Mempactor
A token-unlock scenario API that versions vesting evidence, liquidity and holder assumptions, calibrates impact ranges, and supports reviewer-owned reserve decisions.
Unlock calendars tell an allocator when supply may arrive, but not how a particular portfolio, treasury, venue mix, or risk limit responds. Existing tools track schedules and some estimate historical impact. The opening is a fund-context scenario layer that preserves source uncertainty and backtested ranges, while keeping hedge and reserve actions with investment professionals rather than emitting automatic recommendations.
The digital-asset fund manager, treasury risk lead, market maker, or research team managing exposure to scheduled token supply changes.
Large ongoing unlock volumes and a current institutional analytics market create urgency.
Schedules, event studies, alerts, and APIs scale through software.
A few links support the concept, while grounded convergence remains modest.
Real unlock data products, a specific institutional context gap, and a compounding observed-event calibration corpus support a leveraged data product.
The buyer remains broad, one interface is unverified, causal price impact is difficult, competitors estimate supply impact, and recommendations create regulated risk.
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