Administrative Functions
Deploy new weighted pool with specified token pair, weight ratio, and swap fee configuration
Emergency halt of all swap operations for security incidents or market disruptions
Resume trading after pause resolution or maintenance completion
Update trading fees charged on swaps, distributed to liquidity providers
Gradually shift pool weight ratios over specified timeframe for rebalancing
Configure maximum allowed price deviation between AMM and oracle feeds
Grant oracle permission to validate prices for specific pool and asset pair
Pool Creation
Deploy pools through the PoolManagerV3 contract with complete configuration in a single transaction. Specify both tokens, their weight distribution, swap fees, and the instance identifier for access control.Emergency Controls
Pause pools immediately for security incidents, oracle failures, or regulatory requirements. Pausing prevents all swap operations while maintaining existing liquidity positions—providers can still withdraw funds during paused state.Pause Triggers
Pause Triggers
Common scenarios requiring pool pausing:Oracle Failures: When price feeds become stale or unavailable, pause prevents trading at potentially incorrect prices until feeds restore.Security Incidents: Suspected vulnerabilities in pool contracts or connected systems warrant immediate trading halt until resolution.Regulatory Actions: Court orders, trading halts on underlying securities, or compliance violations may require immediate pool suspension.Extreme Volatility: Unusual price movements or suspected manipulation can trigger temporary pauses for investigation.Market Circuit Breakers: Coordinate with traditional market halts by pausing tokenized security trading during exchange suspensions.Only administrators with proper roles can pause pools. Resume operations through unpausePool after resolving the trigger condition and completing necessary validations.
Fee Management
Adjust swap fees to balance liquidity provider compensation against trading volume incentives. Lower fees encourage higher volume while higher fees increase per-trade revenue for liquidity providers.| Fee Range | Use Case | Impact |
|---|---|---|
| 5-15 bps | High-frequency securities with deep liquidity | Maximizes volume, minimal per-trade revenue |
| 20-50 bps | Standard securities with moderate liquidity | Balanced approach for typical market conditions |
| 50-100 bps | Illiquid securities with concentrated holders | Compensates liquidity risk, may limit volume |
| 100+ bps | Exotic or highly volatile assets | Premium pricing for capital deployment risk |
Weight Adjustments
Gradually shift pool weights over time to rebalance exposure or adapt to changing market conditions. Unlike instant rebalancing that creates arbitrage opportunities, gradual weight updates spread changes across multiple blocks.Slippage Configuration
Set maximum acceptable deviation between AMM-calculated prices and oracle feeds. Transactions exceeding this threshold revert automatically, preventing execution at unfavorable prices.Standard slippage tolerance for normal market conditions (typically 50-100 bps)
Elevated slippage tolerance when oracle feeds become stale (typically 200-300 bps)
Authorization Management
Pools require explicit authorization to query oracle prices for their asset pairs. This prevents unauthorized contracts from consuming oracle data or triggering price updates.Grant oracle access for specific pool and asset identifier combination
Remove oracle access, preventing future price queries and swap execution
