TIDE / DOCS / V0.1

The fee has
a heartbeat.

Technical context for a dynamic-fee protocol designed to price every swap for the conditions it actually happens in.

PRE-DEPLOYMENT · NO TOKEN CONTRACT LIVE

01 / OVERVIEW

What is TIDE?

An ordinary AMM charges the same fee in dead-calm markets and during violent repricing. TIDE gives the fee a heartbeat.

Before every swap, the mechanism reads the state of the pool and prices the trade for the conditions it is actually happening in. Calm market and uninformed flow: the fee falls. Drifting market and likely-informed flow: the fee rises. LPs get paid for the risk they are carrying instead of being quietly arbitraged while the fee is too cheap.

ONE LINEFees that rise with the risk,
so LPs get paid when it matters.

The problem with flat fees

A flat fee is a mispriced fee. When the market moves, the flow hitting a pool can know something the pool price does not yet reflect. A fixed fee lets that informed trade through at the calm-day price, and the LP absorbs the difference. TIDE closes this gap by making the fee a function of live conditions rather than a constant.

THE TIDEThe live fee level

Rises and falls with market conditions.

THE SWELLThe risk signal

Measures pool drift and volatile conditions.

LOW TIDECalm regime

Competitive fees for honest flow.

HIGH TIDERisk regime

Higher fees compensate LP exposure.

02 / THE MECHANISM

One loop.
Every swap.

01Liquidity enters

An LP provides liquidity to a TIDE-enabled pool.

02Read before execution

The mechanism observes recent pool drift and its volatility proxy.

03Sense the swell

Calm flow pushes toward low tide; informed flow pushes toward high tide.

04Set the fee

The bounded tide curve prices the current swap before it executes.

05Return value

Honest traders pay less; riskier flow pays more; the difference stays with LPs.

KEY PROPERTY

The fee logic is on-chain and runs before execution, with no keeper and no external oracle call. Its signal is derived from pool state itself.

03 / ARCHITECTURE

Protocol
components.

01

Dynamic-fee hook

Runs before every swap, reads current pool conditions and sets the fee for that trade.

02

Conditions estimator

Turns recent pool drift and realized volatility into the swell signal using pool-native data.

03

Tide curve

Maps swell to fee through governed floor, ceiling and responsiveness parameters.

04

Fee accounting

Routes the protocol share of fees toward the real-yield distributor.

05

Staking & governance

Lets $TIDE stakers receive revenue share and govern curves and eligible pools.

PROPOSED REPOSITORY

/contracts Hook, estimator, curve config, distributor, staking
/sim Historical backtests and LP PnL comparisons
/backend Indexer, fee history and pool analytics
/frontend Current tide, earnings and LP dashboard
/docs Specifications and manipulation-resistance research

04 / ECONOMICS

Real yield.
Real flow.

All returns begin with swap fees actually collected. Never with a promise created by token inflation.

LPsRecapture value

Dynamic fees capture more value at the moments informed flow used to trade too cheaply.

PROTOCOLSmall fee share

A bounded share of collected fees funds the protocol and its distributor.

STAKERSReal assets

$TIDE staking receives a share of real protocol fees rather than newly minted yield.

When the market is calm and nothing is at risk, fees stay low because there is nothing to defend against. Yield is bounded by reality.

05 / TOKEN

The role of
$TIDE.

01

Revenue share

Stake $TIDE to receive a cut of the real fees the protocol captures.

02

Curve governance

Govern fee floors, ceilings, responsiveness and approved pool parameters.

03

Pool selection

Choose which pools can use the mechanism as the protocol expands.

The token and hook contracts are not live yet. No contract address is claimed in this documentation.

06 / HARD PROBLEMS

What must
be proven.

01

Signal integrity

The estimator must resist attempts to spoof calm conditions or force high tide. Internal references, smoothing and capped fee movement are essential.

02

Deployment dependency

The target environment must support the pool manager and dynamic-fee execution path required by the hook. Confirm this before committing the MVP.

03

Gas cost

The estimator runs on the hot path before every swap. Its cost must remain lower than the value the mechanism protects.

04

Curve calibration

A curve that is too flat adds little value. One that is too aggressive pushes honest flow away. Historical backtesting is required.

07 / ROADMAP

From one pool
to the ocean.

PHASE 01

MVP

One dynamic-fee pool, a robust swell estimator and bounded fees. Prove better LP fee capture versus a static pool.

NO TOKEN
PHASE 02

Real yield

Add the fee split and distributor, expand carefully to more pools and harden the mechanism.

PROVE & EXPAND
PHASE 03

$TIDE

Launch revenue-share staking and governance over the tide curve, parameters and pool selection.

TOKEN LAUNCH
PHASE 04

The ocean

Introduce richer condition signals, pair-specific presets and deeper LP analytics.

LATER

08 / NON-NEGOTIABLES

Before
shipping.

  • 01
    Pool-native fee logic

    No off-chain fee setter, no keeper and no external oracle dependency.

  • 02
    Manipulation resistance

    No cheap way to spoof the tide. Cap per-swap movement.

  • 03
    Real yield only

    Rewards come from swap fees actually collected, not emissions.

  • 04
    Cheap hot path

    Gas cost matters because the logic runs on every swap.

  • 05
    Honest framing

    Yield is variable and never guaranteed. TIDE improves fee capture; it does not promise a number.

  • 06
    Start minimal

    One pool. One curve. Prove it before expanding.

09 / GLOSSARY

Speak
the tide.

Tide
The dynamic fee level: high means expensive, low means cheap.
Swell
The measured drift or volatility signal that drives the fee.
Tide curve
The governed mapping from swell to fee.
Low / high tide
Calm cheap regime versus informed expensive regime.
Real yield
LP and staker returns funded by real swap fees, not emissions.