> ## Documentation Index
> Fetch the complete documentation index at: https://docs.hadron.fi/llms.txt
> Use this file to discover all available pages before exploring further.

# Quoting & Inventory

> Recommended spread schedules, and how the pool manages inventory around your feed

## Recommended spread schedule

These defaults come from live issuer deployments. They're a starting point. Everything is adjustable
at any time, without re-audits or re-integrations.

<Tabs>
  <Tab title="Market hours">
    **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.
  </Tab>

  <Tab title="Out-of-hours / weekends">
    **50–100 bps half-spread.** When the underlying market is closed or your reference is thin, the
    honest response is width: you're pricing uncertainty, not tracking a live price.
  </Tab>

  <Tab title="One-sided inventory">
    When inventory goes **more than \~75% one-sided**, widen the depleted side toward **200 bps**. The
    risk curve does this automatically (below); the schedule is your backstop for extreme moves.
  </Tab>
</Tabs>

## The pool rebalances itself

Two mechanisms keep your inventory healthy without daily attention:

* **Auto-skew.** Your [risk curve](/concepts/curves) 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.

<Tip>
  Spreads, curves, and inventory behaviour all live in curve slots you can switch between instantly
  (see [Prefabs](/toxic-cliw-copied-1)). A common setup: one "market hours" prefab and one "weekend"
  prefab, switched by the crank on schedule.
</Tip>

## 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:

* [Curves](/concepts/curves): price curves (depth shape) and risk curves (inventory response)
* [Interpolations](/concepts/interpolations): how the pool prices between your control points
* [Toxic-flow prevention](/concepts/toxic-flow-prevention): per-wallet/per-router spread rules