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Vaulto ETF (Algorithmic ETF)

Protocol for creating and managing tokenized ETFs on Ethereum with proportional minting/redeeming and bounded rebalancing. Part of VaultoAI's on-chain asset management suite.

Overview

Vaulto ETF issues tokenized exchange-traded funds (ETFs) on Ethereum. Each ETF is a basket of underlying ERC20 assets with proportional ownership; users mint and redeem shares based on the current basket composition. The contracts are centralized and issuer-managed by the Vaulto multisig, prioritizing safety and simplicity over permissionless governance. Rebalancing is bounded on-chain and executed off-chain via CoW Protocol, with completion verified on-chain.

Features

  • Proportional minting and redeeming — Shares represent pro-rata ownership; mint/redeem preserve ratios; mint then immediate redeem (ignoring fees) returns the same assets
  • Bounded rebalancing — Rebalance limits (max sell, min buy) set on-chain; execution off-chain via CoW; completion checked on-chain
  • Fee management — Management (TVL) fee and mint/redeem fee; fees preserve proportional ownership
  • Centralized control — Single owner (Vaulto multisig); no DAO governance

Technology Stack

  • Languages: Solidity
  • Frameworks / tools: Foundry (Forge), Node.js 20+, Yarn

Getting Started

Prerequisites

  • Foundry, Node.js v20+, Yarn

Installation

yarn install
yarn compile

Running

Run tests:

forge test

Key test suites: test/VaultoETFRebalance.t.sol (rebalancing bounds and verification), test/VaultoETFMintRedeem.t.sol (proportional mint/redeem).

Configuration

N/A for local development. Deployment and multisig configuration are environment-specific.

Project Structure

  • contracts/VaultoETF.sol — Main ETF contract; proportional mint/redeem and bounded rebalancing
  • contracts/VaultoETFDeployer.sol — Deployer helper
  • contracts/ — Folio, governance, staking, spells, interfaces, utils
  • test/ — Rebalance, mint/redeem, and supporting tests
  • script/ — Deployment scripts
  • docs/etf-invariants.md — Technical specification of on-chain guarantees

Contributing

See CONTRIBUTING.md for guidelines, or contact VaultoAI engineering.

License

MIT

Contact

VaultoAI Engineering. For support or questions, see the repository or organization documentation.

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