← 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 60. 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.
0xc6c965bd164c483e87d0b550671798e9a3602840
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
0x415829f72e9f54531c26eae76f107618540e898a45d6ae35959e143f5faca704
Where a position in this pool would be active, as the price of one ETH in VIBE.
284.78 – 1,413.24 VIBE per ETH
55.02% below and 123.20% above the current price.
Current price 1 ETH = 633.18 VIBE
The current price is inside this range. A position opened here would be active straight away.
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 VIBE.
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.
19 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 20 days | Inside, on days it never saw | Fee share while inside |
|---|---|---|---|---|
| Tight (1σ) · shown above | 284.78 – 1,413.24 VIBE | 19 of 20 | not enough history | 1× |
| Medium (1.5σ) | 190.516 – 2,099.84 VIBE | 20 of 20 | not enough history | 0.73× |
| Wide (2σ) | 128.221 – 3,120.03 VIBE | 20 of 20 | not enough history | 0.6× |
| Very wide (3σ) | 57.7312 – 6,929.6 VIBE | 20 of 20 | not enough history | 0.47× |
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 20 days, 19 stayed entirely inside this range, 0 sat entirely outside it, and 1 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.
The size this is worked out for. Change it in the form above.
Over the 19 days the price never left the range.
Those fees against the money put in, over those days and no others. Not a yearly rate, and nothing here turns it into one.
On the 19 days the price never left this range, the pool charged $15,056 in fees. A deposit of $1,000 placed in the range would have taken about $227.31 of that — its own liquidity as a share of the liquidity that was actually active on each of those days.
A larger deposit does not collect proportionally more. The share is your liquidity over everybody's including your own, so past a certain size most of what you add dilutes what you already have — which is why the amounts offered are a thousandfold apart.
Fees only, and days that have already happened. It assumes the position was open for every one of them and that nothing moved in response to it, and it says nothing about what the next thirty days will pay. What a position gives up against simply holding the two tokens is the comparison further down this page, and the two have to be read together.
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.
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.
This pool could not be checked out of sample
This pool does not have enough indexed history to fit a band in the past and still have a full horizon of days to check it against.
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 |
|---|---|
| 284.78 VIBE | -22.69% |
| 424.638 VIBE | -5.95% |
| 633.18 VIBE | 0.00% |
| 945.956 VIBE | -6.00% |
| 1,413.24 VIBE | -22.86% |
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.
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.
Everything above is about providing liquidity. This is about using it. A pool's liquidity is constant between the price steps it is built on, so a swap that stays inside the step the price is in can be priced from the protocol's own formulas with nothing assumed — and one step further cannot, because another position's liquidity may begin there and this application does not read the liquidity at every price.
What goes in before the price reaches the end of the step it is in. Not a limit: a larger swap works, and this page cannot say what it costs.
How far the swap's average sits from the price on the screen.
What goes in before the price reaches the end of the step it is in. Not a limit: a larger swap works, and this page cannot say what it costs.
How far the swap's average sits from the price on the screen.
That average is the geometric mean of the price now and the price the swap ends at — the same identity the one-sided positions above rest on, seen from the other side of the trade. A swap crossing a band pays it; a position sitting in that band receives it.
The two directions are not the same size because the price sits somewhere inside its step rather than in the middle of it. What is worth comparing between pools is the size itself: it is what this market absorbs before it moves, and it is the reason anybody breaks a large order into small ones instead of sending it at once.
The ticks, blocks and figures the page above is checked against.
Source reported 64,510.
A price step of 0.60% between usable edges.
VIBE 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 09:11 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.
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.
When the response arrived, not what it describes.
The v4 pools that trade ETH / VIBE — 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 ≈ 589.256 ETH
no hook
Depth at the current price ≈ 49.64 ETH
hook 0xc6c965bd164c483e87d0b550671798e9a3602840
Depth at the current price ≈ 0.00516387 ETH
no hook
Depth at the current price ≈ 0.00150393 ETH
no hook
Depth at the current price ≈ 0 ETH
no hook
Depth at the current price ≈ 0 ETH
no hook
Depth at the current price ≈ 0 ETH
no hook
Depth at the current price ≈ 0 ETH
no hook
Depth at the current price ≈ 0 ETH
no hook
Depth at the current price ≈ 0 ETH
no hook
Depth at the current price ≈ 0 ETH
no hook
Depth at the current price ≈ 0 ETH
no hook
38 more are not shown; they are shallower than these.
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.
The suggested range runs from the lower price shown to the upper price shown, quoted as VIBE per ETH. The current price is inside it, nearer the lower edge than the upper edge. The band is wide because recent daily movement was substantial, and it was drawn from that past movement rather than from a view about where price will go. The range uses the placement requested by the calculation. Widening it would have kept more of the observed days inside, but would have captured a smaller share of the fees charged on each day inside. A hook is attached to this v4 pool. It may run after swaps and refuse them, and it may run before deposits and refuse them; it cannot change what a swap costs or pays, or refuse withdrawals.
Still being written…
Still being written…
Still being written…
If price falls below the lower edge, the position holds only ETH. If price rises above the upper edge, it holds only VIBE. These are the outcomes at the edges of the band, not scheduled conversions or orders. If price turns back into the range, the position can hold some of each token again. The one-sided comparisons show that selling ETH across the upper side would occur at an average price above the current price, while buying ETH across the lower side would occur at an average price below it. A swap priced through the currently read portion of the pool shows how much this market absorbs before price moves, but it is not a limit or a capacity: larger swaps can work, and their cost is not given here.
The volatility figure says that ETH and VIBE moved substantially from day to day during the measured window. Applied over the horizon shown, that movement produces the displayed band, with the same distance used on each side in volatility terms. The recent activity fits the band closely: nearly all of the observed days stayed entirely inside it, with one day crossing an edge and none staying entirely outside. The broader alternatives kept all of the observed days inside, but each captured a smaller share of fees on an inside day. These day counts describe the same history used to draw the band, so they test its fit rather than its performance on unseen history. No separate check on days the method never saw was possible here.
The comparison with simply holding the two tokens is exact for price movement, but it excludes fees and gas. It therefore does not give a complete result for providing liquidity, because fees are the missing part of that comparison. The fee amount worked out for the displayed deposit is based on whole-pool fees from days already observed, assumes the position was open throughout those days, and is not a yield, rate, or forecast. It is not an estimate of anyone’s actual earnings. The analysis also uses only days for which a price was reported; missing days were skipped rather than estimated, so the volatility calculation uses fewer daily returns than the full window covers.
Written by gpt-5.6-luna. The figures above were not.