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Flow and LP track record

This section of a pool page answers two questions from a recorded history of every swap and position event in the pool: who trades here, and how did the LPs who were here actually do?

It appears on pools with a recorded trade history. The period it covers is shown on the card.

Flow mix

Every swap is sorted into one class, first match wins:

ClassWhat it is
DustSwaps under $20
BotA single-operator program, or a trader with a very large number of swaps in the pool
Meme venueTrades that came through a meme token's pool
RoutedTrades that passed through another exchange in the same transaction, usually via an aggregator
DirectEverything else

The bar shows each class's share of volume. Meme and routed flow are usually good for LPs. Bot flow is often arbitrage, which is where LVR comes from.

Markouts

A markout measures how the pool price moved after a trade, from the LP's side, in basis points, at 1, 5 and 10 minutes and 1 hour. The execution price includes the fee.

  • A markout near the fee tier means the LP kept the fee: the traders knew nothing the pool didn't.
  • A markout well below the fee means traders were ahead of the price and LPs gave back more than they earned.

Markouts are split for direct flow and for US market hours against the rest.

Realised LPs

Every position opened during the recording is traced from its open through each deposit, withdrawal and fee claim, each valued at the pool price at the time. Positions still open at the end are marked to market.

FigureMeaning
vs holdWhat came out, plus fees, minus the deposits valued at the end: what LPing added over holding the tokens
Price effectThe deposited tokens' own move
Total P&Lvs hold plus price effect: the result against holding dollars
APRvs hold over capital × time, as a yearly rate

Tight positions (±1% or narrower) and wider ones are reported separately, and the positions that tied up the most capital are listed one by one.