Introducing Knot: a reserve-aware price boundary for Uniswap v4→

Demo

The cross-pool round trip

Sell token0 into the skewed pool at its generous rate, then sell the proceeds back through the deep pool. This controlled reserve fixture compares independent curves with the same sequence under KNOT. It is a mechanics test, not a historical replay or profit forecast.

Starting amount5.0 token0

Independent pools

No federation. Each pool quotes alone.

Leg A · token1 out
18.9931
Leg B · token0 back
18.5842

Fixture P&L

+13.5842

Positive round trip

Under Knot

Both legs bounded by the aggregate.

Leg A · token1 out
6.3159
Leg B · token0 back
4.9701

Fixture P&L

-0.0298

Negative round trip

Difference between the two modeled paths

13.6141

Leg two uses the aggregate state left by leg one. This number is reproducible from the contract-model test; it is not claimed as realised LP P&L.

Reproduce: forge test --match-contract EconomicViabilityTest -vv