Coin-flip proof round —

Every round flips a coin for a long or short on each market, snapshots the underlying price at entry, and tracks expected P&L (leverage × underlying move, signed by side) against actual P&L (the leg's USD mark). The proof: a short shows positive actual when the underlying falls — short goes up when the underlying goes down.

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positions tracking correctly

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rounds settled

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markets

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prover uptime

current round — open positions

market	side	lev	size	underlying @entry → now	Δ underlying	expected (% · $)	actual (% · $)	tracks?	age
waiting for the prover…

settled rounds

time	market	side	Δ underlying	expected	actual	result
none yet

Driven by scripts/coinflip-prover.mjs in mainnet mode: it reads live pool marks + the underlying crawl price, coin-flips a side per market sized at 1/10 of USDC ÷ market count, and POSTs each round to /api/coinflip. Observe mode is read-only (paper positions, real marks); the execute variant (you run it) lands real fills and shows a tx link.