \
-d '{
"pair": "USD/GHS",
"strike": 11.50,
"payoutCap": 12.50,
"expiryUnixSeconds": 1781692819,
"notional": 1000,
"strikeAbove": true
}'{
"data": {
"premiumUsd": 17.41,
"premiumRate": 0.01741,
"maxPayoutUsd": 87.72,
"breakdown": {
"spot": 11.40,
"sigma": 0.1683,
"method": "merton-jump-diffusion + garch-integrated-variance",
"inputs": { "jump": { "lambda": 2.71, ... }, "garch": { "alpha": 0.123, ... } }
}
}
}Parametric FX protection that takes math seriously
Methodologically defensible
Merton (1976) jump-diffusion + GARCH(1,1) integrated variance, calibrated per pair against 20+ years of history. Hull Ch 17/20/23/27 + Taleb Dynamic Hedging Ch 6/15.
Built for frontier-EM
Most parametric-options venues quote G10. BlockFinaX leans into corridors where the options market doesn't exist — GHS, NGN, KES, UGX, ETB, ZMW, and more.
Backtested before shipped
Walk-forward simulation on 22 years per pair, with no look-ahead. The engine collects ~3–6× what it pays out across the universe — LP-profitable, hedger-fair.
Stateless integration
Every state-changing function returns ready-to-sign calldata. Sign with your wallet, broadcast with your RPC. We never custody keys.