Cross-margin Engine for derivatives

Syndr enables a decentralized derivatives platform that is comparable to centralized exchanges in terms of user experience and scalability while maintaining the core tenets of decentralization like transparency and trustlessness. We aim to offer cross-margining for multiple derivative products like perpetual futures, European options, and more in future including(power perps, uni v3) in a single venue, paired with a robust risk engine supporting incremental liquidations which right now isn't possible in DeFi due to protocols building only futures or options only on-chain or even DOVs. Our thesis is they go hand in hand, traders, market makers require one deep venue which can allow them to open all kind of derivative positions at one place hedged together in cross-margined way. Our platform is optimized for capital efficiency for the users - derivative traders(both institutional + retail) and market makers, allowing them to trade/provide liquidity effectively in efficient manner on-chain.
Syndr uses portfolio margining for all its derivative products where losses in one derivative position(for eg futures) can be offset by another position's (for eg options) profit. This currently does not exist in the decentralized finance protocols as most products currently available are segmented by financial construction.

We have vault like structure which holds multiple type of positions - futures and options (right now). For margin calculation right now we are doing it on-chain but tried/plan to use an off-chain computation layer for heavy margin calcs powered by on-chain verifiers to circumvent the scalability problem for computing margins(zokrates was harder to implement, we used Taxa network to perform off-chain computation). The positions will exist on-chain tied to each user. This offers the best of both worlds for all platform participants. The core contracts are in solidity and frontend is react app.