← LiquidityWise
Ethereum mainnetWhat this pool is, read from its own key. A v4 pool is not a contract of its own: it lives inside one PoolManager and is named by a hash of the five things that define it — the two currencies, the fee, the price step, and the hook.
Read from the pool's own key on the chain. The protocol takes nothing on top, so this is what a swap pays.
Taken by the protocol on top of the pool's fee, on every swap. Set by governance, and read from the pool's state on the chain.
The finest step at which a position's edges can be placed in this pool — its tick spacing of 200. Part of the pool's key in v4, so unlike v3 it needs no separate contract call.
The zero address here is not a missing field. v4 lets a pool hold the chain's own ether rather than a wrapped token, and that is what this is.
0xcf4d29f14cc585ddd1167f956092852af844e040
These are read out of the hook's own address. v4 stores a hook's permissions nowhere: a hook is deployed to an address whose last fourteen bits spell out which callbacks the PoolManager will invoke, and the PoolManager checks those bits rather than asking the contract. So this says what the hook may do, never what it does — one permitted to rewrite the fee on every swap may always return the same fee, and that is not knowable from here.
Below is the range analysis. The range comes from prices that already happened, so it holds here exactly as it does for a pool with no hook — a hook cannot retroactively change where price went. What a hook can change is what a swap costs, so the rate this pool charged is measured from what it collected rather than taken from the fee above.
Uniswap v4 · Ethereum mainnet · 1.00% fee on every swap
0x30850e19afc43b95e41b1fe35185762b4b631e63d07e91b0300c6e0c8cbf7146
Where a position in this pool would be active, as the price of one ETH in PRISM.
16.7745 – 3.3782E38 PRISM per ETH
Current price 1 ETH = 3.4026E38 PRISM
The current price is outside this range. A position opened here would hold a single token and earn nothing until the price comes back inside.
Between these two prices a position earns its share of the pool's swap fees. Outside them it holds a single token and earns nothing until the price comes back.
If the price falls below the range, the position ends up holding only ETH; if it rises above it, only PRISM.
The upper edge stops at the highest price this pool can express, short of where the band would have put it.
From how much the price of ETH actually moved over the last 30 completed days — not from a forecast of where it goes next.
The standard deviation of one day's price change, over the window.
The same movement stretched over the horizon chosen below: one standard deviation, either way.
Chosen below. A wider range is left less often, and the same deposit spread over it is thinner at any one price.
30 daily changes went into it.
The range is centred on today's price and drawn the same distance up and down in ratio terms — halving and doubling are the same move — which is why the two percentages differ. It describes how far the price has moved, not where it will go: it is not a forecast, and the width is not a confidence level. Nothing here sizes a position or says how much of either token to deposit.
The same method at each width the form offers, so the trade-off can be seen rather than told: a wider range holds more of the days, and spreads the same deposit over more prices — which is the last column, and it is the arithmetic of the protocol rather than an estimate.
| Width | Range | Inside, of the last 30 days | Inside, on days it never saw | Fee share while inside |
|---|---|---|---|---|
| Tight (1σ) · shown above | 16.7745 – 3.3782E38 PRISM | 0 of 30 | 25 of 30 | — |
| Medium (1.5σ) | 3.7755E-18 – 3.3782E38 PRISM | 28 of 30 | 28 of 30 | — |
| Wide (2σ) | 8.4977E-37 – 3.3782E38 PRISM | 28 of 30 | 28 of 30 | — |
| Very wide (3σ) | 2.9602E-39 – 3.3782E38 PRISM | 28 of 30 | 28 of 30 | — |
The first count is over the days each range was drawn from, so it says how that width was fitted, not how it held. The second is the check above, run for each width: the method stepped back a horizon and laid over the days that followed.
The last column is what the same deposit would take of the fees charged on a day the price stays inside that range, against the width shown above — so that one reads as one. It is the protocol's own position arithmetic rather than an estimate: a narrower range turns the same money into more liquidity over fewer prices. It assumes the rest of the pool's liquidity is unchanged, which a deposit large enough to move it would not leave true, and it says nothing about the days price spends outside.
The whole pool's, shared among everyone whose liquidity was active.
Of the last 30 days, 0 stayed entirely inside this range, 27 sat entirely outside it, and 3 crossed an edge.
A day that crossed an edge spent part of itself inside and part outside, and the source's daily high and low cannot say how much of each.
These are the same days the range was drawn from, so they show how it was fitted rather than testing how it holds up — and the range is centred on today's price, which nobody could have opened a month ago. Read them as how the pool's recent movement sits against the range, not as a backtest.
None of this is what a position would earn: it is what the whole pool charged. What a deposit would have taken of it — its share of the liquidity active while the swaps happened — is the panel directly below, and even that is fees and nothing else.
What a deposit would have taken of those fees cannot be worked out for this pool.
The source does not price what this pool holds, so a deposit in dollars cannot be turned into a position in it.
These agree on every measured day. The declared rate is the rate that was charged.
The window's fees over the window's volume, so a busy day counts for more than a quiet one.
1 more day(s) in the window traded nothing, or were missing a figure, so no rate could be divided out of them.
The fee the pool states is one number. This is what swappers actually paid, divided back out of the same days as the figures above: a day's fees over that day's volume. It needs no extra request and nothing from the hook.
Across 1 folds, 25 of 30 days stayed entirely inside the band this method would have drawn.
Every figure above is fitted to the days it describes. These are not. The method was stepped back 30 days, run again on the prices before that point only, and centred on the price at that point — one somebody standing there would actually have seen. Then it was laid over the days that followed, and the whole thing repeated back through the history as many times as it had room for.
How many times the history had room to fit a band and then test it.
| Days checked | Fitted volatility | In / out / crossed |
|---|---|---|
| 2026-08-23 → 2026-09-22 | 484.34% | 25 / 2 / 3 |
Each row is one fold: the days it was checked over, the volatility its own fit measured — not the figure above — and how those days sat against the band that fit produced.
Nobody held these bands. Each is what the method would have suggested at that moment, laid over prices that then happened — and the days above, which the suggested range was drawn from, are not these days.
A few folds on one pool are not a measure of how often the method holds, and say nothing about what happens next. Consecutive fits overlap, too — a 31-close fit is longer than a step of one horizon — so the folds are not independent of each other.
What a position in this range would be worth compared with simply holding the two tokens, at each price. Exact arithmetic rather than an estimate — but it counts price movement and nothing else. It says nothing about the fees a position would earn, and fees are precisely what a liquidity provider is paid for this difference.
| Price of ETH | Position against holding |
|---|---|
| 16.7745 PRISM | -100.00% |
| 7.5549E19 PRISM | -100.00% |
| 3.3782E38 PRISM | 0.00% |
| 3.3903E38 PRISM | 0.00% |
| 3.4026E38 PRISM | 0.00% |
The price this is measured from — the pool's current price.
This is what is usually called impermanent loss. It is only impermanent if price comes back: a position closed at a price other than the one it opened at has realised it.
The range above is two-sided: money on both sides of the price, earning fees for as long as the price stays between them. Split it at the price and each half is a different instrument. A position sitting entirely above the price holds one token and nothing else, and the pool sells that token for the other as the price rises through the band. Below the price it does the reverse. That is what a range order is, and both halves of this range are one.
Where the position sits. Its inner edge is the first price step past the one the price is in, so it starts out holding none of what it is converting into.
What the conversion works out at, if the price crosses the whole band.
That average is the geometric mean of the two bounds — exactly, and whichever way round the prices are written. It follows from the protocol's own formulas for what a position holds at each end of its band, and the amount put in cancels out of it: a hundred dollars and a million convert at the same price.
And only if the price crosses the whole band. One that turns back inside leaves the position holding some of each, at no single price at all — which is the same thing the range above it is for, arrived at by accident.
Nothing here schedules the conversion and nothing guarantees it. This is not an order book: an order the price never reaches is the ordinary outcome rather than a failure, and there is no queue and no counterparty waiting. What there is instead is that the position collects the pool's fees while the price is inside the band, rather than paying them.
What a swap would cost cannot be worked out for this pool.
This pool reports no liquidity at its current price, so there is no swap here to price.
The ticks, blocks and figures the page above is checked against.
Source reported 887,271.
A price step of 2.02% between usable edges.
PRISM per ETH
Before snapping to the tick grid, in the pool's own direction.
Sample standard deviation of daily log returns, scaled by sqrt(365).
How much of the window had consecutive daily prices behind it.
2026-09-22 09:10 UTC
Writing the explanation…
None of these is a recommendation. A narrower range takes a larger share on the days it holds and nothing at all on the days it does not, and which of those matters more depends on what the position is for — which nothing here knows.
When the response arrived, not what it describes.
The v4 pools that trade ETH / PRISM — the same two contracts. A v4 pair can be many pools: the fee is any number, the price step is free, and every hook makes another.
Depth at the current price ≈ 0.000447564 ETH
no hook
Depth at the current price ≈ 0.000205177 ETH
no hook
Depth at the current price ≈ 0.000133243 ETH
no hook
Depth at the current price ≈ 0.00000935592 ETH
no hook
Depth at the current price ≈ 0 ETH
hook 0xcf4d29f14cc585ddd1167f956092852af844e040
Depth at the current price ≈ 0 ETH
no hook
Depth at the current price ≈ 0 ETH
no hook
Ordered by depth at the current price — the pool's active liquidity and price, read from the PoolManager's storage — because a v4 pair is mostly pools somebody initialised and left, and depth is what tells those apart. It says how much a swap can draw on, and nothing about which pool is better: a deeper pool is a larger crowd sharing the same fees.
This pool holds the chain's own ether, and v3 cannot: every v3 currency is a token contract. Its nearest v3 pools trade wrapped ether instead, which is a different token to a pool.
Every price here means how much PRISM one ETH is worth. The suggested band runs from a very low lower edge to an upper edge close to the current price, but the current price is already outside it. Its upper edge was cut off by the highest price this v4 pool can express, so it does not extend as far as the movement measure requested. The band describes past movement laid over the period ahead; it is not a prediction. Widening the band would put more observed days inside it, but liquidity would cover a smaller share of the fees charged on each of those days. A hook is attached to this pool. It may run after each swap and still refuse that swap, and it also ran once before the pool was created; it is not permitted to change the swap cost or payment, or to refuse or take a share of a withdrawal.
Still being written…
Still being written…
Still being written…
When price is below the range, a position holds only ETH. When price is above it, a position holds only PRISM. Because the current price is outside the suggested band, a position made from it would currently hold a single token and would earn no liquidity fees until price returns inside. If price turns back before crossing the whole band, the position can hold some of each token; there is no order book and no scheduled conversion. The comparison with simply holding the two tokens counts price movement exactly, but it excludes fees and gas. For this range, the comparison is entirely unfavorable at the lower side and reaches parity only near the upper side and the current price. The one-sided ETH calculation is a geometric average of the two bounds, not a promise that price will visit either edge or traverse the band.
The typical daily move is extremely large, and extending that movement across the stated horizon produces an exceptionally wide band. In the recent measurement window, the suggested band contained none of the observed days; most days were outside it, with only a few crossing an edge. The recent activity counts describe the same days used to draw the band, so they show how the band fit its source data rather than testing it. A separate check used days the fit had never seen: in the single checked stretch, the band contained most of the following days. That is an observation about that stretch, not a verdict on the method.
This analysis does not say what a liquidity provider would earn. The deposit-specific fee calculation is unavailable, and the pool-wide fees are not anyone's individual earnings. The comparison against holding leaves out the fees paid for providing liquidity, so it is only the price-movement part of the result; it also leaves out gas. The data source omitted some daily prices rather than estimating them. Nothing here assesses whether the pool or its tokens are trustworthy, and the range does not predict where price will go.
Written by gpt-5.6-luna. The figures above were not.