STABLECOIN INFRASTRUCTURE / RESERVELANETHE ECONOMICS OF BEING ON TIMERead the thesis ↗

A time window.
A capital commitment.

See the numbers →
ReserveLane home/Thesis/How it works
HOW IT WORKS / 3 MIN READ

What is certainty worth?

You need liquidity tomorrow, but tomorrow’s spot price is unknown. A reservation charges a fee now for a defined execution price. This example compares that commitment with buying on the spot market.

Try the numbers ↓
01

Separate the fee from execution.

This example charges a reservation fee of 40 basis points and an execution price of 20 basis points. One basis point is 0.01%, so 40 basis points on $1,000,000 is $4,000.

02

Include a failed delivery.

If the provider delivers, you pay the fee plus execution. If it fails, the demo assumes the fee is lost and you still buy at spot. Change the failure chance to see the cost of that risk.

03

Compare probability-weighted costs.

Expected cost is the average across the two outcomes weighted by their chances. It is not the bill you are guaranteed to receive. The results also show both actual scenario bills.

THE SIMPLE MATH

Expected reservation cost = success chance × success bill + failure chance × failure bill

A worked example

For $1,000,000, the fee is $4,000 and successful execution costs another $2,000. At 100 basis points, spot costs $10,000. With a 5% failure chance, expected reservation cost is 95% × $6,000 + 5% × $14,000 = $6,400.

YOUR TURN / INTERACTIVE EXAMPLE

Compare reserving with buying later

Move a slider or choose a scenario. The numbers update immediately.

A reservation helps only when its total cost beats the alternative.

What this example assumes

Fee and execution rates are fixed demo assumptions. A failed reservation has no refund or collateral recovery here. There is no time discounting, auction, spot-price distribution or CVaR collateral calculation. The research formula below addresses a richer capacity-option model.

The research formula, for the curious
THE MATHEMATICAL FOUNDATION

Capacity is an option on liquidity.

V = e⁻ʳᵀ E[(Pspot(T) − K)⁺] − EL

Provider collateral ≥ CVaR₀.₉₉(default loss)

K
Reserved capacity cost rate
Pspot
Future spot capacity cost rate
EL
Expected provider delivery loss
CVaR
Average loss in the worst 1% tail

The interactive example isolates the core idea. Its assumptions are described above; it does not implement every part of the research model.