Sigma86
A smart vault helping DAOs sell big token bags safely, without crashing the market.
Demo
About
DAOs today hold millions of dollars in their treasuries. But when they want to sell Large amounts of native tokens to fund their daily operations, they face a big problem. If they sell everything at once, MEV bots will attack them and drain their funds. If they sell slowly using a simple linear schedule (TWAP), they lose money because of regular market volatility. Sigma86 solves this problem completely. It is a smart DeFi vault powered by an autonomous off-chain agent. Instead of guessing how to sell, I use institutional mathematics (the Almgren-Chriss execution model) based on the DAO's actual Value- at-Risk (VaR) budget. My agent calculates the mathematically perfect selling schedule to balance market impact and volatility risk. Then, it automatically executes the swaps on-chain. This ensures that DAOs get the best possible price for their tokens without any manual headache or risk of getting front-run by bots.
How it's made
I built this project using a hybrid architecture: an off-chain brain and a highly secure on-chain vault. The off-chain agent is developed in TypeScript and integrated using the Model Context Protocol (MCP). It acts as the mathematical engine. It takes the DAO's risk budget, calculates the required trajectory, and generates the exact routing payloads. For the on-chain part, I wrote the smart contracts in Solidity and tested them heavily using Foundry. One very notable hack I implemented was writing the core execution logic in raw Yul assembly. The vault uses Yul to directly route the swaps into the Uniswap V3 Mainnet Router. This completely bypasses the standard Solidity ABI encoding overhead, which saves base gas and ensures my transactions get high priority in the block. Finally, I used Chainlink Data Feeds as my ultimate security layer. I intentionally set the DEX slippage to zero, and instead use an atomic post-trade check against the Chainlink oracle. If the execution price is bad, the oracle check will immediately revert the entire transaction. This provides 100% protection against sandwich attacks without locking user funds.