Classify 7-day cross-chain capital flow direction as net inflow, net outflow, or balanced from on-chain bridge volumes
Shows where capital is rotating across chains. It reads 7-day transfers into and out of the PRIMARY canonical Ethereum-side bridge contract for each of Optimism, Base, Arbitrum and Polygon, then classifies the overall cross-chain flow as net inflow, net outflow, or balanced and scores it 0 to 100. Because it covers one bridge per chain rather than every route, the volume figures are a directional LOWER BOUND and the net direction is the usable reading rather than the magnitude; the one-billion-dollar watch is read against that lower bound. Use it to see which chains are attracting or losing capital.
Cross-chain flow, and a careful look at what a bridge dataset can and cannot see.
THE IDEA. Capital moves between chains, so measuring flows through bridge contracts should show where it is going. The economic reasoning is sound as far as it goes: a chain attracting deposits is attracting the capital that funds its applications.
WHAT THIS IMPLEMENTATION MEASURES, stated precisely because the gap between this and 'cross-chain capital flow' is the lesson. It reads 7-day transfers into and out of the PRIMARY canonical Ethereum-side bridge contract for each of four chains. It is not total bridge activity and not total cross-chain activity: alternate gateways, non-Ethereum routes, liquidity networks and messaging protocols are all outside it. The magnitudes are therefore a directional LOWER BOUND, and the net direction is the usable reading rather than the size.
OTHER REASONS THE NUMBER UNDERSTATES OR MISLEADS.
A POINT ABOUT WHAT YOU RECEIVE. In a LOCK-AND-MINT bridge the destination asset is a claim backed by assets locked in the bridge, which is why bridge compromises have been among the largest loss events in the ecosystem. Other designs - burn-and-mint, or liquidity bridges - can deliver the canonical native asset on the destination chain instead. Users still bear bridge or messaging risk during the transfer either way, but 'a bridged asset is always a wrapper' is too broad.
HOW TO READ IT. Persistent one-directional net flow over weeks is more informative than any single window, because round-trip intermediation largely cancels over time while genuine relocation does not.
The 7-day window, the inflow/outflow/balanced bands, the 0-100 score and the one-billion-dollar watch threshold are our own convention, and that threshold is applied to a lower-bound figure.
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