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Overview

Points and interpolations are the means by which you define curves.

Defining Curves

Each bid or ask curve consists of control points. Every point specifies:
  • Input Amount: Trade size in atoms
  • Price Factor: Adjustment relative to mid-price - equivalent to spread
  • Interpolation Mode: How pricing transitions to the next point
Points define the shape of the curve; interpolation determines the behavior between them.

Interpolation Modes

Hadron supports multiple interpolation types, which can be mixed across points:
  • Step: Constant price factor between point A → B.
  • Linear: Linearly interpolates price between points.
  • Marginal Step: Points store average spread, producing constant marginal pricing between A → B.
  • Quadratic: Applies a quadratic curve between points.
Additional interpolation modes may be added.
By combining points and interpolation types, makers can construct virtually any curve shape — from order-book ladders to smooth nonlinear depths.
mixed-interpolation

Mixed Interpolation Example