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These defaults come from live issuer deployments. They’re a starting point. Everything is adjustable at any time, without re-audits or re-integrations.
20–25 bps half-spread, scaling to ~40 bps at $250k+ clips via your price curve. When your underlying reference is live and liquid, quote tight: the crank keeps you on-market, so you don’t need a defensive spread.

The pool rebalances itself

Two mechanisms keep your inventory healthy without daily attention:
  • Auto-skew. Your risk curve shifts quotes as inventory drifts: if the pool accumulates too much of your asset, bids soften and asks sharpen, pulling the balance back toward neutral. This works at execution time, on every trade, even between price updates.
  • Notifications. We alert you when a pool’s inventory approaches one-sided, so intervening is a decision you make from a message, not a monitoring shift.
Spreads, curves, and inventory behaviour all live in curve slots you can switch between instantly (see Prefabs). A common setup: one “market hours” prefab and one “weekend” prefab, switched by the crank on schedule.

Going deeper

The curve system can express nearly any quoting shape, from a simple symmetric spread to full order-book-style ladders. When you’re ready to tune: