This swap · capturing
7.40 bp
Captures 24 ticks of drift. Charged a share of what it picks off.
Swap
block —Balance —
$1.50
You receiveBalance —
$0.00
Slight drift — modest surcharge
0.0740%- Rate
- 1 USDC = 0.000000 WETH
- Minimum received
- 0.00000 WETH
- Price impact
- 0.00%
- Hook gas
- 52,849—
reading the pool…
Why this fee
Signed drift against the cached reference
+24
ticks · 1 tick = 1 bp
-3000cap 950+1,200
- baseFeePips
- 500
- ⌈ drift × 100 pips/tick × 10.00% ⌉
- +240
- Uncapped quote
- 740 pips
- clamp( 100 , 10,000 )
- 740 pips
drift simulated · this swap pays 0.00000 WETH in fees
Same block, same pool
What the opposite direction is quoted right now
Opposite direction
2.60 bp
Trades away from the reference, captures nothing, quoted below base.
Spread of 4.80 bp between two swaps a volatility-driven hook would quote identically. Measured in test/integration/DynamicPricing.t.sol at 100 bp against 1 bp.
drift simulated — pool not read yet
Execution path
1 hop · v4 singleton
USDCUSDC
──AssayHook · 740 pips
──WETHWETH
- hook
- 0xc825…70c4 ↗
- reference
- 0x5675…0d38 · cached
- pool tick / reference tick
- reading…
Both ticks are read from the deployed hook's own state. Their difference, signed by the direction of this swap, is the entire input to the fee above.
Hook events, this pool
preview, not fetched
- SwapAssayedfeePips 740 · sender 0x0DFA…66d5 (router)—
- SwapAssayedfeePips 260 · sender 0x0DFA…66d5 (router)—
- ReferenceFreshnessChangedfresh true · transition only, not per swap—
- PoolRegisteredbaseFeePips 500 · poolId 0x1b4f…84eegenesis
These are the real event signatures from IAssayEvents.sol, populated with the quote above — a preview of what this swap would emit, not a log fetched from the chain. The pool has emitted two real SwapAssayed events so far, at 500 and 3,070 pips. sender is the router, never the trader.