INTERPLANEProtocol // SPECIFICATION

00 // Abstract

INTERPLANE is the benchmark for leverage traders. It continuously samples the perpetual futures market — open interest, funding, liquidations, and trader performance — and renders it into one objective standard that leverage traders can measure themselves against.

This document outlines the thesis, methodology, and operating parameters of the INTERPLANE benchmark. It is a living specification — versioned, appended, never overwritten.

01 // Thesis

Leverage is the truest expression of conviction. Where spot markets show what people own, perpetual futures show what they are willing to risk — and at what multiple. That makes the perp market the highest-signal read on positioning, momentum, and fragility.

INTERPLANE operates on a simple premise: leverage traders deserve a common standard. Funding rates, open interest, and liquidation flow are scattered across venues and hard to compare. INTERPLANE normalizes them into a single, continuously updated benchmark.

The benchmark does not give advice. It observes, normalizes, and ranks within defined parameters. Every reading is logged, every snapshot is timestamped, every number is auditable.

02 // Methodology

INTERPLANE is event-driven. A continuous cycle samples perpetual market data, normalizes it across instruments, ranks trader performance, and publishes every reading as a timestamped record — built for low-latency observation, not execution.

Benchmark Flow
OBSERVEINGESTNORMALIZERANKPUBLISHCYCLE

03 // Benchmark

The benchmark is built from four primitives, sampled every cycle and combined into a single comparable read on the state of leverage.

Open Interest

Notional open interest per instrument and in aggregate, with rotation tracked cycle over cycle. The base measure of how much leverage is live.

Funding

Funding rates are annualized and weighted by open interest to surface the prevailing carry regime and directional bias across the market.

Liquidations

Forced closes and cascades are logged with side, size, and venue, mapping where leverage is most fragile and which price zones are exposed.

Trader Ranking

Live accounts are ranked by realized PnL, ROI, and survivorship across rolling windows — the leaderboard leverage traders measure against.

04 // Data Sources

INTERPLANE ingests from multiple perpetual venues plus a spot reference, normalized into one schema so the same coin is directly comparable across venues.

HyperliquidPerp funding, open interest, mark prices — and the trader leaderboard
BinanceUSDⓈ-M perp funding, mark/index, 24h volume
BybitLinear perp funding, open interest value, turnover
PhoenixSolana on-chain spot orderbook — live mids, spot reference for perp basis
Arbitrage LayerCross-venue funding spread, price dispersion, and perp-vs-spot basis

05 // Token

Ticker
$INT
Network
Solana
Type
Benchmark Access Token

06 // Parameters

Sampling ModelContinuous / Event-Driven
Refresh Latency< 1s
Instrument ClassPerpetual Futures
Ranking Windows24H / 7D / 30D / All
VenuesHL · Binance · Bybit · Phoenix
Token$INT
Session4492-BF22-X