A thirty-second market on Robinhood Chain. Every fee it earns buys real stock for $ROLLA holders.
npm start) for the real thing, where the seed never leaves the backend until settlement.RollaCoasta is a leveraged trading game played on synthetic tickers that live for thirty seconds. Every fee the game and the token generate is used to buy real equities, which go to $ROLLA holders. All of it.
A ticker lists at 100.00 and has half a minute to live. You go long or short at up to 100×, and you get out before it gets you — or you don’t. Then it delists and a new one lists two seconds later.
The price is not a random number generator with a chart drawn on top. It is driven by the order flow of the people trading it. Longs push it up, shorts push it down, liquidations shove it further, and funding drags it back. Squeezes and cascades are not animations — they are what the equation does when a crowd leans one way. That is what makes the tape worth reading, and it is what makes reading it an actual edge.
Underneath the game is a single, unusually short pipe. Fees go in one end, tokenised stock comes out the other, and $ROLLA holders own it. There is no cut taken along the way.
$GUH is not a company. It is a price, generated live, that exists for thirty seconds and then stops existing.
You enter at any moment. You close whenever you want, or the clock closes you at 0:00, or the price reaches your liquidation level and closes you the hard way. There is no overnight, no thesis, no waiting for earnings. There is a bar under the chart that says your live P&L, and it is also the button that gets you out.
The name is not decoration. It is the sound a Robinhood trader made in 2019 on discovering what a box spread does, and it is the only appropriate name for the first instrument in this series.
It launches alone, deliberately: one price path to tune, one order book, and everybody concentrated in the same thirty seconds. A thin market split six ways is six dead markets. The rest of the series unlocks later — see Ride 05.
Most games like this roll dice and draw the result. RollaCoasta does something else: the order flow is an input to the price. Every open position pushes the price in its own direction. The crowd is not betting on the chart. The crowd is the chart.
Each instrument runs this same engine with its own parameters. Below is the general form; $GUH’s specific numbers are in Ride 04. This is the exact equation running in the chart above.
| Term | Name | What it does to the chart |
|---|---|---|
| μ(s)·dt | Regime drift | A hidden state machine flips between calm, pump, dump and euphoria on its own clock. You never see which regime you are in — you infer it, late, from the tape. |
| σ(s)·dW | Fair noise | The provably-fair component. Seeded and committed before the round opens (Ride 08). This is the only part an operator could theoretically rig, which is exactly why it is the part that gets published. |
| λ·sign(I)·|I/L|^1.4 | Flow impact | Net imbalance moves the price. The 1.4 exponent makes impact superlinear, so pushing the price is possible but gets brutally expensive — whales can try, and the attempt taxes them in public. |
| κ±·J·dN± | Jumps | Poisson wicks. Rare, violent, and asymmetric — this is where an instrument gets its personality. |
| −φ·F(I/L) | Funding drag | When the crowd stacks one way, funding pulls against it. Without this, a one-sided round walks the price to infinity and the game ends. |
Because liquidations force positions closed, and closing a position changes I, liquidations feed the same term that caused them. Nobody scripts a squeeze. The squeeze is what the equation does on its own.
This only works peer-to-peer. Traders are counterparty to each other. If the house took the other side of a price it also influences, flow-driven pricing would be a printing press pointed at the house. It is not, and it must never be.
Every order arriving inside a 100 ms window fills at the same price. Because flow moves price, unbatched fills would hand a decisive edge to whoever sits closest to the matching engine, and the game would become a latency auction no human can enter. Batching kills that outright — and it is why the agent API in Ride 07 is a fair fight.
Pool depth L is the denominator of the impact term, so it is not a yield sticker — it sets how violent the chart is. A thin pool means every order swings it. A deep pool smooths it out.
Which creates a trap worth naming: liquidity providers want a calm chart, traders want a violent one, and growing the pool would quietly kill the game. So as L grows, λ scales down and σ scales up to hold total volatility constant. The chart stays exactly as wild, while LP risk shifts from directional and ruinous to symmetric and survivable.
$GUH’s defining parameter choice is jump asymmetry: downside jumps are 2.6× larger than upside jumps and arrive more than twice as often, offset by a positive baseline drift.
The result is a chart that climbs in small, reassuring increments and then falls off a cliff without warning. It rewards patience and then punishes it. It is a machine for manufacturing the exact noise the ticker is named after.
| Parameter | Value | Notes |
|---|---|---|
| σ — calm | 0.9 %/√s | Baseline noise floor. |
| σ — feral | 3.4 %/√s | Reached when open interest overwhelms pool depth. |
| λ — impact | 0.85 | How hard a unit of imbalance pushes. |
| Impact exponent | 1.4 | Superlinear. The anti-whale. |
| κ⁺ — up jump | 1.0× | Upside wick scale — the baseline. |
| κ⁻ — down jump | 2.6× | The signature. Down jumps hit 2.6× harder. |
| dN⁺ rate | 0.05 /s | Roughly 1.5 upside wicks per round. |
| dN⁻ rate | 0.11 /s | Roughly 3.3 downside wicks per round. |
| φ — funding | 0.30 | Mild. $GUH lets the crowd get away with it for a while. |
| Regimes | 4 | Markov switching, mean dwell 6.5 s. |
| Round length | 30 s | Plus 2 s settlement. |
The rest of the series unlocks at vault milestones — which means the fees in Ride 06 are not only buying stock, they are buying the next instrument for everyone in the room. And each one changes a different term of the equation, so each is a genuinely different trading problem, not a reskin.
| Ticker | Status | Formula change | How it plays |
|---|---|---|---|
| $GUH | ● OPEN | κ⁻ = 2.6 κ⁺ | Grinds up, knifes down. |
| $COPIUM | ● $250K vault | φ = 0.90 | Funding cranked to violent. It always comes back — until the round ends first. |
| $TENDIES | ● $1M vault | μeuphoria ×3 | Fat upside tails and long air pockets. Vertical or nothing. |
| $WIFESBF | ● $2.5M vault | μ < 0, κ⁺ = 2.6 κ⁻ | $GUH inverted. Bleeds down all round, then rips your shorts off. |
| $0DTE | ● $5M vault | σ ∝ 1/(T−t) | Volatility explodes as the clock runs out. The last five seconds are the game. |
| $MARGIN.CALL | ● $10M vault | λ × 2 | The crowd moves it twice as hard. Pure reflexivity, no shelter. |
Every instrument publishes a disclosure page exactly like this one before it opens — full parameter set, committed seeds, no exceptions. An instrument whose numbers are not public does not list.
100% of $ROLLA trading fees, 100% of game fees, and 100% of creator fees are used to buy real equities, which are distributed to $ROLLA holders. Not a share of them. All of them.
There is no team cut on the fee line, no treasury skim, no marketing wallet, no discretionary spend. Fees arrive, fees become shares, shares go to holders. It is the shortest path anyone has bothered to build.
| Source | Rate | Destination | Share |
|---|---|---|---|
| $ROLLA buys & sells | Token trading fee | Vault → equities → holders | 100% |
| Open position | 0.10% of notional | Vault → equities → holders | 100% |
| Close position | 0.10% of notional | Vault → equities → holders | 100% |
| Creator fees | All launch revenue | Vault → equities → holders | 100% |
| Liquidation margin | Residual | Farm pool (counterparty settlement) | — |
| Team | — | No allocation on the fee line | 0% |
This is the question that should be asked of any protocol claiming a 100% number, so here it is answered plainly. Liquidity providers do not earn fees. They earn by being the counterparty to net imbalance — when the crowd stacks one way and is wrong, the pool takes the other side and keeps the difference. That is a real, separate, honest revenue stream, and it is why the fee line can stay untouched at 100%.
It also means depositing into the farm pool is not renting a fee stream. It is taking a position against consensus.
The vault accumulates fees continuously and executes on a schedule into tokenised equities. Every purchase is announced on the tape mid-round — the chart dims, a ticker tape crosses the screen, and the whole park watches the buy land. Losing money is one thing. Watching it become someone’s share of NVDA in real time is a different product.
The trader made money and still paid into the vault. That is the point: winners fund it too. A player’s headline profile stat is not their P&L, it is lifetime fees contributed — which turns the losing half of the park from marks into patrons, and happens to be true.
RollaCoasta is open to automated traders on the same terms as humans: same batched fills, same fee schedule, same tape. Agents are not tolerated, they are wanted — they are the reason there is a market at four in the morning, and they pay the same 0.10% into the same vault.
Keys are per-agent and rate-limited. A paper-trading sandbox and a working reference bot ship alongside the live endpoint, because an API nobody can test against is a press release.
Machine and human leaderboards are kept separate, permanently. Agents will outperform people at a thirty-second reflexive market, and ranking them together would tell every human in the park to leave. Two divisions, two boards, one order book.
Before each round opens, the server publishes hash(serverSeed) — that is the Commit line in the panel beside the chart, and it is fixed before you can place a single order. After settlement it reveals serverSeed. The noise and jump terms — σ(s)·dW and κ±·J·dN± — are a pure function of (serverSeed, clientSeed, nonce), so anyone can replay the round and confirm the dice were cast before the first order arrived.
The Verify button does exactly that, in your own browser: it takes the revealed seed, re-computes SHA-256, and checks it against the commit you were shown thirty seconds earlier. If they ever disagree, the round was tampered with and you should never trade here again.
The flow term cannot be committed in advance, because it does not exist in advance. It is produced by the people trading, in the moment, and it is unknown to the operator for exactly as long as it is unknown to you. That is not a gap in the fairness proof — it is the product.