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2x more concentrated fee-generation with high-frequency liquidity reshaping
Precision Curve keeps more of your liquidity near the current price, where trades generate fees. It reshapes liquidity as price moves and compounds earned fees back into the position.
Use it when want 2x fee generation over quick high volume minutes and hours
Open HawkFi and choose the Meteora DLMM pool you want to LP in.
Choose Precision Curve from the available models.
Set your deposit amount and review the range, automations, and exit settings before confirming the position in your wallet.
for the full settings and variants.

2x Fees while catching Trading Price Swings
2x Fees from Tight High Frequency Liquidity
5-10x Fees-maxxing on Robinhood

Highly concentrated fee generation from tight-range, fast 0-minute swapless auto-rebalances
HFL concentrates liquidity in a tight range and moves the range up or down as price leaves it. The base setup collects earned fees into SOL.
Use it for high-volume pools with active price movement
Open HawkFi and choose the Meteora DLMM pool you want to LP in.
Choose HFL base configuration (HFL Regular) from the available models.
Set your deposit amount and review the range, automations, and exit settings before confirming the position in your wallet.
Check total PnL, fees collected into SOL, token balances, and whether rebalances are executing. The base model includes a stop loss triggered by a 20% pool-price drop; this is not a guaranteed cap on your position loss.
LP positions can lose value, including through impermanent loss. Review the before depositing.
for the full settings and variants.
Boost your Meteora DLMM PnL by MEVing the MEV bots
MEV Boost looks for arbitrage opportunities and adjusts your liquidity to try to improve your position's PnL while you earn fees.
Open any HawkFi and prepare your Meteora DLMM LP position.
Review your deposit and settings, then confirm the transaction in your wallet.
Your liquidity shape can change while MEV Boost is active. This is part of how it adjusts your position. Check your overall PnL alongside LP fees to see how the position is doing.
View the advanced MEV Boost guide for mechanics, eligibility behavior, and result sharing.


Maximize swing trading gains while generating fees with high-frequency liquidity reshaping
Precision Hybrid combines liquidity near the current price with liquidity positioned for price swings. HawkFi maintains that mix as price moves.
Use it when you want both fee 2x fee capture and trading swing gains.
Open HawkFi and choose the Meteora DLMM pool you want to LP in.
Choose Precision Hybrid from the available models.
Set your deposit amount and review the range, automations, and exit settings before confirming the position in your wallet.
for the full settings and variants.

Finally retail can MEV. Boost your Meteora DLMM PnL by MEVing the MEV bots
Historically, retail LPs suffer from MEV & Arb bots. Now you can MEV them back and boost your own PnL. MEV Boost is HawkFi's high frequency liquidity model that MEVs and Arbs toxic flow bots back to enhance your trading PnL, while you earn LP fees.
That means MEV boost is working its magic and high-frequency arbing toxic flow for you to improve trading PnL while printing LP fees. MEV boost automatically optimizes trade-offs between fee capture & trading PnL (positive IL) to enhance your overall DLMM position PnL
MEV Boost is a beta feature. Results depend on pool conditions, liquidity, market movement, and LP discretion. MEV Boost does not guarantee profitability, but enhances your (net profit/loss) position.
Capturing the arbitrage opportunity using your position's liquidity
MEV Boost can use an LP position's liquidity to pursue cross-pool arbitrage opportunities when the same asset is priced differently elsewhere. Successful execution can become an additional potential source of position returns.
Removing liquidity from bins where the next flow could be net-negative for your position
MEV Boost can remove liquidity from "toxic" bins. These are bins where anticipated flow may be net-negative for the LP position—for example, where adverse selection or impermanent loss could outweigh collected fees. This can reduce exposure to unfavourable trades, but it does not eliminate MEV, impermanent loss, or adverse selection.
Re-quoting liquidity around the active bin
After an arbitrage, MEV Boost can requote liquidity around the active bin to seek a more favourable buy-low, sell-high spread on subsequent LP trades.
Turn on MEV Boost when creating an eligible Meteora DLMM LP position. HawkFi may also show Dashboard, site-wide, or home prompts for enabling MEV Boost on eligible existing positions or future deposits.
A Dashboard bulk action applies MEV Boost only to eligible positions and summarizes positions that were skipped or could not be updated.
MEV Boost is an added capability for an LP position. It is not a standalone HawkFi Model or HawkFi Agent.
PnL cards for supported MEV Boost positions may include a MEV Boost badge, attribution, estimated uplift, and landed-arbitrage count when those values are available. Profit and automation visibility settings control whether those details appear or are masked.

Deploy battle-tested quant models in a single click.
HawkFi Models are battle-tested strategies optimized for specific asset classes and market regimes
A model defines the starting liquidity shape, included automations, and default trigger logic. Variants keep the same core strategy but change the range width, rebalance behavior, or directional setup.
Use this page as the model picker. Start with the market environment, then open the model family that matches how you want the position to behave.
Early launch correction and retracement
Built for early, high volume token launches where fast corrections can create LP entries.
High volume near current price
Both keep liquidity dense around the active bin for concentrated fee generation.
High volatility and choppy market
Both combine fee generation with swing trading gains as price moves through the range.
Slow Multi hour to multi day market
Both fit longer holding windows where the position still needs active range management.
Precision Flip
2x more concentrated fee-generation and maximize swing trading gains with high-frequency liquidity shaping
Precision Curve
2x more concentrated fee-generation with high-frequency liquidity reshaping

Precision Hybrid
Maximize swing trading gains while generating fees with high-frequency liquidity reshaping
High Frequency Liquidity (HFL)
Highly concentrated fee generation from tight-range, fast 0-minute swapless auto-rebalances
Multiday Cook Up (MCU)
Best for multi-hour to multi-day LP in sideways & upward-trending price action
Heart Attack
Best for shallow price corrections in early & high volume-token launches
2x more concentrated fee-generation and maximize swing trading gains with high-frequency liquidity shaping
Precision Flip is a HawkFi Model designed to adaptively alternate between maximizing fee generation during volume spikes and maximizing swing trading gains during volatility spikes.
While this is a model with a combination of automations, the automations are still customizable to your liking.
Best for
Precision Flip exists for LPs who want a model that can stay fee-concentrated near current price, then shift into a more swing-aware liquidity shape at the edges.
It fits the middle ground between Precision Curve and Precision Hybrid. If the market stays useful near the center, Curve mode stays efficient. If price pushes outward, Hybrid mode is better suited for two-way swings without abandoning fee generation.
If you want more range coverage from the same family, use the ultra-wide variant. For the full model map, go back to
(Coming soon)
Join our Discord for questions & discussions on HFL:
Enhanced multi-hour to multi-day LP returns from both maximum fee concentration and buy-low, sell-high swing trading gains.
How it works
Precision Flip is a HawkFi model that starts in Precision Curve, then flips to Precision Hybrid when price reaches the position edges. Curve mode keeps liquidity dense around the active bin (pool price) for maximum fee capture. Hybrid mode maintains a 50/50 Spot + Bid-ask distribution to keep printing fees while positioning for two-way swings. Precision Flip continuously flips between these two liquidity shapes, with an optional flip buffer. *Free bin initialization fees, covered by HawkFi
Ideal entry
During sideways or volatile/choppy price action: wide, double-sided
Auto-compound (AC)
Maximize fee printing by automatically compounding position size from fees generated.
On
Reshape Liquidity (RL)
Keeps Curve liquidity concentrated around the active bin, then flips into a 50/50 Spot + Bid-ask liquidity distribution near the position edges.

Starting Shape: 5 bins, Curve
Alternative shape: 12 bins, Hybrid (50% Spot, 50% Bid-ask)
Flip buffer
Customizable buffer before Precision Flip switches between Precision Curve and Precision Hybrid when price reaches the position edges.
2 bins
Fee-maxxing Terminal for Robinhood chain built for catching 5-10x more fees
Stop wasting money on gas just to open wide shaped multi "bin" LPs on Uniswap.
HawkFi made a fee-maxxing terminal for Robinhood Chain for:
Finding the highest-fee opportunities with an Alpha sSreener across 30m, 1h, 6h, and 24h timeframes
Earning 5–10x more fees with tight-range, auto-rebalanced LP positions.
Easily rebalance or compound your position in one click.
Open , select Robinhood Chain, and open the Alpha Fees screen.
Rank pools by Fee/TVL for the selected window. Fee/TVL shows how much of the liquidity is being paid by trading activity in that period. It is a measure of real fee efficiency, not a promise of return with high APRs.
Fee-Maxing is built for LPs who want liquidity to keep actively working near the active price instead of leaving a static range behind after a move. The rebalance direction determines which price moves HawkFi is allowed to follow.
You can start a supported Fee-Maxing position with a two-sided deposit or one-sided deposit. Choose the sided deposit you want to, then review the quoted starting position before approving the transaction.
Before signing in your wallet, review:
The pool's 30m, 1h, 6h, and 24h Fee/TVL.
Your Fee-Maxing direction: Up or Down, Up only, or Down only.
Deposit asset, range, and Fee-maxing Direction .
The amount of ETH reserved for Robinhood Chain gas.
30m
Finding fresh fee activity
A pool where fee generation is active now. This is the discovery window.
1h
Confirming the signal
Up or Down
Rebalances the range to follow price movement in either direction.
You want the position to keep following an active two-way market.
Up only
Rebalances the range upward when the configured condition is met. It does not automatically follow downside moves.
Use the underlying Fee/TVL windows to judge whether the fee source is current, real, and persistent. HawkFi pools does not show huge APR or APY. Annualizing a brief burst of volume and fees makes can make a temporary number look extreme, not efficient.

Fee/TVL that still holds after the first short-term burst.
6h
Checking the session
Fee generation that persists through more than one market move.
24h
Checking persistence
A pool with sustained fee activity, not only a single spike.
You want the range to participate in upward continuation without automatically resetting lower during a dip.
Down only
Rebalances the range downward when the configured condition is met. It does not automatically follow upward moves.
You want the range to participate in downward continuation without automatically resetting higher during a bounce.

2x more concentrated fee-generation with high-frequency liquidity reshaping
Precision Curve is a HawkFi model that generate more fees by keeping liquidity concentrated near the current pool price as the market moves.
Best for
Maximize fee generation of multi-hour to multi-day LP with wide ranges to print from uptrend, sideways, or dip price actions.
While this is a model with a combination of automations, the automations are still customizable to your liking.
Precision Curve is the simple fee-focused model for LPs who want a setup that stays useful near current price instead of leaving liquidity static as price drifts.
Use the base model when you want the standard Curve behavior. Move to a wider variant when you want more range coverage, or to the rebalance variant when you want the full range to follow price. For the full Models map, go back to .
(Coming soon)
Join our Discord for questions & discussions on HFL:
How it works
Wide or 69 bin-range LP with real-time liquidity reshaping to keep Curve liquidity concentrated around active bin (pool price), without added IL risk from rebalancing the full price range by default. Precision Curve is the fee-focused Curve model inside Models Library. The Wide, Ultra Wide, and Rebalance pages show how that same base model changes for different range needs. Free bin initialization fees, covered by HawkFi
Ideal entry
During price corrections: wide, single-side SOL only
During price uptrends: wide, single-side token only
During sideways price: wide, double-sided
Auto-compound (AC)
Maximize fee printing by automatically compounding position size from fees generated.
On
Reshape Liquidity (RL)
High-frequency liquidity reshaping whenever active bin moves by a set trigger so Curve liquidity stays concentrated around current price.

5 bins
2x more concentrated fee-generation and maximize swing trading gains with high-frequency liquidity shaping across an ultra-wide range
Precision Flip Ultra Wide is a HawkFi model variation of Precision Flip. It uses the same Precision Flip behavior, but across an ultra wide range.
Best for
Enhanced multi-hour to multi-day LP returns from both maximum fee concentration and buy-low, sell-high swing trading gains when the LP wants more range coverage than standard Precision Flip.
Precision Flip Ultra Wide is for people who want the same parent Precision Flip behavior, but with more range coverage.
The simple tradeoff is:
Standard Precision Flip is the tighter parent version.
Precision Flip Ultra Wide gives more room across the range before edge-triggered flip behavior matters.
You choose Ultra Wide when you still want Precision Flip behavior, but do not want the standard model width.
(Coming soon)
Join our Discord for questions & discussions on HFL: https://discord.com/invite/hawkfi
(Coming soon)
Flip buffer
Adds a buffer before switching between Precision Curve and Precision Hybrid at the position edges.
2 BINS
How it works
Precision Flip Ultra Wide is a HawkFi model variation that starts in Precision Curve, then flips to Precision Hybrid when price reaches the position edges. It keeps the same Curve to Hybrid flip behavior as the parent model, but uses an ultra wide range to give the position more room before edge-driven behavior matters. Free bin initialization fees, covered by HawkFi
Ideal entry
During sideways or volatile/choppy price action: ultra wide, double-sided
Same parent model: Precision Flip
Ultra wide range coverage
Same liquidity shape behavior: Curve ⇄ 50% Spot 50% Bid-Ask
More room before price reaches the position edges
Same included automations: Auto-compound (AC), Reshape Liquidity (RL), and optional flip buffer
Auto-compound (AC)
Maximize fee printing by automatically compounding position size from fees generated.
On
Reshape Liquidity (RL)
Keeps Curve liquidity concentrated around the active bin, then flips into a 50/50 Spot + Bid-Ask liquidity distribution near the position edges.
Better fit when the LP wants Precision Flip behavior without the standard model width
Starting Shape: 5 bins, Curve
Alternative shape: 12 bins, Hybrid (50% Spot, 50% Bid-ask)
2x more concentrated fee-generation with high-frequency liquidity reshaping and wide coverage
Precision Curve Wide is a HawkFi model variation of Precision Curve. It uses the same Precision Curve behavior, but changes the range width from the parent 69-bin setup to 149 bins.
Best for
Multi-hour to multi-day LP that wants the same fee-focused Curve behavior as Precision Curve, but with 149-bin range coverage instead of the parent 69-bin setup.
For deeper understanding of AC, RL, AR, and Ping Pong, use .
Precision Curve Wide is for LPs who want the same parent Precision Curve behavior, but with 149-bin range coverage.
The simple tradeoff is:
Precision Curve is the base parent version at 69 bins.
Precision Curve Wide gives more room across the range at 149 bins.
You choose Wide when you still want fee-focused Precision Curve behavior, but do not want the standard 69-bin model width.
(Coming soon)
Join our Discord for questions & discussions on HFL:
(Coming soon)
How it works
Precision Curve Wide keeps Curve liquidity concentrated around the active bin (pool price) with real-time liquidity reshaping, while expanding range coverage from 69 bins to 149 bins. It keeps the same parent model behavior and included automations, but changes the range width so the position has more room before range management is needed. *Free bin initialization fees, covered by HawkFi
Ideal entry
During sideways, grinding, or correction price action when the LP still wants Precision Curve behavior, but does not want the tighter 69-bin parent model width.
Same parent model: Precision Curve
Range width changes from 69 bins to 149 bins
Same liquidity shape: Curve
More room before range management is needed
Same included automations: AC and RL
Range width
Differentiates Wide from the 69-bin parent model.
149 BINS
Liquidity shape
Keeps liquidity concentrated around the active bin.
Built for LPs who want the same fee-focused Curve behavior without the standard 69-bin model width
CURVE
Auto-compound (AC)
Keeps earned fees working inside the position.
AC
Reshape Liquidity (RL)
Keeps the Curve shape active as price moves inside the wider range.
5 BINS
2x more concentrated fee-generation with high-frequency liquidity reshaping and ultra wide coverage
Precision Curve Ultra Wide is a HawkFi model variation of Precision Curve. It uses the same Precision Curve behavior, but changes the range width from the parent 69-bin setup to 250 bins.
Best for
Multi-hour to multi-day LP that wants the same fee-focused Curve behavior as Precision Curve, but with 250-bin range coverage instead of the parent 69-bin setup.
For deeper automation mechanics, see or go back to .
Precision Curve Ultra Wide is for LPs who want the same parent Precision Curve behavior, but with 250-bin range coverage.
The simple tradeoff is:
Precision Curve is the base parent version at 69 bins.
Precision Curve Ultra Wide gives more room across the range at 250 bins.
You choose Ultra Wide when you still want fee-focused Precision Curve behavior, but do not want the standard 69-bin model width.
(Coming soon)
Join our Discord for questions & discussions on HFL:
(Coming soon)
Auto-compound (AC)
Keeps earned fees working inside the position.
AC
Reshape Liquidity (RL)
Keeps the Curve shape active as price moves inside the 250-bin range.
5 BINS
How it works
Precision Curve Ultra Wide keeps Curve liquidity concentrated around the active bin (pool price) with real-time liquidity reshaping, while expanding range coverage from 69 bins to 250 bins. It keeps the same parent model behavior and included automations, but changes the range width so the position has more room before range management is needed. *Free bin initialization fees, covered by HawkFi
Ideal entry
During sideways, grinding, or correction price action when the LP still wants Precision Curve behavior, but does not want the tighter 69-bin parent model width.
Same parent model: Precision Curve
Range width changes from 69 bins to 250 bins
Same liquidity shape: Curve
More room before range management is needed
Same included automations: AC and RL
Range width
Differentiates Ultra Wide from the 69-bin parent model.
250 BINS
Liquidity shape
Keeps liquidity concentrated around the active bin.
Built for LPs who want the same fee-focused Curve behavior without the standard 69-bin model width
CURVE
Maximize swing trading gains while generating fees with high-frequency liquidity reshaping and price following
Precision Hybrid + Rebalance is a HawkFi model variation of Precision Hybrid. It uses the same Precision Hybrid behavior, but adds Ping Pong Auto-rebalance so the full range can follow price instead of relying only on Hybrid reshaping inside one working range.
Best for
Multi-hour to multi-day LPs that want Precision Hybrid fee plus swing trading behavior, but also want the full range to keep following price through larger moves.
Precision Hybrid + Rebalance keeps 50% Spot 50% Bid-Ask liquidity active around active bin (pool price) while Ping Pong rebalance moves the full range.
For deeper definitions of AC, RL, AR, and Ping Pong, use .
Precision Hybrid + Rebalance is for people who want the same Precision Hybrid balance between fee generation and swing trading gains, but with full range movement added.
The simple tradeoff is:
Precision Hybrid keeps the range logic centered on Hybrid reshaping.
Precision Hybrid + Rebalance adds Ping Pong AR so the full range can follow price.
Choose this variation when you still want Hybrid behavior, but do not want the model anchored to one original range while price keeps moving.
(Coming soon)
Join our Discord for questions & discussions on HFL:
(Coming soon)
Maximize swing trading gains while generating fees with high-frequency liquidity reshaping
Precision Hybrid is a HawkFi model built to generate fees while also capturing swing trading gains.
The default liquidity shape is a hybrid of 50% Spot and 50% Bid-Ask liquidity distribution around the active bin.
It is the model family for LPs who want a more balanced fee plus swing-trading setup than a pure Curve or pure Bid-ask shape.
How it works
Uses the parent Precision Hybrid setup, then adds Auto-rebalance with UP & DOWN, 0M COOLDOWN, PING PONG 68-0-68. RL keeps the 50% Spot 50% Bid-Ask liquidity distribution aligned around active bin (pool price), while AR can move the full range when the rebalance condition is met.
Ideal entry
Markets where the LP still wants Hybrid fee plus swing trading exposure, but expects price to move far enough that a fixed range may become less useful.
Hybrid liquidity shape
The position still uses 50% SPOT 50% BID-ASK to balance fee capture with swing trading exposure.
Reshape Liquidity
RL still uses 34 BINS as the visible model default for Hybrid reshaping.
Auto-compound
Liquidity shape
Keeps the parent model's balance between fee capture near current price and swing trading exposure across the range.
50% SPOT 50% BID-ASK
Auto-compound (AC)
Keeps earned fees or rewards working back into the position.
While this is a model with a combination of automations, the automations are still customizable to your liking.
Choose the variant based on how wide you want the working range to be, or whether you want the full range to follow price.
AC remains included so earned fees or rewards can compound back into the position.
Full range behavior
This variation adds AR with UP & DOWN, 0M COOLDOWN, PING PONG 68-0-68, so the full range can move in either direction.
AC
Reshape Liquidity (RL)
Keeps the Hybrid distribution aligned around active bin (pool price) while the position remains in range.
34 BINS
Auto-rebalance (AR)
Adds full range movement so the model can keep following larger price moves.
UP & DOWN, 0M COOLDOWN, PING PONG 68-0-68
Best for
Enhanced multi-hour to multi-day returns from both fee generation and dip or swing trading gains.
How it works
Precision Hybrid keeps a 50/50 hybrid between Spot liquidity and Bid-ask liquidity around the active bin. Spot helps keep liquidity dense near current price for stable fee capture. Bid-ask helps the position stay useful for two-way price movement and swing trading gains. Free bin initialization fees, covered by HawkFi
Ideal entry
During price corrections: wide, single-side SOL only
Simple why
Use Precision Hybrid when you want one model to do both jobs reasonably well: keep fee capture active near current price while staying positioned for swings.
Reshape Liquidity (RL)
Keeps the Hybrid liquidity shape aligned around the active bin as price moves.
Auto-compound (AC)
Can add earned fees back into the position to keep the model working with a larger base.


2x more concentrated fee-generation with high-frequency liquidity reshaping and
Precision Curve + Rebalance is a HawkFi model variation of Precision Curve. It uses the same Precision Curve behavior, but adds Ping Pong Auto-rebalance so the full range can follow price instead of staying fixed.
Best for
Multi-hour to multi-day LPs that want Precision Curve fee concentration, but also want the full range to follow price through larger movement.
For deeper understanding of AC, RL, AR, and Ping Pong, use .
Precision Curve + Rebalance is for people who want the same Precision Curve fee concentration, but with full range movement added.
The simple tradeoff is:
Precision Curve keeps the range fixed and focuses on reshaping inside that range.
Precision Curve + Rebalance adds Ping Pong AR so the full range can follow price.
Choose this variation when you still want Curve behavior, but do not want the model anchored to one original range while price keeps moving.
(Coming soon)
Join our Discord for questions & discussions on HFL:
(Coming soon)
How it works
Uses the parent Precision Curve setup, then adds Auto-rebalance with UP & DOWN, 0M COOLDOWN, PING PONG 68-0-68. RL keeps Curve liquidity concentrated around active bin (pool price), while AR can move the full range when the rebalance condition is met.
Ideal entry
Markets where the LP still wants Curve concentration near current swap flow, but expects price to keep moving far enough that a fixed range may become less useful.
Curve liquidity shape
The position still uses CURVE to concentrate liquidity around active bin (pool price).
Reshape Liquidity (RL)
RL still uses 5 BINS as the visible model default for Curve reshaping.
Auto-compound (AC)
Liquidity shape
Keeps the parent model's concentrated Curve fee-generation profile.
CURVE
Auto-compound (AC)
Keeps earned fees or rewards working back into the position.
AC remains included so earned fees or rewards can compound back into the position.
Full range behavior
This variation adds AR with UP & DOWN, 0M COOLDOWN, PING PONG 68-0-68, so the full range can move in either direction.
ON
Reshape Liquidity (RL)
Keeps Curve liquidity concentrated around active bin (pool price) while the position remains in range.
5 BINS
Auto-rebalance (AR)
Adds full range movement so the model can follow larger price moves.
UP & DOWN, 0M COOLDOWN, PING PONG 68-0-68
Maximize swing trading gains while generating fees with high-frequency liquidity reshaping and wide coverage
Precision Hybrid Wide is a HawkFi model variation of Precision Hybrid. It uses the same Precision Hybrid behavior, but changes the range width from the parent 69-bin setup to 149 bins.
Best for
Multi-hour to multi-day LP that wants the same fee generation plus swing trading behavior as Precision Hybrid, but with 149-bin range coverage instead of the parent 69-bin setup.
For deeper automation mechanics, see or go back to .
Precision Hybrid Wide is for LPs who want the same parent Precision Hybrid behavior, but with 149-bin range coverage.
The simple tradeoff is:
Precision Hybrid is the base parent version at 69 bins.
Precision Hybrid Wide gives more room across the range at 149 bins.
You choose Wide when you still want Precision Hybrid behavior, but do not want the standard 69-bin model width.
(Coming soon)
Join our Discord for questions & discussions on HFL:
(Coming soon)
How it works
Precision Hybrid Wide keeps the same 50/50 bid-ask + spot liquidity distribution around the active bin (pool price) with real-time liquidity reshaping, while expanding range coverage from 69 bins to 149 bins. It keeps the same parent model behavior and included automations, but changes the range width so the position has more room before range management is needed. Free bin initialization fees, covered by HawkFi
Ideal entry
During price corrections, volatile chop, or wider sideways ranges when the LP still wants Precision Hybrid behavior, but does not want the tighter 69-bin parent model width.
Same parent model: Precision Hybrid
Range width changes from 69 bins to 149 bins
Same liquidity shape: 50% Spot 50% Bid-Ask
More room before range management is needed
Same included automations: AC and RL
Liquidity shape
Keeps the parent model's balance between fee capture near current price and swing trading exposure across the range.
50% SPOT, 50% BID-ASK
Auto-compound (AC)
Keeps earned fees or rewards working back into the position.
Built for LPs who want the same Hybrid behavior without the standard 69-bin model width
AC
Reshape Liquidity (RL)
Keeps the Hybrid distribution aligned around active bin (pool price) while the position remains in range.
74 BINS
Highly concentrated fee generation from tight-range, fast 0-minute swapless auto-rebalances
High Frequency Liquidity (HFL) Regular is a HawkFi model for people who want highly concentrated fee generation from tight-range, fast 0-minute swapless auto-rebalances.
Best for
High-volume pools where concentrated fee generation matters and the LP wants the standard HFL setup before choosing a tighter or wider range variant.
While this is a model with a combination of automations, the automations are still customizable to your liking.
HFL Regular is the base HFL configuration. It is the first HFL model to use when you want the standard tight-range, fee-focused setup before deciding whether the pool needs a tighter or wider Ping Pong range.
The simple range ladder is:
HFL Regular uses 12-0-12 as the base setup.
HFL Tight changes the range to 6-0-6 for more aggressive concentration.
HFL Wide changes the range to 18-0-18 for more coverage.
(Coming soon)
Join our Discord for questions & discussions on HFL:
(Coming soon)
How it works
HFL Regular uses SPOT liquidity with AA:SOL, AR UP & DOWN, 0M COOLDOWN, PING PONG 12-0-12, and SL:SOL @ -20% POOL PRICE.
The model keeps a tight Spot range active with fast swapless Ping Pong rebalances as price moves. The 12-0-12 Ping Pong range is the base HFL configuration. HFL Tight and HFL Wide change that range for more aggressive concentration or more coverage.
Free bin initialization fees, covered by HawkFi
Ideal entry
During active sideways price action where fast fee-focused range-following can stay useful
When you want the standard HFL configuration
When you want concentrated fee generation without choosing the tighter or wider HFL variants first
Liquidity shape
Keeps HFL focused on concentrated fee generation around the selected range.
SPOT
Auto-accumulate Fees (AA)
Accumulates earned fees to SOL instead of compounding them into the active position.
AA:SOL
Auto-rebalance (AR)
Moves the full LP range upward or downward as the HFL range is exited.
UP & DOWN, 0M COOLDOWN, PING PONG 12-0-12
Stop Loss (SL)
Adds the model downside exit condition.
SL:SOL @ -20% POOL PRICE
Maximize swing trading gains while generating fees with high-frequency liquidity reshaping and ultra wide coverage
Precision Hybrid Ultra Wide is a variant of the parent Precision Hybrid model. It keeps the same 50% Spot 50% Bid-Ask liquidity shape and the same core included automations, but changes the model width from 69 bins to 250 bins.
This variant exists for LPs who want the same Hybrid behavior with more range coverage before range management is needed.
Best for
For deeper automation mechanics, see or go back to .
Precision Hybrid Ultra Wide is for LPs who want the same parent Precision Hybrid behavior, but with 250-bin range coverage.
The simple tradeoff is:
Precision Hybrid is the base parent version at 69 bins.
Precision Hybrid Wide gives more room across the range at 149 bins.
Precision Hybrid Ultra Wide gives the maximum standard range coverage at 250 bins.
You choose Ultra Wide when you still want Precision Hybrid behavior, but want more room than both the standard and Wide model widths.
Multi-hour to multi-day LP that wants the same fee generation plus swing trading behavior as Precision Hybrid, but with 250-bin range coverage instead of the parent 69-bin setup.
How it works
Precision Hybrid Ultra Wide keeps the same 50/50 bid-ask + spot liquidity distribution around the active bin (pool price) with real-time liquidity reshaping, while expanding range coverage from 69 bins to 250 bins. It keeps the same parent model behavior and included automations, but changes the range width so the position has more room before range management is needed. Free bin initialization fees, covered by HawkFi
Ideal entry
During price corrections, volatile chop, or wider sideways ranges when the LP still wants Precision Hybrid behavior, but does not want the tighter 69-bin parent model width.
Same parent model: Precision Hybrid
Range width changes from 69 bins to 250 bins
Same liquidity shape: 50% Spot 50% Bid-Ask
More room before range management is needed
Same included automations: AC and RL
Liquidity shape
Keeps the parent model's balance between fee capture near current price and swing trading exposure across the range.
50% SPOT 50% BID-ASK
Auto-compound (AC)
Keeps earned fees or rewards working back into the position.
Built for LPs who want the same Hybrid behavior without the standard 69-bin model width
AC
Reshape Liquidity (RL)
Keeps the Hybrid distribution aligned around active bin (pool price) while the position remains in range.
124 BINS
Best for multi-hour to multi-day LP in sideways & upward-trending price action that's more aggressive
MCU Curve is a HawkFi model variation of Multiday Cook Up (MCU). It uses the same MCU behavior, but changes the liquidity shape from Spot to Curve for denser fee concentration around active bin (pool price).
Best for
Multi-hour to multi-day LP that wants the same up-only MCU range behavior, but with more concentrated liquidity around active bin (pool price) than MCU Spot.
MCU Curve keeps the same up-only MCU range behavior, but uses Curve liquidity for denser fee concentration around active bin.
For deeper automation mechanics, see or go back to .
MCU Curve is for LPs who want the same parent MCU range behavior, but with Curve liquidity concentration instead of the Spot variation.
The simple tradeoff is:
MCU Spot keeps the same MCU range behavior with Spot liquidity.
MCU Curve keeps the same MCU range behavior with more concentrated Curve liquidity around active bin.
You choose MCU Curve when you still want MCU's up-only, multi-day LP behavior, but want denser fee concentration inside the range.
(Coming soon)
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(Coming soon)
How it works
MCU Curve keeps the parent MCU setup of AC plus AR Up Only with 10m cooldown and in-range buffer, but changes the liquidity shape to Curve.
That means the range behavior stays the same as MCU, while liquidity inside the range becomes more concentrated around active bin (pool price).
Free bin initialization fees, covered by HawkFi
Ideal entry
Sideways to upward-trending price action when the LP wants MCU's slower, up-only range management, but wants denser fee concentration than the Spot variation.
Same parent model: Multiday Cook Up (MCU)
Liquidity shape changes from Spot to Curve
Same included automations: AC and AR Up Only
Liquidity becomes more concentrated around active bin (pool price)
Same range behavior: 10m cooldown, +-15%*, in-range buffer
Liquidity shape
Changes the parent Spot distribution into a more concentrated liquidity profile around active bin (pool price).
CURVE
Auto-compound (AC)
Keeps earned fees or rewards working back into the position.
Built for LPs who want the same MCU range logic with denser fee concentration inside the range
AC
Auto-rebalance (AR)
Keeps the same parent MCU behavior of moving the range upward when the rebalance condition is met, without automatically following downside moves.
UP ONLY, 10M COOLDOWN, +-15%*, IN-RANGE BUFFER
Best for shallow price corrections in early & high volume-token launches
Heart Attack Tight is a HawkFi model for shallow price corrections in early and high-volume token launches.
Best for
Shallow price corrections in early and high-volume token launches where fast LP entry and a tight Spot range matter more than wide downside coverage.
How it works
While this is a model with a combination of automations, the automations are still customizable to your liking.
Heart Attack Tight is for launch conditions where price pulls back, volume is still active, and the LP wants a tight Spot position instead of a wider defensive setup.
The simple reason to use it: keep the setup focused on shallow correction fee generation, then let TP:SOL handle the exit when the configured profit condition is reached.
(Coming soon)
Join our Discord for questions & discussions on HFL:
(Coming soon)
(More Customizations Available)
After deploying a Model, you can further customize your position automations based on market conditions and personal preferences.
Customizable
Heart Attack Tight is a HawkFi model that uses a tight-range Spot position to keep liquidity near the active price for quick fee generation during shallow corrections. Take Profit (TP) can close the position at the configured profit target and output to SOL.
Ideal entry
During shallow price corrections: tight, single-side SOL only
Spot liquidity shape
Tight-range Spot liquidity keeps capital concentrated near current price for quick fee generation during shallow corrections.
Spot
Take Profit (TP)
Closes the position when the configured Take Profit condition is reached and outputs to SOL.
TP:SOL, 7% profit, customizable
Balanced HFL with steady fee-generation from tighter ranges and 0-min swapless auto-rebalances
High Frequency Liquidity (HFL) Wide is a HawkFi model variation of High Frequency Liquidity (HFL). It uses the same HFL behavior, but changes the starting range width to 20 bins and uses Ping Pong Balance 18-18 for more range coverage and less aggressive range-following.
Best for
While this is a model variation with a combination of automations, the automations are still customizable to your liking.
For deeper definitions of AA, AR, Ping Pong, and SL, use . For the full HFL model logic, go back to .
HFL Wide is for LPs who want the same parent HFL behavior, but with the widest model starting range.
The simple tradeoff is:
HFL Tight starts at 8 bins.
HFL Regular starts at 14 bins as the base setup.
HFL Wide starts at 20 bins.
(Coming soon)
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(Coming soon)
HFL Wide also uses Ping Pong Balance 18-18, which is wider than the tighter HFL variants.
You choose Wide when you still want HFL behavior, but want more range width than the standard HFL Regular setup.
High-volume pools where the LP wants the same HFL behavior as the parent model, but with more range coverage than HFL Regular or HFL Tight.
How it works
HFL Wide keeps the parent HFL setup of SPOT liquidity, AA:SOL, AR UP & DOWN, 0-minute swapless Ping Pong Auto-rebalance, and SL:SOL @ -20% POOL PRICE.
The variation changes the starting range width to 20 BINS and uses PING PONG BALANCE 18-0-18, giving the position more room before the full LP range is moved upward or downward.
Free bin initialization fees, covered by HawkFi
Ideal entry
- During active sideways price action where wider HFL coverage can stay useful - When the LP wants the same HFL setup with less aggressive range-following than HFL Tight or HFL Regular - When broader range coverage matters more than the tightest model fee concentration
Same parent model: High Frequency Liquidity (HFL)
Starting range width changes to 20 BINS
Same liquidity shape: SPOT
Ping Pong Balance uses 18-0-18
Same included automations: AA, AR, and SL
Liquidity shape
Keeps HFL focused on concentrated fee generation around the selected range.
SPOT
Auto-accumulate Fees (AA)
Accumulates earned fees to SOL instead of compounding them into the active position.
Broader range coverage than HFL Regular at 14 BINS and HFL Tight at 8 BINS
AA:SOL
Auto-rebalance (AR)
Moves the full LP range upward or downward as the HFL range is exited.
UP & DOWN, 0M COOLDOWN, STARTING RANGE 20 BINS, PING PONG BALANCE 18-18
Stop Loss (SL)
Adds the model downside exit condition.
SL:SOL @ -20% POOL PRICE
Aggressive HFL with boosted fee-generation from tighter ranges and 0-min swapless auto-rebalances
High Frequency Liquidity (HFL) Tight is a HawkFi model variation of High Frequency Liquidity (HFL). It uses the same HFL behavior, but changes the Ping Pong range to 6-0-6 for tighter fee concentration and faster range-following.
Best for
High-volume pools where the LP wants the most aggressive HFL range concentration instead of the base HFL Regular setup or the wider HFL Wide setup.
While this is a model variation with a combination of automations, the automations are still customizable to your liking.
For deeper definitions of AA, AR, Ping Pong, and SL, use . For the full HFL model logic, go back to .
HFL Tight is for LPs who want the same parent HFL behavior, but with the tightest model Ping Pong range.
The simple tradeoff is:
HFL Regular uses 12-0-12 as the base setup.
HFL Tight changes the range to 6-0-6 for more aggressive fee concentration.
You choose Tight when you still want HFL behavior, but want less range width than the standard HFL Regular setup.
Coming soon
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Coming soon
How it works
HFL Tight keeps the parent HFL setup of SPOT liquidity, AA:SOL, AR UP & DOWN, 0-minute swapless Ping Pong Auto-rebalance, and SL:SOL @ -20% POOL PRICE.
The variation changes the Ping Pong range to 6-0-6, making it the tightest HFL model range for more aggressive fee concentration near the active bin (pool price).
Free bin initialization fees, covered by HawkFi
Ideal entry
- During active sideways price action where tight fee concentration can stay useful - When the LP wants HFL behavior with the tightest model Ping Pong range - When more aggressive range-following matters more than broader range coverage
Same parent model: High Frequency Liquidity (HFL)
Starting range width changes to 8 BINS
Same liquidity shape: SPOT
Ping Pong range changes to 6-0-6
Same included automations: AA, AR, and SL
Liquidity shape
Keeps HFL focused on concentrated fee generation around the selected range.
SPOT
Auto-accumulate Fees (AA)
Accumulates earned fees to SOL instead of compounding them into the active position.
Built for LPs who want the most aggressive HFL model range
AA:SOL
Auto-rebalance (AR)
Moves the full LP range upward or downward as the HFL range is exited.
UP & DOWN, 0M COOLDOWN, PING PONG 6-0-6
Stop Loss (SL)
Adds the model downside exit condition.
SL:SOL @ -20% POOL PRICE
(More Customizations Available)
After deploying a model, you can further customize your position automations based on market conditions and personal preferences.
Customizable
Best for deep price corrections and retracment in early & high volume-token launches
Heart Attack Ping Pong (Bid-Ask-Flip) is a HawkFi model variation of the HawkFi Heart Attack model. It uses the same Heart Attack correction and retracement logic, but adds automations to flip liquidity once conditions are met.
Best for
Deep correction and retracement setups in early and high-volume token launches, where the position may need to move lower before the bounce setup plays out.
While this is a model variation with a combination of automations, the automations are still customizable to your liking.
For deeper automation mechanics, see the .
Heart Attack Ping Pong is for launch conditions where the correction may be too deep or too fast for the simpler Heart Attack versions.
The simple tradeoff is:
Heart Attack Tight keeps the setup simpler and tighter for shallow corrections.
Heart Attack Wide adds wider Bid-Ask coverage for deeper corrections.
Heart Attack Ping Pong adds down-only Ping Pong AR plus SL:SOL when the setup needs the range to keep moving lower and still preserve SOL-denominated exits.
(Coming soon)
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(Coming soon)
How it works
Compared with the parent Heart Attack model, this variation uses Bid-Ask liquidity plus down-only Ping Pong AR with a 69-0-69 range setup. The variant keeps the Heart Attack focus on launch correction entries, but adds range movement lower, TP:SOL for profit exits, and SL:SOL for pool price dip protection.
Ideal entry
During deep launch corrections with expected retracement: wide, single-side SOL only
Still belongs to the Heart Attack model family for early, high-volume token launch corrections and retracements.
Adds down-only Ping Pong AR so the working range can reset lower when the correction continues.
Still uses SOL-denominated exits as the clean model outcome.
Adds both TP:SOL and SL:SOL, so the variant has a profit-taking exit and a pool price dip protection exit.
Still targets correction entries where single-side SOL can be deployed into a launch pullback.
Bid-Ask liquidity shape
Places directional liquidity for deeper correction and retracement setups.
Bid-Ask
Auto-rebalance (AR)
Lets the variant keep following downside continuation instead of staying fixed at the first range.
Uses Bid-Ask liquidity with a 69-0-69 Ping Pong setup, making it more directional and more defensive than the simpler Heart Attack variants.
Down Only, 0 minute cooldown, Ping Pong 69-0-69
Take Profit (TP)
Closes the position into SOL when the configured profit condition is reached.
TP:SOL, 7% profit, customizable
Stop Loss (SL)
Closes the position into SOL if the configured pool price dip condition is reached.
SL:SOL for pool price dip protection
Best for multi-hour to multi-day LP in sideways & upward-trending price action
Multiday Cook Up (MCU) Spot is a HawkFi model for LPs who want Spot liquidity, Auto-compound, and up-only Auto-rebalance for sideways or upward-trending price action.
Best for
Multi-hour to multi-day LP when the LP wants Spot liquidity with directional, up-only range management.
How it works
While this is a model with a combination of automations, the automations are still customizable to your liking.
Use MCU Spot when you want a slower, longer-horizon LP model that can follow upward price movement without automatically chasing every downside move.
The simple idea is:
Spot liquidity gives broad participation across the selected range.
AC keeps generated fees active inside the position.
Up-only AR lets the range move higher when price trends up.
For the full model map, go back to .
uses the same MCU behavior with Curve liquidity shape for more concentrated fee generation around the active bin.
is the broader MCU overview page for comparing Spot and Curve versions.
(Coming soon)
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(Coming soon)
MCU Spot starts with Spot liquidity across the selected range. Auto-compound keeps earned fees working inside the position, while Auto-rebalance can move the full range upward when the up-only condition is met. The model is built to keep participating when price moves higher, while avoiding automatic downward rebalances during temporary dips.
Ideal entry
- Sideways price with upward bias: double-sided MCU Spot - Steady uptrend: double-sided or token-heavier MCU Spot - Temporary dips inside a broader uptrend: MCU Spot when the LP does not want automatic downside range resets
Liquidity shape
Uses Spot liquidity across the selected range.
SPOT
Auto-compound (AC)
Compounds earned fees back into the active position.
AC
Auto-rebalance (AR)
Moves the full range upward when the up-only rebalance condition is met.
UP ONLY, 10M COOLDOWN, +-15%*, IN-RANGE BUFFER
HawkFi Models are built from automations
HawkFi Automations are the building blocks that power HawkFi Models.
Each automation controls one part of how your position behaves: how liquidity is shaped, when the range moves, how fees are handled, and when the position exits.
Use this section as the automation map before going deeper into each feature.
Reshape Liquidity (RL) is a HawkFi automation that dynamically reshapes your liquidity distribution to stay concentrated around the active bin as price moves within your range.
Auto-rebalance (AR) is a HawkFi automation that strategically adjusts the distribution of assets between different tokens in a pool to maintain an optimal position within the market's price range.
is the HawkFi Auto-rebalance (AR) type that moves the position range while swapping assets to match the required deposit ratio for another range.
is the HawkFi Auto-rebalance (AR) type that moves the position range while keeping original assets intact for another range.
is an Advanced swapless Auto-rebalance (AR) mode that alternates rebalance behavior between AR down and AR up range setups.
is a HawkFi automation that automatically reinvests trading volume fees or rewards back into your position.
is a HawkFi automation that strategically lets you accumulate fees into your HawkFi wallet.
is a HawkFi automation that automatically closes your position once a specific profit target is reached.
is a HawkFi automation that automatically closes your position once a selected downside condition is reached.
is an opt-in feature for a regular Meteora DLMM LP position. It can pursue cross-pool arbitrage opportunities, reduce exposure to toxic-bin trades, and requote liquidity after an arbitrage. It works alongside the LP strategy you create and is not a standalone Model or Agent.
Strategically auto-adjusts the distribution of assets
Auto-rebalance (AR) is a HawkFi automation that strategically adjusts the distribution of assets between different tokens in a pool to maintain an optimal position within the market’s price range.
Auto-rebalance (AR) closes or adjusts the old range and opens a new range based on the selected rebalance type and mode.
These settings can apply across AR setups depending on the selected type and mode.
Swapped Rebalance
Moves the position range and uses swaps during the rebalance process.
Swapless Rebalance
Moves the position range without performing a swap.
Ping Pong
Advanced AR behavior that alternates rebalance behavior between two configured directions or ranges.
Deposit Mode
Auto-swap or No swap
Controls whether HawkFi swaps assets to match the required deposit ratio or keeps withdrawn assets intact for deposit.
Auto-Rebalance Deposit Slippage
3% slippage
Precision Hybrid + Rebalance
Ping Pong Auto-rebalance
AR can move the full range while Hybrid manages shape exposure.
Keep the Hybrid position active as market conditions move.

Sets the slippage limit used when AR deposits into the new position.
Auto-Rebalance Swap Slippage
Dynamic, max 5% slippage
Sets the swap slippage limit when Auto-swap is used.
AR Cooldown
1 hour
Controls how soon AR can trigger again after a directional rebalance. Current UI supports 0 minutes to 24 hours.
Rebalance Buffer
None, Price, or Time
Adds an optional buffer condition before AR executes.
Precision Curve + Rebalance
Ping Pong Auto-rebalance
AR can move the full range when the selected rebalance rule is met.
Keep the Curve position working near the active bin.
HFL
Ping Pong Auto-rebalance
AR can move the range frequently as price moves.
Keep a tight range active near current price.
MCU
Swapped Auto-rebalance
AR can move the range based on directional or timing rules.
Support longer timeframe directional LP management.
Best for deep price corrections in early & high volume-token launches
Heart Attack Wide is a variant of the HawkFi Heart Attack model for deeper price corrections in early and high-volume token launches.
It gives wider downside coverage for deeper launch corrections with Bid-Ask liquidity and auto-TP to SOL
Best for
Deeper price corrections in early and high-volume token launches where wider downside coverage matters more than tight fee concentration.
While this is a model with a combination of automations, the automations are still customizable to your liking.
For deeper automation mechanics, see the .
Heart Attack Wide is for launch conditions where the correction looks deeper than a tight Spot setup can comfortably cover, but the LP still wants a simple model with SOL-denominated exits.
The simple reason to use it: widen the downside coverage versus Heart Attack Tight, keep the model focused on deeper correction entries, then let TP:SOL handle the exit when the configured profit condition is reached.
(Coming soon)
Join our Discord for questions & discussions on HFL:
(Coming soon)
How it works
Compared with the parent Heart Attack model, Heart Attack Wide shifts the setup into a wider Bid-Ask position so the LP can stay useful through deeper pullbacks and retracement setups. Take Profit (TP) can close the position at the configured profit target and output to SOL.
Ideal entry
During deeper price corrections: wide, single-side SOL only
Bid-Ask liquidity shape
Compared with Heart Attack Tight, this variant uses a wider Bid-Ask distribution to place deeper downside bids while keeping asks ready for retracement exits.
Bid-Ask
Take Profit (TP)
Closes the position when the configured Take Profit condition is reached and outputs to SOL.
TP:SOL, 7% profit, customizable
Concentrate liquidity to maximize fee-generation or swing trading gains
Reshape Liquidity (RL) is a HawkFi automation that dynamically reshapes your liquidity distribution to stay concentrated around the active bin as price moves within your range.
Reshape Liquidity (RL) auto reshapes liquidity when the active bin, or pool price, moves beyond the configured trigger bins.
Example: when the pool price moves beyond 5 bins, your position's liquidity distribution will be auto reshaped to Curve.
Advanced RL adds shape flipping near the edge of the position.
Move your position in range to earn fees with swap-based rebalance
Swapless Rebalance is the HawkFi Auto-rebalance (AR) type that moves the position range while keeping original assets intact for another range.
Swapless Rebalance closes or adjusts the old range and opens a new range without using any swaps.
AR Cooldown
Wait before AR can trigger again
Controls how soon Up or Down, Up only, or Down only can trigger again after a rebalance.
Fixed Schedule
Rebalance every 2 hours
Rebalances based on a schedule while avoiding swaps.
Up or Down
Rebalance up or down after 10 minute cooldown
Lets the range follow price in both directions without swapping.
Up only
Rebalance up after 10 minute cooldown
Lets the range follow upward price movement without swapping.
Down only
Rebalance down after 10 minute cooldown
Lets the range follow downward price movement without swapping.
Auto-Rebalance Deposit Slippage
Configured deposit slippage
Sets the slippage limit used when AR deposits into the new position.
Liquidity Shape on Rebalance
Spot, Curve, Bid-Ask, Hybrid

Sets the liquidity shape used after the rebalance.
Flip Buffer
5 bins
How close price can get to the edge before flipping to the Alternate Shape.
Alternate Shape
Hybrid: 50% Spot, 50% Bid-Ask
The after shape used by the position.
Alternate Shape Allowed Bin Movement
Hybrid: 50% Spot, 50% Bid-Ask
The shape used after the edge flip.
Alternate Allowed Bin Movement
12 bins
How far price can move before reshaping back to the Alternate Shape.
Alternate Flip Buffer
2 bins
How close price can get to the edge before flipping back to the Starting Shape.
Advanced RL can flip between Starting Shape and Alternative Shape near position edges.
Keep the starting liquidity shape and alternative liquidity shape.
Liquidity Shape After Rebalance
The shape HawkFi reshapes the position into after Basic RL triggers. Example: Curve.
Allowed Bin Movement
The number of bins the active bin can move before Basic RL triggers. Current possible range: 1 to 51 bins.
Starting Shape
Curve
The starting shape used by the position.
Allowed Bin Movement
5 bins
Reshapes liquidity back into a Curve around the active bin.
Keep liquidity near current price for fee concentration.
Reshapes liquidity back into the selected Bid Ask shape.

How far price can move before reshaping back to the Starting Shape.
Adapt the Hybrid shape as price moves through volatility.
Reshape Liquidity
The liquidity distribution inside the range.
Auto-rebalance
The full position range.
Automatically reinvest earned fees or rewards back into your position
Auto-compound (AC) is a HawkFi automation that automatically reinvests trading volume fees or rewards back into your position.
Auto-compound (AC) reinvests earned fees or rewards back into your liquidity position when the compounding condition is met.
Example: when your earned $50 in fees, HawkFi will add back those fees back into the position instead of leaving them idle.
Liquidity shape on compound
Spot
Your compounded fees and rewards will be deposited equally to each price bin of your position's price range.
Precision Curve
Compounds earned fees back into the position while RL manages the Curve shape.
Precision Hybrid
Compounds earned fees while Hybrid manages fee capture and swing style exposure.
HFL

Compounds earned fees back into a high frequency LP position when enabled.
Auto-compound (AC)
Fees or rewards are reinvested back into the LP position.
You want generated fees to keep working inside the position.
Auto-accumulate Fees (AA)
Fees are claimed and converted in USDC or SOL
You want to separate fees earned from position.
Automatically close your position when your downside condition is reached
Stop Loss (SL) is a HawkFi automation for risk management that automatically closes your position to prevent further losses once a specific price level is reached
Stop Loss (SL) monitors your selected trigger and closes the position when the configured downside condition is met.
Take Profit settings define the trigger, slippage, and asset handling after the position closes.
Pool price
Pool price falls to 0.05
Triggers SL when the pool price reaches the configured loss target.
Position balance
Position value falls to $700
Triggers SL when the position balance reaches the configured value.
Unclaimed fees
Unclaimed fees fall below the configured threshold
Triggers SL when unclaimed fees reach the configured value.
Balance + unclaimed fees
Combined value falls to $750
Triggers SL when the combined position balance and unclaimed fees reach the configured value.
Market cap
Market cap falls to $350K
Triggers SL when market cap reaches the configured loss target.
Position age
Position closes after 3 hours
Triggers SL when the position has met configured amount of time.
PnL (USD)
USD PnL reaches -20%
Triggers SL when position PnL reaches the configured negative percentage measured in USD.
PnL (SOL)
SOL PnL reaches -20%
Triggers SL when position PnL reaches the configured negative percentage measured in SOL.
No Swap
Keep assets as-is
Closes the position and sends the assets to your HawkFi wallet without swapping them.
Swap to SOL
Convert withdrawn assets to SOL
SL Trigger
Pool price
Selects which condition HawkFi watches to decide when Stop Loss should execute.
Stop Loss Slippage
Fixed at 3 percent
Heart Attack
Closes the position when the position reaches -20% PnL
Exit when the SL rule is reached.

Closes the position, swaps the assets to SOL, and sends them to your HawkFi wallet.
Swap to USDC
Convert withdrawn assets to USDC
Closes the position, swaps the assets to USDC, and sends them to your HawkFi wallet.
Sets the slippage limit used when SL closes the position and performs any selected swap.
Deploy 24/7 quant agents for market making, screened liquidity providing, and Osprey-based token trading.
HawkFi Agents are 24/7 quant agents built to run market making, screened liquidity providing, Osprey-based token trading, execution models, and liquidity automations. They are the deployable layer of the HawkFi Agent Terminal.
Use Agents when you want a machine-speed system that can keep operating around a configured market view instead of managing every quote, screen, entry, and automation manually.
The next wave of retail investors will be AI-native, data-driven, and always-on. HawkFi Agents are built for that user: someone who wants specialized agents for specific assets, venues, and market regimes.
Market Making Agent focuses on MM through Dynamic Limit Order quoting. Screener Agent uses Osprey to screen opportunities and route qualified entries into HawkFi Models. Osprey Trading Agent uses eligible Osprey signals to enter and manage direct token trades. Each specialized Agent expands the factory toward broader agent intelligence across spot, perps, and tokenized markets.
Each HawkFi Agent handles a different part of the trading workflow:
HawkFi Agents currently has three agent types:
HawkFi Agents documentation is organized from product overview to agent type:
Choose the HawkFi path that fits the market opportunity you want to trade.
Fund the selected Agent workflow before creating or activating a live Agent.
Market Making Agent is the next page after this overview. It explains HawkFi's agent for managing buy and sell quotes around price.
Screener Agent uses Osprey V2 for the 24/7 screening flow that can be selected from the New Agent page.
Osprey Trading Agent uses eligible Osprey signals for direct token trades with configured entry, allocation, filter, and exit controls.
HawkFi Laboratory is the experimenting and benchmarking tool for strategies, HawkFi models, and HawkFi agent configurations.
Check Agent balances, live behavior, open positions, and the settings that may need attention after launch.
Uses Osprey to find qualified opportunities, then opens and manages LP positions with HawkFi Models.
Osprey Trading Agent
Uses eligible Osprey signals to enter and exit direct token trades.
Manages live bid and ask quotes around the market price.
Market Making Agent
Permissionless Market Making
Uses Dynamic LO mechanics to manage buy and sell quotes around price on a pool.
HawkFi Agents
Introduces the three agent types and helps users choose where to start.
Product overview, agent philosophy, and where Agents fit in the HawkFi Agent Terminal.
Agent type page
Explains one agent type in more detail.
Osprey LP Screener Agent
Quant-optimized Dynamic Liquidity Market Making
Uses Osprey V2 and HawkFi Models to screen for runner opportunities and route qualified LP entry.
Osprey Trading Agent
Osprey-based token trading
Uses eligible Osprey signals, user-configured filters, capital limits, and full-position exits to manage token trades.
What it is for, how it works, core building blocks, setup flow, and related HawkFi surfaces.
Agent type's advanced settings or Agent specific models
Explains a deeper setup concept inside one agent type.
Examples: Market Making Agent Execution Models and Advanced Settings.
Automatically collect earned fees into your HawkFi wallet
Auto-accumulate Fees (AA) is a HawkFi automation that strategically lets you accumulate fees into your HawkFi wallet.
Auto-accumulate Fees (AA) claims earned fees or rewards when the accumulation condition is met. Choose No Swap to keep the claimed assets in their original tokens, or choose an available destination such as SOL, USDC, or the pool's base token to claim and swap the assets into that token.
No Swap
Claims fees and rewards into Your HawkFi Wallet in their original tokens without executing a swap.
SOL
Claims fees and rewards and swaps them to SOL.
USDC
Claims fees and rewards and swaps them to USDC.
BASE
Claims fees and rewards and swaps them to the pool's base token when available.
HFL
Claims and swaps earned fees from the concentrated LP position when enabled.
Accumulate fees separately from a concentrated range strategy.

Automatically close your position when your profit target is reached
Take Profit (TP) is a HawkFi automation that automatically closes your position once a specific profit target is reached.
Take Profit (TP) monitors your selected trigger and closes the position when the configured profit condition is met.
Example: if your Pool Price TP Trigger is reached, HawkFi 100 percent of assets, claim fees and rewards, close the position, and send the assets to your HawkFi wallet.
Take Profit settings define the trigger, slippage, and asset handling after the position closes.
Auto-accumulate Fees (AA)
Fees or rewards are claimed into Your HawkFi Wallet using the selected swap option.
You want to separate earned fees from the position.
Auto-compound (AC)
Fees or rewards are reinvested back into the LP position.
You want generated fees to keep working inside the position.
Pool price
Pool price reaches 0.08
Triggers TP when the pool price reaches the configured target.
Position balance
Position value reaches $1,000
Triggers TP when the position balance reaches the configured value.
Unclaimed fees
Unclaimed fees reach $50
Triggers TP when unclaimed fees reach the configured value.
No Swap
Keep assets as-is
Closes the position and sends the assets to your HawkFi wallet without swapping them.
Swap to SOL
Convert assets to SOL
TP Trigger
Selects which condition HawkFi watches to decide when Take Profit should execute.
Take Profit Slippage
Sets the slippage limit used when TP closes the position and performs any selected swap.
Heart Attack
Closes the position when the position is 7% in PnL
Lock in gains from a quick-fee genearation position.

Balance + unclaimed fees
Combined value reaches $1,050
Triggers TP when the combined position balance and unclaimed fees reach the configured value.
Market cap
Token Market cap reaches $10M
Triggers TP when Token market cap reaches the configured target.
Position age
Position closes after 24 hours
Triggers TP when the position has met configured amount of time.
PnL (USD)
USD PnL reaches 7%
Triggers TP when position PnL reaches the configured positive percentage measured in USD.
PnL (SOL)
SOL PnL reaches 7%
Triggers TP when position PnL reaches the configured positive percentage measured in SOL.
Closes the position, swaps the assets to SOL, and sends them to your HawkFi wallet.
Swap to USDC
Convert assets to USDC
Closes the position, swaps the assets to USDC, and sends them to your HawkFi wallet.
Move your position in range to earn fees with swap-based rebalance
Swapped Rebalance is the HawkFi Auto-rebalance (AR) type that moves the position range while swapping assets to match the assets for another range.
Swapped Rebalance closes or adjusts the old range and opens a new range based on the selected mode.
Example: if price moves beyond the configured AR trigger, HawkFi can move the range and use the selected liquidity shape on rebalance.
Fixed Schedule
Rebalance every 1 hour
Rebalances based on time instead of price direction.
Up or Down
Rebalance up or down after 5 minute cooldown
Lets the range follow price in both upward and downward movement.
Up only
Rebalance up after 5 minute cooldown
Lets the range follow upward price movement only.
Down only
Rebalance up after 5 minute cooldown
Lets the range follow downward price movement only.
AR Cooldown
0 minute
Controls how soon Up or Down, Up only, or Down only can trigger again after a rebalance.
Auto-Rebalance Deposit Slippage
3% slippage

Sets the slippage limit used when AR deposits into the new position.
Liquidity Shape on Rebalance
Spot, Curve, Bid-Ask, Hybrid
Sets the liquidity shape used after the rebalance.
Fund the selected HawkFi Agent workflow before activation.
Funding depends on the Agent type. Market Making Agent and Screener Agent use the shared Agent funding flow. Osprey Trading Agent receives its configured trading allocation in an isolated WSOL account when the agent is created.
Choose the Agent type before funding so the capital follows the correct workflow.
Choose an Agent type
Market Making Agent, Screener Agent, and Osprey Trading Agent use funds differently.
, then connect the wallet that will authorize your Agent actions.
For Market Making Agent or Screener Agent, find Agents Fund in the HawkFi Agents interface.
For Osprey Trading Agent, open New Agent, select Osprey Trading Agent, and configure the agent before funding it with Create Agent and Deposit
The relevant balance should show the funded amount: Agents Fund for Market Making Agent or Screener Agent, or the Osprey Trading Agent portfolio balance after creation. Confirm that the amount matches the Agent settings you plan to use.
For Market Making Agent, fund enough inventory for the quote setup you plan to run and keep the required SOL reserve.
For Screener Agent, align funding with the fixed position size, maximum open positions, and maximum pools in your Entry Settings.
For Osprey Trading Agent, confirm that Maximum agent allocation covers SOL per entry across Maximum open trades. The creation flow deposits that allocation into the agent before activation.
Wait for the transaction to confirm. For Market Making Agent or Screener Agent, check the updated Agents Fund balance before activation. For Osprey Trading Agent, confirm that its portfolio balance appears in the Agents table after creation and activation.
Decide your working amount
The amount should match the position size, open-position limits, or inventory you plan to configure.
Keep a SOL reserve
The Agent wallet needs SOL for the Agent workflow and network activity.
Review fees and risk
Funding an Agent does not guarantee fills, entries, or returns.
Aim to outperform HODL PnL by capturing PnL spread with live Dynamic Limit Order buy and sell quotes
Market making on Solana used to be reserved for prop AMMs, trading firms, and teams with custom infrastructure. HawkFi Market Making Agent helps users aim to outperform HODL PnL in two-way markets, with optimized models, Dynamic LO execution, and 0% execution cost for Agents funded with more than $500.
The Market Making Agent is a HawkFi Agent type designed to bring institutional-style market making to HawkFi users.
Users with access can deploy and customize HawkFi Market Making Agents that continuously place buy orders just below the current price and sell orders just above the current price on a pool, such as SOL-USDC, cbBTC, whETH, ZEC, JUP, JLP, MET, JTO, or HYPE.
Under the hood, Market Making Agents use a live ladder of resting Dynamic Limit Orders (DLO) on Meteora DLMM.
These are not static rule-based bots. The execution models are tuned for different market regimes and asset classes, so spread, refresh tempo, and inventory skew can adapt to what each asset is actually doing.
from 100% of the PnL spread (Markouts), at 0% execution cost for Agents funded with more than $500.
When the agent places quotes, it tries to buy slightly below the current price and sell slightly above the current price. If fills are clean and market conditions cooperate, the difference between those fills can become spread PnL, also called markout.
The Agents page shows Market Making Agent capital in two places:
Use these values to check how much capital is committed to Market Making Agents after funding or order activity.
The shared Open Positions table also includes columns used by Screener Agent LP positions. UNCLAIMED FEES and UNREALIZED PNL describe positions opened by Screener Agents, not Market Making Agent open orders.
On the Dynamic Limit Order dashboard, bid and ask visuals follow the same color convention across the chart and bin display:
Use this simplified walkthrough to create a Market Making Agent
Connecting your wallet lets you sign transactions and control your agents. Your connected wallet authorizes actions for your agents and agent wallet. HawkFi cannot control your Wallet since they are designed to be self-custodial.
Agent wallets are designed so you can allocate SOL based on the amount you want the agent to use. The current minimum to use HawkFi Market Making Agent efficiently is 1 SOL.
See for the shared funding checklist.
HawkFi keeps Market Making Agent fees simple:
Join our Discord for questions and discussions on HawkFi:
Lifecycle
Reviews the final setup, confirm funding, and create the agent.
Search the pair or paste the pool address you want to market make. Example pools and assets include SOL-USDC, cbBTC, whETH, ZEC, JUP, JLP, MET, JTO, and HYPE. For thinner or more speculative pools such as CARDS, PUMP, or PUMPCADE, test in HawkFi Laboratory first and start with a more defensive Execution Model.
Select your Execution Model
Use SOL Wide or SOL Tight for SOL-USDC. For other assets, start with Blue Chip General, Mid-Cap, Small-Cap, or Micro-Cap based on the token's market-cap category.
The selected model applies its starting quote-placement and inventory-hedging defaults. You can adjust the settings before creating the agent.
You can hover on each Market Making Agent configuration tooltip to learn what each setting controls.
Best for
Two-way, range bound, consolidating, or volatile markets where the user wants live maker quotes around price.
How it works
Places and refreshes buy and sell orders around the current pool price through Dynamic Limit Orders mechanics.
Best market shape
Two-way, range bound, consolidating, or volatile price action.
Ideal assets:
Crypto: SOL-USDC, cbBTC, whETH, ZEC, JUP, JLP, MET, JTO, and HYPE. Experimental or thinner examples to test carefully first: CARDS, PUMP, and PUMPCADE.
Agent Settings
Choosing the pool, deposit size, execution model, inventory split, order count, spread factor, and optional Advanced Settings.
Inventory Funding
Adds the funds the agent will use for market making, plus the SOL reserve needed to run.
Quote Management
Agent Portfolio
Deployed includes Market Making Agent vault funds, including idle inventory and value currently locked in open orders.
Agents table BALANCE column
Market Making Agent rows show the total vault value and a per-token breakdown. Screener Agent rows leave this cell blank.
Blue
Bid quotes
Orange
Ask quotes
Execution Models are responsible to how wide or tight the Market Making Agent will be. \ Learn more about Execution models here
0% fees for Market Making Agents funded with more than $500.



Reviews how many buy and sell orders the agent can place, how much inventory it can use, and when orders should be replaced.
No automation tier
Not applicable
$50 to $500
5-minute automation
5 bps
More than $500
5-minute automation
0 bps





Tune how cautious, aggressive, or selective the agent should be when placing orders
Advanced Settings are for HawkFi Market Making Agents users who want to tune how cautious, aggressive, or selective the agent should be when placing orders.
Most users can start with an Execution Model default, then adjust advanced parameters only when they understand the tradeoffs.
Advanced Settings belong conceptually under Agent Settings. They change how the agent places, sizes, refreshes, filters, and protects quotes before the agent is funded and launched.
They do not replace Execution Models. Execution Models choose the baseline behavior. Advanced Settings let experienced users tune that behavior.
Placement settings control where quotes sit around the current price and how the agent responds when market conditions change.
Signal settings help the agent decide whether the current price action is clean enough to quote or whether it should become more selective.
Momentum settings help protect the agent from one-sided or fast-moving price action.
EV Gate settings help the agent require more expected edge before taking risk.
Sizing settings control how much the agent places on each side.
Stoikov gamma (experimental) ranges from Off to 1.0 and is off by default. It changes quote prices, while Inventory skew changes the relative size placed on each side. Test positive gamma values in HawkFi Laboratory before using them in a live configuration.
Active inventory hedging is enabled by default for the six selectable Execution Models. It can pause quotes and use spot liquidity to rebalance filled inventory when the configured profit conditions are met.
The default timing and markout values depend on the selected Execution Model. See for the current model table.
Requote settings control when old quotes should be replaced.
Placement toggles
Adaptive placement and requote-on-fill behavior.
Placement
Base spread, level spacing, volatility spread, and max spread.
Signals
Fair value lookback, mean reversion, directional lookback, directional bias, and directional offset.
Momentum
Momentum lookback, momentum threshold, momentum spread, and toxic-side size.
EV Gate
Adaptive placement
Allows the agent to adjust placement as market conditions change.
Requote on fill
Refreshes quote placement after a fill.
EV gate
Fair value lookback
Looks back to estimate where fair value may be.
Mean reversion
Adjusts behavior when price may be reverting toward fair value.
Mean reversion offset
Momentum lookback
Checks recent price movement for momentum.
Momentum threshold
Sets how much movement is needed before momentum logic matters.
Momentum spread
Min edge
Sets the minimum expected edge before quoting.
Fair value weight
Controls how much fair value influences expected edge.
Momentum penalty
Min size
Sets the minimum quote size behavior.
Inventory skew
Adjusts quote behavior when the agent holds too much of one side.
Stoikov gamma (experimental)
Use active inventory hedging
Turns automatic inventory recovery on or off. Turning it off is saved for that agent.
Rebalance time check
Sets how long an unmatched fill must remain before the agent can use Minimum markout.
Minimum markout
Requote threshold
Replaces quotes when price moves too far away.
Max order age
Replaces quotes after they stay live too long.
Minimum edge, fair value weight, and penalties for risky conditions.
Sizing
Minimum size, inventory skew, Stoikov gamma, max side size, minimum order value, fee share, and quote update cost.
Inventory hedge
Whether filled inventory can be rebalanced and the timing and profit thresholds used.
Requote
Requote threshold and maximum order age.
Turns expected-value gating on or off. When enabled, the agent can require a minimum expected edge before placing size.
Markout horizons
Sets the time windows the model uses to evaluate post-fill quality.
Base spread
Sets the starting quote distance from the current price.
Level spacing
Controls spacing between quote levels when using multiple bids and asks.
Volatility lookback
Looks back across recent steps to estimate how noisy the market is.
Volatility spread
Widens quotes when volatility is higher.
Max spread
Caps how far the agent can widen quotes.
Controls how much the agent offsets quotes for mean reversion behavior.
Directional lookback
Looks back for directional movement.
Directional bias
Controls how strongly directional movement affects quote placement.
Directional offset
Caps how much directional bias can move quotes.
Widens quotes when momentum risk increases.
Toxic-side size
Reduces quote size on the side most exposed to toxic fills.
Penalizes quoting into risky momentum.
Volatility penalty
Penalizes quoting when volatility is too noisy.
Inventory penalty
Penalizes quotes that worsen inventory imbalance.
Full-size edge
Sets the edge needed before using larger quote size.
Shifts the center of the bid and ask ladder away from excess inventory. Off preserves the existing quote center; higher values create a stronger shift.
Max side size
Caps how large one side of the quote ladder can get.
Min order value
Sets the minimum order value the agent should place.
Fee share
Controls the fee share assumption used by the agent.
Quote update cost
Estimates the cost of updating quotes.
Sets the protected profit required to rebalance after the time check.
Early markout
Sets the higher protected-profit requirement used before the time check.
Check Agent balances, live behavior, open positions, and the settings that may need attention after launch.
Use the HawkFi Agents page to check how much capital is deployed, what the Agent is doing, and whether its current behavior still fits the setup you intended.
Market Making Agent
Agent Portfolio, the Agents table, and the Dynamic Limit Order dashboard
Open a PNL Card from a supported Agent row by clicking PROFIT, or select PNL Card in Market Making Agent Analytics. Switch between USD and SOL, hide or show stats, then download or copy the image.
Market Making Agent PNL Cards chart the agent against HODL from the same starting point, in USD or SOL. The chart appears when enough performance history is available.
Agent Portfolio includes Market Making Agent vault funds in Deployed. This includes idle inventory and value currently locked in open orders.
Market Making Agent rows in the Agents table show total vault value and a per-token breakdown in the BALANCE column.
For a newly funded Market Making Agent, PROFIT and HODL show - until the first scored fill. This avoids treating funded but not-yet-quoted capital as a loss.
Funded Market Making Agent rows show a performance status under the agent name. The status follows the selected USD or SOL display and compares the agent with HODL in that currency.
Screener Agents do not show this indicator. A Market Making Agent also shows no indicator when comparison data is not available yet. Agent Health summarizes relative performance; it does not guarantee future results or report infrastructure health.
On the Dynamic Limit Order dashboard, bid and ask visuals use the same colors across the chart and bin display:
Use Market Making Agent Analytics and HawkFi Laboratory to decide whether the execution model still fits the pool.
Screener Agent rows leave the Agents table BALANCE cell blank. Positions opened by Screener Agents appear in the shared Open Positions table.
UNCLAIMED FEES applies to Screener Agent LP positions. It does not apply to Osprey Trading Agent token trades or Market Making Agent open orders.
UNREALIZED PNL can appear for Screener Agent LP positions and Osprey Trading Agent open trades. In each case, it describes that LP position or token trade. It does not describe Market Making Agent open orders.
If Osprey V2 High Volume 5M (Selective) has not opened a position, that does not automatically mean the Agent is broken. The model is selective by design and waits for higher confidence entries instead of forcing constant positions.
Osprey Trading Agent rows show a portfolio balance based on the agent's WSOL and current token accounts. Use the positions shortcut on the Agent row to scope the shared position tables to that agent.
Open trades show the token, age and Agent name, current token balance, original entry price, UNREALIZED PNL, and an entry transaction link. Select EXIT to review a full-position swap back to the agent's WSOL account.
Closed trades show the trade age, Agent name, REALIZED PNL, closure time, and ENTRY and EXIT transaction links.
Separate a funding issue, a market-fit issue, and a configuration issue before changing settings.
For Market Making Agent, review and .
For Screener Agent, review the .
For Osprey Trading Agent, review its .
Use to compare a Market Making Agent configuration or LP model against the same historical pool conditions before live deployment.
Keep the reason for the change clear so you can tell whether the new behavior came from the execution model, advanced settings, position management, or exit rules.
Vault value, idle inventory, open-order value, bid and ask placement, fills, markout, and inventory drift.
Screener Agent
The Agents table and shared Open Positions table
Whether Osprey has opened a position, position value, unclaimed fees, unrealized PnL, and the position management or exit rules attached to the setup.
Osprey Trading Agent
The Agents table and shared Open Positions and Closed Positions tables
Agent portfolio balance, open and closed trades, entry and exit transactions, unrealized or realized PnL, and manual exit controls.
New
The agent started less than one hour ago and is still establishing a track record.
Healthy
The agent has positive PnL, is ahead of HODL, or does not yet meet a Needs watch condition.
Needs watch
Blue
Bid quotes
Orange
Ask quotes
Too few fills
Orders may be too wide, the pool may be inactive, or the selected model may be too defensive.
Too many bad fills
Orders may be too tight, momentum may be one-sided, or the pool may need a more defensive model.
Inventory drifts too far
The agent has negative PnL and either trails HODL by more than 25%, or HODL has remained ahead for at least 48 hours.
Stopped
The agent is paused or archived.
Inventory skew, split, utilization, or model defensiveness may need adjustment.
High activity without better edge
Quote cadence, requote threshold, or spread factor may be too aggressive.
Choose the starting quote behavior for a HawkFi Market Making Agent.
Execution Models set how a Market Making Agent starts placing quotes. Choose a model based on the pool and asset category, then adjust settings if you want a different balance between fill opportunity and protection.
Selecting a model applies its default quote-placement and inventory-hedging settings. It is a starting configuration, not a locked strategy.
Market cap is a starting guide for the non-SOL models:
Pool liquidity, volume, fee tier, and current price behavior still matter. Test a configuration in HawkFi Laboratory before making a live agent more aggressive.
After a one-sided fill, active inventory hedging can pause quotes and use spot liquidity to rebalance inventory when the selected model’s profit conditions are met.
Users can adjust these controls or turn active inventory hedging off in .
Quote distances scale with the selected pool’s DLMM bin step, so each current Execution Model keeps its intended quote posture across pools. Existing agents retain their saved configuration and are not automatically migrated when model defaults change.
SOL Wide
SOL-USDC when you prefer more distance from the current price.
Starts with wider quote placement and a more defensive fill posture.
SOL Tight
SOL-USDC when you want quotes closer to price.
Starts with tighter quote placement for more fill opportunity, with greater adverse-selection risk.
Blue Chip General
Non-SOL assets with a market cap of $1B or more.
Uses quote distances that adjust to the selected pool’s DLMM bin step, so the model keeps a similar quote posture across blue-chip pools.
Mid-Cap
Assets with a market cap from $100M to $1B.
Starts with a balanced posture for active pools with less depth than blue chips.
Small-Cap
Assets with a market cap from $10M to $100M.
Starts more defensively to account for thinner liquidity and faster inventory movement.
Micro-Cap
Assets with a market cap below $10M.
Starts with the most defensive defaults for sparse and more volatile liquidity.
Micro-Cap
Under $10M
Small-Cap
$10M to $100M
Mid-Cap
SOL Wide
45 minutes
5 bps
40 bps
$100M to $1B
Blue Chip
$1B and above
SOL Tight
30 minutes
5 bps
50 bps
Blue Chip General
30 minutes
10 bps
100 bps
Mid-Cap
20 minutes
15 bps
250 bps
Small-Cap
15 minutes
20 bps
400 bps
Micro-Cap
10 minutes
25 bps
600 bps
24/7 autonomous trenching
Catching a token opportunity is only half the job. You still need to size the entry, manage the trade, watch the risk, and exit on time.
If you have traded from Axiom, GMGN, or Photon, you know how quickly a token screener becomes a firehose. New pairs, migrations, memes, and short-lived activity compete for attention every second.
Most screener feeds can feel like 99% noise. The hard part is finding the small amount of signal worth acting on.
Osprey is built for the signal side of that workflow. It screens continuously, applies the selected model and your personalized rules, then sends eligible opportunities into the Agent's trading checks.
Osprey Trading Agent is built for direct token trading. It can turn an eligible Osprey signal into a token trade using the entry size, total allocation, filters, re-entry behavior, and exit rules you customize in advance.
Osprey Trading Agent is for token trading. It does not open LP positions like Screener Agent or manage live bid and ask quotes like Market Making Agent.
Osprey Trading Agent is a HawkFi Agent for users who want Osprey to watch for opportunities 24/7 and trade selected tokens within personalized boundaries.
When a signal matches the selected Osprey model and filters, the agent can buy the selected token using its trading balance.
The configured take profit, stop loss, or maximum hold can sell the full position back to the agent's trading balance. You can also request a manual exit or close the agent.
The basic journey is straightforward:
The full walkthrough below shows the same journey with the exact controls and screenshots.
Osprey Trading Agent offers three screening models. Selective remains the default.
When you select Osprey Edge, TARGET ENTRIES PER DAY sets a rolling 24-hour cap. This Edge-only control is separate from Adaptive sizing strength, which controls whether an eligible entry can be smaller than SOL per entry.
Use Osprey Trading Agent when you want a repeatable token-trading workflow without manually watching every signal and rebuilding the entry and exit plan each time.
Osprey gives you two ways to manage a trade: Autopilot and Copilot. Both automate eligible entries. The difference is how you manage the full-position exit.
Your settings define what can qualify, how much capital the Agent can deploy, and how a full-position exit is handled.
Osprey can find eligible opportunities, enter trades automatically, follow your take-profit and stop-loss settings, and show your open and closed trades in one place. You can also manually exit any open trade.
We're planning more ways to help you follow, manage, and share your Osprey trades. These features are not live yet:
Telegram notifications when Osprey opens a trade
Entry market cap compared with all-time-high market cap, so you can see how far a token has moved and decide whether to hold or exit
Shareable PNL cards for Osprey Trading Agent trades
A live Osprey signal feed showing win rates and profit multipliers
Use this simplified walkthrough to create an Osprey Trading Agent.
, connect the wallet that will own the agent, and complete HawkFi account setup if prompted.
Select Osprey Trading Agent from the three Agent options. The setup uses two sections: Entry Settings and Exit Settings.
Join our Discord for questions and discussions on HawkFi:
V2 Agent Terminal
Set Agent Name, SOL per entry, Maximum agent allocation, and Maximum open trades. Choose Osprey High Volume 5m Selective, Osprey High Volume 5m Degen, or Osprey Edge, then review ENTRY MAX SLIPPAGE. If you choose Osprey Edge, also review TARGET ENTRIES PER DAY.
Set at least one MARKET CAP RANGE boundary. Review Adaptive sizing strength and No re-entry, then use ADD FILTER if the agent needs additional token-level limits.
Set both Set stop loss and Set take profit. Review Exit slippage and the optional Maximum hold, which requests an exit at the next evaluation after the configured number of minutes from confirmed entry.
Select Review from the top, confirm every control, then select Create Agent and Deposit. Approve the connected-wallet transaction that funds the agent allocation. After funding and activation succeed, HawkFi reports Osprey Trading Agent funded and active and the agent waits for the next eligible Osprey signal.
1. Choose the Agent
Open the New Agent page and select Osprey Trading Agent.
2. Set the capital boundaries
Choose SOL per entry, Maximum agent allocation, and Maximum open trades.
3. Choose how Osprey screens
Osprey High Volume 5m Selective
Fewer, highest-confidence entries.
Osprey High Volume 5m Degen
Broader coverage, more entries, and higher risk.
Osprey Edge
Continuous opportunity screening
Osprey watches for eligible opportunities 24/7. Signals must match the selected model and filters before the agent considers them for entry.
Personalized capital boundaries
You define the entry size, total allocation, and maximum number of open trades before activation.
Custom filters and exits
Autopilot
Osprey enters the trade, then exits the full position based on your configured Set take profit and Set stop loss targets.
Current-default example: Set take profit at +16% and Set stop loss at -40%. Osprey exits when either target is reached.
Copilot
Osprey enters the trade, then you decide whether to use EXIT or keep holding based on conviction. Your configured Set take profit and Set stop loss targets remain active.
Entry Settings
Sets the agent name, entry size through SOL per entry, total allocation, maximum open trades, Osprey model, entry slippage, market-cap range, adaptive sizing, re-entry behavior, and optional token filters.
Osprey screening
Uses high-volume token signals from the selected Osprey model and the configured filters to determine whether a signal is eligible for this agent.
Trade entry
Adaptive sizing strength can reduce an eligible entry below SOL per entry only when adaptive sizing is active at the deployment level and a valid downside-sizing score is available. If the scorer or deployment mode is off, or no valid score is available, the agent uses the configured SOL per entry as its static base size. The allocation and open-trade limits still apply in both cases.
Osprey Trading Agent opens token trades, not LP positions. Direct token exposure can lose value quickly, and configured exits do not guarantee an exact execution price.

Select Osprey High Volume 5m Selective, Osprey High Volume 5m Degen, or Osprey Edge.
4. Set trade rules
Configure market-cap boundaries, optional filters, re-entry behavior, and full-position exit controls.
5. Review and activate
Review the setup, select Create Agent and Deposit, and approve the funding transaction.
6. Monitor trades
Follow Agent status, open trades, and closed trades from HawkFi Agents.
Balanced opportunity and risk. It uses ML-powered signal ranking to guide entry selection and sizing.
You choose Selective, Degen, or Osprey Edge, plus market-cap boundaries, optional token filters, re-entry behavior, and full-position exit controls.
Repeatable trade rules
The agent uses the configured screening, entry, re-entry, and full-position exit controls when evaluating and managing eligible opportunities.
Monitoring in one place
HawkFi Agents shows Agent status alongside open and closed token trades.
Use +160% for Set take profit and -80% for Set stop loss. These wider targets give the trade more room to move, but require active monitoring. You can still manually exit the trade at any time if your conviction changes.
Buys the selected token from the agent's trading balance after an eligible signal passes the configured limits.
Exit Settings
Requires full-position take profit and stop loss, then applies exit slippage and an optional maximum hold.
Funding and lifecycle
Creates the agent, deposits its configured allocation, activates it after funding succeeds, and exposes edit, exit, pause, and close controls from the Agents interface.



Experiment with MM and LP agent configurations against HODL and passive benchmarks before deploying real capital.
HawkFi Laboratory is the research layer of the HawkFi Agent Terminal. Use it to test MM and LP strategies, HawkFi Models, and agent configurations before deploying real capital.
Laboratory turns the manifesto into a practical workflow: choose an asset, choose a market window, simulate a strategy, compare it against HODL and passive benchmarks, then refine the model or agent configuration before live execution.
Refine the setup, pick the model or agent configuration that fits the selected market, then use it as your starting point for live execution.
Once you find a Market Making or Liquidity Providing setup that fits your pool, market view, and risk style, use it as your starting point for real execution in the Agent Terminal.
explains the checks to make before turning a Laboratory result into a live setup.
HawkFi Laboratory currently has two modes.
Test the same pool, same time window, and same deposit amount when comparing setups.
Do not judge a model or strategy from final PnL alone.
Use pool behavior to guide strategy choice. Trending, ranging, high fee, and low fee pools can favor different setups.
Treat a backtest as research, not a promise.
Join our Discord for questions and discussion:
Recheck live market conditions before deploying capital.
Backtest DLMM liquidity strategies, , , and custom model setups against passive LP and hold benchmarks.
Helps you prepare setups for the core , or refine for
Backtest Dynamic Limit Order or Market Making Agent configurations before creating a
Helps you prepare and refine your Market Making Agent's , , and New Agent setup.
24/7 Screener Agent that catches ~70% of daily runners and deploys LP automatically
Most token opportunities are easy to miss manually. Tokens move fast, rotate fast, and often become obvious only after the best entry window is gone.
HawkFi Screener Agent brings 24/7 screening into HawkFi Agents, using Osprey to catch runners early and execute battle-tested models.
The Screener Agent is a HawkFi Agent type that brings 24/7 screening using Osprey to catch runners early and execute battle-tested quant models.
The HawkFi Screener Agent's core is Osprey
Use this simplified walkthrough to create a Screener Agent with Osprey selected in the Entry Model field.
Set the agent name, fixed position size, maximum open positions and pools, re-entry cooldown, pool selection criteria, and optional extra filters.
Choose an Osprey model as the Screening Agent. Osprey V2 High Volume 5M (Selective) remains the default.
Osprey V2 is designed to catch runners early by screening top pools 24/7 for opportunities most humans would miss.
Choose how HawkFi should execute once Osprey finds an opportunity. HawkFi screening agents use HawkFi's models as Execution Models
Want to dive deeper on Screener Agent Execution Models? See .
Add optional HawkFi automations such as Auto-Compound, Auto-Accumulate, Auto-Rebalance, or Reshape Liquidity if the position should keep managing itself after entry. Position Managements uses HawkFi's Automations. Wanna learn more about HawkFi automations? See
Decide whether you want to exit positions manually, use basic take profit and stop loss targets, or create custom advanced exit logic. Exit Settings use HawkFi's automations. Wanna learn more about HawkFi automations? See
Confirm the agent wallet funding, Entry Settings, Entry Model, Execution Model, position management, and exit rules before activating the agent.
Osprey is the screening agent inside HawkFi Screener Agent, designed to catch runners early by screening top pools 24/7 for opportunities most humans would miss.
It stays awake around the clock, watches token activity, catches daily runners, and routes winning opportunities into HawkFi agents.
Screener Agent offers three Osprey models. Selective remains the default.
A runner is a top opportunity that Osprey was expected to catch.
In this context, a top opportunity means a token represented by one of the highest-ranking HawkFi pools in the evaluation snapshot. These pools are usually ranked by recent pool fees, such as the latest 24-hour fees.
The benchmark maps each pool to its subject token, excludes denominator assets where appropriate, and checks whether the filtered high-volume agent alerted that token inside the report window.
In simple terms:
Osprey currently catches 70% of daily runners in the beta benchmark.
Osprey is not being framed around how many alerts it sends. It is being framed around how many runners it catches before they become obvious.
The simple read: Osprey finds the market while humans are still watching scattered token feeds, pool pages, and noise.
Most token opportunities are easy to miss manually. Tokens move fast, rotate fast, and often become obvious only after the best window is gone.
HawkFi made the Osprey agent to built that gap. It monitors the market continuously 24/7, applies a repeatable screening, and catches a meaningful share of the daily runner universe before manual monitoring would usually react.
No manual setup, coding, or stitching tools together. Osprey is live inside HawkFi agents and can be configured in clicks.
No guesswork. Osprey is benchmarked against runners caught, win rate, and PnL outperformance studies, with an agent that can keep learning and improving over time.
Osprey routes opportunities into HawkFi's high frequency LP execution stack, built on one of the most proven LP automation engines on Solana..
Join our Discord for questions and discussions on HawkFi:
Osprey V2 High Volume 5M (Selective)
Fewer, highest-confidence entries.
Osprey V2 High Volume 5M (Degen)
Broader coverage, more entries, and higher risk.
Osprey Edge
Osprey High Volume 5M V1
7d: Catches ~67% of daily runners 14d: Catches 52% based on latest 14 days study
A runner is a top-pool token Osprey should have caught.Runners caught = daily runners caught by Osprey / all eligible daily runnersEntry Settings
Choose the agent name, fixed position size, maximum open positions, , re-entry cooldown, pool selection criteria, optional extra filters, and
Initial Deposit
Choose the starting liquidity shape HawkFi should use after Osprey finds a matching opportunity. A position can use up to 250 total bins, including the active bin, with up to 249 bins on one side when the other side is empty.
Position Management
Market cap
Filters opportunities by token market cap.
Token liquidity
Filters opportunities by token-level liquidity.
Age
Screener Agent uses HawkFi models as its Execution Models Learn more about
Position Management and Exit Settings use HawkFi Automations Learn more about
Balanced opportunity and risk. It uses ML-powered signal ranking to guide entry selection and sizing.
~10/day
2
Runner detection
Screens high activity pools and only enters when agent sees a qualified runner setup
Deprecated
Osprey V2 High Volume 5M (Selective)
14d: Catches ~70% of daily runners
~3/day
1.20
High confidence opportunities
Prioritizes stronger setups with fewer, more focused entries.
Live beta
Osprey V2 High Volume 5M (Degen)
14d: Catches ~62% of daily runners
~6/day
1.67
Broader market opportunity coverage
Prioritizes maximum opportunity coverage with faster, less selective entries.
Live beta
Add optional such as Auto-Compound, Auto-Accumulate, Auto-Rebalance, or Reshape Liquidity.
Exit Settings
Choose exit basic TP/SL, or custom advanced exit logic.
Filters opportunities by token age.
Jupiter Organic Score
Filters opportunities by Jupiter Organic Score.
5m volume
Filters opportunities by recent 5-minute volume.
Fees
Filters opportunities by fee activity.
Pool TVL
Filters opportunities by pool-level TVL.
Base fee
Filters opportunities by pool base fee.
Bin step
Filters opportunities by pool bin step.
Review Osprey Trading Agent settings and monitor balances, trades, and manual exits.
As of July 2026: The values below are the verified defaults and validation ranges for a newly selected Osprey Trading Agent. They can change as the product evolves, and existing agents keep their saved settings when opened for editing.
SOL per entry
Once the agent is live, HawkFi Agents keeps the Agent status and trade history in one place.
Use the Agents table for the overall Agent. Use Open Positions and Closed Positions to follow individual trades:
Closed Osprey trades remain visible after their originating agent is archived. HawkFi preserves the agent name when it can still be resolved.
Select EXIT to review a manual full-position exit. Approve & Exit authorizes the current token balance to be swapped back to the agent's WSOL account. The empty token account is then closed and its rent is returned to Agents Fund.
0.1 SOL
Accepts 0.001 to 1 SOL. This is the maximum base size for one entry.
Maximum agent allocation
0.3 SOL
Must cover the configured entry size across the allowed open trades.
Maximum open trades
3
Accepts 1 to 10 concurrent trades.
OSPREY TRADING AGENT
Osprey High Volume 5m Selective
Select Osprey High Volume 5m Selective, Osprey High Volume 5m Degen, or Osprey Edge.
TARGET ENTRIES PER DAY
10 for Osprey Edge
Available only when Osprey Edge is selected. Accepts 1 to 40 and sets a rolling 24-hour cap. The Agent may enter fewer trades when fewer calls qualify. It does not change SOL per entry or guarantee a number of trades.
ENTRY MAX SLIPPAGE
3%
Accepts 0.01% to 5%.
MARKET CAP RANGE
Minimum 100,000 USD; no maximum
At least one non-negative boundary is required. The minimum must be lower than the maximum when both are set.
Adaptive sizing strength
100%
Accepts blank or 0% for fixed sizing, or 1% to 100% for partial to full adaptive sizing. A reduction occurs only when deployment-level adaptive sizing is active and a valid score is available; otherwise the configured SOL per entry remains the static base size.
No re-entry
Enabled
Prevents the agent from entering the same token mint more than once. If disabled, a re-entry cooldown can be set.
Set stop loss
-40%
Required for Osprey Trading Agent and applies to the full position.
Set take profit
+16%
Required for Osprey Trading Agent and applies to the full position.
Exit slippage
3%
Accepts 0.01% to 5%.
Maximum hold
480 minutes
Optional. Accepts 1 to 525,600 minutes or blank for no limit.
Token liquidity
Filters signals by token-level liquidity.
Age (hours)
Filters signals by token age.
Jupiter organic score
Agents table
Agent status, portfolio balance, HODL, PROFIT, configuration actions, and a shortcut to the agent's positions. The portfolio balance values the agent's WSOL and open token accounts in USD or SOL.
Open Positions
Token, age and agent name, current token balance, entry price, asset, UNREALIZED PNL, entry transaction, and EXIT.
Closed Positions
Filters signals by Jupiter Organic Score.
5m volume
Filters signals by recent five-minute volume.
Fees
Filters signals by fee activity.
Closed DLMM positions and closed Osprey Trading Agent trades for the connected wallet, ordered newest first. Each row includes the token, trade age, agent name, REALIZED PNL, closure time, and entry and exit transaction links.
Advanced swapless Auto-rebalance behavior for alternating range movement
Ping Pong is a HawkFi Advanced swapless Auto-rebalance (AR) mode that alternates rebalance behavior between two configured directions or ranges.
Ping Pong uses swapless Auto-rebalance (AR) to move the position between two configured sides instead of only following one continuous rebalance direction.
Example: after one side of the setup is reached, HawkFi can move the range according to the next configured Ping Pong behavior.
Ping Pong customizations should be filled from the current Ping Pong UI once the screenshot is added.
Total bins if AR down
68 bins
Sets the total number of bins used when the position goes out of range below and AR down succeeds.
Spread
0-bin spread
Sets how far the new range is placed from the effective price after rebalance.
Total bins if AR up
68 bins
Sets the total number of bins used when the position goes out of range above and AR up succeeds.

Backtest quote placement, quote refresh, fills, inventory behavior, spread settings, and markout performance on real historical DLMM pool data.
Market Making Mode is the HawkFi Laboratory mode for experimenting with Dynamic Limit Order and Market Making Agent configurations before live execution.
In Market Making Mode, Laboratory experiments with LP ranges and liquidity strategies.
In Market Making Mode, Laboratory experiments with Market Making Agent's Dynamic Limit Order style behavior: buy quotes below price, sell quotes above price, inventory management, quote replacement, quote widening, and fill quality.
The top result cards summarize performance and risk.
The Equity Curve shows how performance changed over time.
Use this chart to see whether the configuration created steady markout over time or relied on a few large moves.
Price & Range shows pool price, quote range, and rebalance markers.
Use this panel to understand how often the configuration moved with price.
TVL Breakdown shows the simulated token composition over time.
Use TVL Breakdown to inspect inventory drift. A Market Making setup can show strong markout while ending with a different token mix, so this chart gives more context than PnL alone.
Market Making Diagnostics is the deeper readout for quote quality, fills, inventory, cost, and markout.
Markout horizons show whether fills were favorable after different time windows.
Positive markout means fills were favorable over that horizon in the simulation. Negative markout can suggest the quotes were getting picked off or filled before adverse price movement.
Under the charts, Laboratory shows a compact summary.
Liquidity Replay Animation lets you inspect the simulated state frame by frame.
Use replay when you want to inspect how the configuration moved through time instead of only reading the result cards.
Use this simplified walkthrough to experiment with a Dynamic Limit Order setup in HawkFi Laboratory.
Use the Mode selector and choose Market Making.
Paste the DLMM pool address into Pool Address. You can test examples such as SOL-USDC, cbBTC, whETH, ZEC, JUP, JLP, MET, JTO, or HYPE. Thinner examples such as CARDS, PUMP, or PUMPCADE should be treated as higher-risk experiments and checked carefully against fill quality and inventory drift.
When the pool loads, Laboratory displays the pair, base fee, and bin step.
Start with the Execution Model that matches the pool quality and depth.
Use Laboratory before making a live Market Making Agent configuration more aggressive.
Lower Spread Factor can increase fill opportunity, but can also increase toxic fill risk.
Higher Inventory Utilization can create more opportunity and more inventory risk.
Join our Discord for questions and discussions on HawkFi:
Cumulative Fees
The fees accumulated by the simulated setup, when enabled.
Rebalance
Markers showing where the configuration refreshed quotes or rebalanced.
Rebalances
The total number of quote refresh or rebalance events during the simulation.
LO Fees
Limit Order fee value shown by the simulation.
Quote Update Cost
Modeled operational cost for quote updates.
Final Inventory
Final inventory bias after the simulation. Use this to check whether PnL came with unwanted inventory drift.
Open Order Notional
Open order notional usage in the simulated configuration.
Spread Bins
Quote spread distance relative to the maximum spread setting.
Stoikov offset
The latest simulated shift applied to the quote center, measured in DLMM bins. A value of 0 bins means no Stoikov shift is active at that point.
Fill Model
Shows how Laboratory determines whether a simulated quote fills, including the candle price range, required fill-through distance, and maximum fills allowed per candle.
Suppressed Fills
The number of potential fills excluded by the simulation's fill limits. Suppressed fills do not affect simulated PnL, inventory, turnover, or equity.
Peak Fill Density
The highest number of simulated fills recorded within rolling 30-minute, 60-minute, 4-hour, and 24-hour periods.
Fills / Day
The average number of simulated fills per day during the selected backtest window.
60m
Mean net markout sixty minutes after fills.
120m
Mean net markout one hundred twenty minutes after fills.
Liquidity Mode
The internal simulation mode used to process the backtest.
Range
The simulated quote or range area at that moment.
Price
The pool price at that moment.
Event
The current replay event count or state.
Pair
SOL USDC
Base fee
0.04%
Bin step
4
Use Start and End to choose the historical backtest window.
Use this when you want to experiment with a specific market period, such as a launch window, range period, volatility spike, or recent pool behavior.
For eligible pools, Event-Driven (BETA) uses available event history, may adjust the date range automatically, and refreshes optimization results hourly.
Select the Execution Model you want to experiment with.
Execution Models set how a Market Making Agent starts placing quotes. Choose a model based on the pool and asset category, then adjust settings if you want a different balance between fill opportunity and protection.
Market cap is a starting guide for the non-SOL models. Pool liquidity, volume, fee tier, and current price behavior still matter.
Use Reset parameters to defaults when you want to return the controls to the selected Execution Model defaults.
Want to dive more about Execution Models? See .
Use the primary controls to change inventory usage, live order count, inventory split, replace interval, open order notional, and spread factor.
Inventory Utilization
How much of the available capital can sit in live quotes. Higher usage can create more fill opportunity and more inventory risk.
Advanced Settings are for users who want more control over how cautious, aggressive, or selective the configuration should be when placing orders.
Most users should start with an Execution Model default, then experiment in Laboratory before making a live configuration more aggressive.
The current Laboratory UI can show these Advanced Settings:
Stoikov gamma (experimental) ranges from Off to 1.0 and is off by default. It changes quote prices, while inventory skew changes side sizes. Use candle simulation for positive gamma values. Event-Driven (BETA) currently supports gamma 0 only.
These settings map into the same configuration families used by the :
Want to learn more about Market Making Agent Advanced Settings? See .
Click Optimize when you want Laboratory to search across candidate Market Making configurations for the selected pool, window, and deposit amount.
There are three Optimize options.
Light
Optimization can evaluate Stoikov gamma values of 0, 0.5, and 1 alongside the other candidate settings.
Open Advanced in the optimization modal to adjust the exploration percentage for each optimize depth. Exploration controls how much of the fixed optimization budget is reserved for newer or less common candidate strategies before Laboratory runs the backtests.
A higher exploration percentage tests more uncommon candidate setups. A lower exploration percentage keeps more of the budget focused on known-good candidate regions. The control only changes the candidate mix for the current optimization request; it does not change saved Execution Model settings or live Market Making Agent execution.
Click Run Backtest.
Laboratory simulates the selected Market Making configuration over the selected pool and time window.
After a backtest, click Create Market Making Agent, name the agent, add SOL, then select Fund and deploy agent.
Under Strategy actions, Save Model appears before Optimize. Use Save Model when you want to preserve a configuration for later use, when that workflow is supported.
Review Win Rate and markout diagnostics before trusting Net PnL.
Watch Final Inventory so a good PnL result does not hide unwanted inventory drift.
Use Advanced Settings only when you understand the tradeoff being changed.
Net PnL
The simulated Market Making setup PnL for the selected window.
Win Rate
The percentage of positive markouts. The UI can also show markout counts beside the win rate.
Pair HODL
The result from holding the pool pair instead of running the simulated configuration.
Fees
Fees or fee-related value shown for the simulation.
Max Drawdown
The largest peak decline during the backtest.
Simulated PnL
The performance of the Market Making configuration being simulated.
Pair HODL PnL
The result from holding the pool pair instead of running the configuration.
Single token HODL
Price
The pool price through the backtest window.
Range high
The upper side of the simulated quote or range area.
Range low
SOL TVL
The simulated SOL value held by the configuration over time.
USDC TVL
The simulated USDC value held by the configuration over time.
Fills
Total simulated fills and bid or ask side split.
Quote Updates
How many times quotes were updated or refreshed. High activity is useful only if it improves edge.
Filled Turnover
5m
Mean net markout five minutes after fills.
15m
Mean net markout fifteen minutes after fills.
30m
Window
The exact historical period used for the backtest.
Time in Range
The percentage of the selected window covered by the simulation state.
Rebalances
Frame
The current replay frame out of the full simulation.
Timestamp
The historical time represented by the frame.
Active Bin
The result from holding one side of the pair, when available.
The lower side of the simulated quote or range area.
How much turnover the simulated quotes created relative to starting capital.
Mean net markout thirty minutes after fills.
The number of quote or range refresh events shown by the simulation.
The active DLMM bin at that moment.
SOL Wide
SOL-USDC when you prefer more distance from the current price.
Starts with wider quote placement and a more defensive fill posture.
SOL Tight
SOL-USDC when you want quotes closer to price.
Starts with tighter quote placement for more fill opportunity, with greater adverse-selection risk.
Blue Chip General
Non-SOL assets with a market cap of $1B or more.
Uses quote distances that adjust to the selected pool’s DLMM bin step, so the model keeps a similar quote posture across blue-chip pools.
Mid-Cap
Assets with a market cap from $100M to $1B.
Starts with a balanced posture for active pools with less depth than blue chips.
Small-Cap
Assets with a market cap from $10M to $100M.
Starts more defensively to account for thinner liquidity and faster inventory movement.
Micro-Cap
Assets with a market cap below $10M.
Starts with the most defensive defaults for sparse and more volatile liquidity.
Live Orders
How many live bid and ask orders the configuration keeps open. More orders create a wider quote ladder.
Inventory Split
The target balance between base and quote inventory. More base supports asks. More quote supports bids.
Unfilled Replace Interval
How long stale unfilled quotes can remain before being replaced. Faster refresh reacts faster but creates more activity.
Max Open Order Notional
The maximum open order notional used by the simulated configuration.
Spread Factor
Scales quote distance. Lower values are tighter and more fill-seeking. Higher values are wider and more selective.
Adaptive Spread
Allows quote placement to adjust as market conditions change.
EV Gate
Turns expected-value gating on or off before placing size.
Requote on Fill
Refreshes quote placement after a fill.
Slippage BPS
Sets the slippage assumption in basis points.
Spread Bins
Sets the starting quote distance from price in DLMM bins.
Level Spacing Bins
Controls spacing between quote levels when using multiple bids and asks.
Stoikov gamma (experimental)
Shifts the bid and ask quote center away from excess inventory. Off preserves the existing quote center; higher values create a stronger shift.
Placement
Where quotes sit around price and how they respond when conditions change.
Signals
Whether current price action is clean enough to quote or should be treated more carefully.
Momentum
Searches a faster set of candidate configurations.
Deep
Searches a wider set of candidate configurations and can take longer.
Ultra Deep
Searches the widest candidate set. This option requires at least $500 total agent balance for Market Making optimization.
Light Exploration %
20%
Deep Exploration %
25%
Ultra Deep Exploration %
Protection from one-sided or fast-moving price action.
EV Gate
Whether the configuration requires more expected edge before taking risk.
Sizing
How much size the configuration can place on each side.
Requote
When old quotes should be replaced.
35%
Turn a HawkFi Laboratory result into a more deliberate live setup without treating the backtest as a promise.
HawkFi Laboratory helps you test liquidity behavior, model settings, and Market Making Agent mechanics before using live capital.
A backtest shows how a setup behaved during the selected historical period. It does not predict future returns.
Keep the pool, historical window, and deposit amount consistent while comparing configurations. This makes it easier to understand what changed.
Write down the pool behavior you tested and why the selected execution model, range, or settings matched that period.
Use the equity curve and replay instead of judging only the final PnL. Check whether the result was steady, depended on one late move, or came with inventory drift and drawdown you would not accept live.
If the setup needs improvement, change one decision and run the backtest again. Keep the pool, window, and deposit consistent so the comparison remains useful.
Before going live, you should be able to explain:
Why the setup fits the pool and market behavior you tested.
Which drawdown, inventory, or range tradeoffs appeared in the backtest.
What you will monitor after deployment.
Which result would make you pause, widen, reduce, or retest the setup.
For Market Making Mode, click Create Market Making Agent, name the agent, add SOL, then select Fund and deploy agent.
For Liquidity Mode, continue to or build a custom setup from .
Use an amount that matches the risk you are prepared to monitor. A strong historical result does not remove market, inventory, execution, or impermanent-loss risk.
Compare the live Agent or LP position with the behavior you expected from Laboratory. Market conditions will not replay the backtest exactly.
Market Making Agent
Net PnL, Pair HODL, Max Drawdown, win rate, markout horizons, fills, quote updates, final inventory, open-order notional, and quote update cost.
Liquidity Providing
Net PnL, Manual LP, Pair HODL, fees, Max Drawdown, time in range, rebalances, and TVL breakdown.
Backtest DLMM liquidity strategies, HawkFi models, and automations against passive LP benchmarks.
Liquidity Mode is the HawkFi Laboratory mode for LP strategy simulation. Paste a pool address, select a time window, configure a strategy, run the backtest, and study the result before deploying real capital.
The Result Metrics of HawkFi Laboratory summarize performance and risk.
Net PnL
The simulated HawkFi strategy PnL for the selected window.
The Equity Curve of HawkFi Laboratory shows how performance changed over time.
Use this chart to see when outperformance appeared, when drawdown happened, and whether the final result came from a steady edge or a late move.
Price & Range chart of HawkFi Laboratory shows pool price relative to the simulated strategy range.
Use this panel to understand whether the strategy stayed positioned around price or spent too much time away from the active market.
TVL Breakdown of HawkFi Laboratory shows the simulated token composition over time.
Use TVL Breakdown to inspect how inventory shifted through the range. A strategy can earn fees while ending with a different token mix, so this chart gives more context than PnL alone.
Under the charts, Laboratory shows a compact summary.
Liquidity Replay Animation lets you inspect the simulated position frame by frame.
The replay bars show token distribution across bins. Use this panel when you want to understand how the strategy behaved inside the range instead of only reading final PnL.
Use this simplified walkthrough to experiment with a DLMM liquidity setup in HawkFi Laboratory.
Use the Mode selector and choose Liquidity.
Paste the DLMM pool address into Pool Address.
When the pool loads, Laboratory displays the pair, base fee, and bin step. In the SOL USDC screenshot, the pool reflects:
Compare strategies using the same pool, same window, and same deposit.
Read Net PnL beside Manual LP and Pair HODL.
Check Max Drawdown before judging a backtest as good.
Use Price and Range to see whether the range matched the market.
When you are ready to create a live LP position, follow the usual Position Creation flow with your normal range and strategy settings. To opt in to , turn on the MEV Boost toggle at the bottom of Position Creation before creating the LP position.
MEV Boost is an added position-level capability. You do not need to choose a separate HawkFi Model or make the range unusually tight to use it.
Join our Discord for questions and discussion:
Single token HODL
The result from holding one side of the pair, when available.
Cumulative Fees
The fees accumulated by the simulated setup, when enabled.
Rebalance
Markers showing where the strategy rebalanced, when rebalances occurred.
Rebalances
The total number of rebalances during the simulation.
Liquidity Mode
The internal simulation mode used to process liquidity behavior.
Range
The simulated position range at that moment.
Price
The pool price at that moment.
Event
The current replay event count or state.
Pair
SOL USDC
Base fee
0.04%
Bin step
Use Start and End to choose the historical backtest window.
The selected period controls which pool data Laboratory uses for the simulation.
The date picker lets you select the calendar date and time. Use this when you want to test a specific market period, such as a launch window, drawdown, recovery, or recent pool behavior.
Use Initial USDC to set the starting quote amount.
For SOL quote pools, this is the amount of TVL in USDC used in the simulated position. For SOL quote pools, this is the amount of TVL in USDC used in the simulated position. For other quote pools, this is the amount of TVL in USDC used in the simulated position.
Click Configure to select or customize the liquidity setup.
You can either create a custom setup from scratch or start from an existing HawkFi model.
Use Customize an existing model when you want to start from a HawkFi model, then adjust it for the pool and market window you are experimenting with.
Want to learn more about HawkFi Models? See
Use TVL Breakdown to understand inventory changes.
Use Liquidity Replay to inspect how the position behaved through time.
Manual LP
The passive 69 spot bins for the same pool and window.
Pair HODL
The result from holding the pool pair instead of running the simulated strategy.
Fees
Fees earned by the simulated strategy.
Max Drawdown
The largest peak decline during the backtest.
Simulated PnL
The performance of the HawkFi model or custom setup being simulated.
Manual PnL
The passive LP benchmark over the same pool and window.
Pair HODL PnL
Price
The pool price through the backtest window.
Range high
The upper maximum range of the simulated range.
Range low
Example for a simulated
(SOL-USDC pool)
What it means
SOL TVL
The simulated SOL value held by the position over time.
USDC TVL
The simulated USDC value held by the position over time.
Window
The exact historical period used for the backtest.
Time in Range
The percentage of the selected window where the simulated position was in range.
Rebalances
Frame
The current replay frame out of the full simulation.
Timestamp
The historical time represented by the frame.
Active Bin


The result from holding the pool pair instead of running a strategy.
The lower minimum range of the simulated range.
The number of times the strategy rebalanced during the simulation.
The active DLMM bin at that moment.
4
Light
It optimizes across 62 curated strategies proven to perform well on SOL/USDC. Finishes in a few seconds.
Deep
Optimizes across ~212 strategies. Takes noticeably longer but searches a much wider space.
Initial Deposit Preferences
Choose the starting liquidity shape, such as Spot, Curve, Bid-ask, or Hybrid.
Single-sided quote token
Start the position using only the quote token, when enabled.
Position Width Basis
Choose whether the range width is set by bin count or price percentage.







Below the Price / Above the Price
Set how many bins the position uses below and above the current price.
Total Number of Bins
The total simulated position width.

Review the fee source and the main risks for HawkFi Models, Agents, and Laboratory before using live capital.
HawkFi Models, HawkFi Agents, and HawkFi Laboratory do different jobs. Their fees and risks should be read in the context of the workflow you plan to use.
Core HawkFi LP positions and Models
is an opt-in Alpha feature for eligible Meteora DLMM LP positions. Cross-pool opportunities may not appear, may be missed, or may fail to execute because of pool conditions, available liquidity, market movement, or unsuccessful transactions. Removing and requoting liquidity can help reduce exposure to unfavourable flow, but the resulting placement or spread may not be profitable.
MEV Boost does not guarantee higher PnL, prevent impermanent loss, eliminate adverse selection, or make every LP position profitable.
Choose the workflow and open its current fee source.
Decide which market, inventory, and drawdown risks you can monitor.
Test the configuration in HawkFi Laboratory when the mode is available.
Fund an amount that matches the risk you are prepared to manage.
Define what would make you pause, change, or exit the setup.
Market Making Agent
Screener Agent with Osprey
Review Agent funding, fixed position size, position management, and exit settings in the .
Osprey Trading Agent
Each swap charges 1%: entry deducts it from gross WSOL input, while exit deducts it from gross WSOL output before net proceeds are credited. Review the .
HawkFi Laboratory
Laboratory is for simulation. Review live fees on the workflow you choose after the backtest.
Market and price risk
Every live workflow
The asset can move against the setup. HawkFi does not guarantee future returns.
Impermanent loss
Liquidity Providing and Screener Agent LP positions
Compare fees and PnL with Pair HODL, Manual LP, token inventory, and drawdown.
Adverse selection and toxic fills
Market Making Agent and MEV Boost LP positions
Market Making Agent users should check markout, momentum, quote distance, fill quality, and whether quotes are too aggressive. MEV Boost can reduce exposure to anticipated toxic flow, but it cannot eliminate adverse selection or impermanent loss.
Inventory drift
Market Making Agent and LP positions
Check the ending token mix, inventory skew, TVL breakdown, and whether PnL came with unwanted exposure.
Model mismatch
Models and Agents
A model optimized for one asset class or market regime may not fit another. Test the pool and market window first.
Selectivity and opportunity frequency
Screener Agent with Osprey
A selective screening model may wait instead of opening constant positions. A broader model can increase activity and risk.
Direct token exposure and swap execution
Osprey Trading Agent
Review the token filters, entry size, total allocation, slippage, TP/SL, maximum hold, and the fee charged on each swap leg.
Backtest overconfidence
HawkFi Laboratory
Historical results are research. They do not predict future returns or remove live execution differences.
Network and funding limits
Live Agents and LP positions
Keep enough SOL for the workflow and review priority fee settings when transactions fail.
If you already know how to LP, HawkFi MAXIMIZES your fees & trading gains for you
Understand how HawkFi dominates fees & swing trading gains over manual liquidity providers, with high-frequency alpha strategies
Fee concentration
Up to 7x more fees (HFL), or 2x more fees (Precision) with high frequency rebalance/reshape
1x baseline fee
Rebalancing
Always in-range to generate fees, with 0-minute rebalances
Manual wallet interactions to constantly rebalance or miss out on fees
Liquidity shape
Maximize fee capture with high-frequency liquidity reshapes to concentrate capital around active bins
Static shape — drifts away from active bin as price moves, reducing fee efficiency
⭐️ Bin initialization fees
Free — covered by HawkFi
Paid by you on every new position
Fee compounding
Auto-compound (AC) reinvests fees to grow your position and accelerate returns
Manual claim, manual re-deposit — fees sit idle until you act
Strategy per market condition
Dedicated strategies for high-volume, high-volatility, and mixed markets — every condition has a playbook
One static setup regardless of whether the market is trending, ranging, or volatile
Risk management
Built-in Stop Loss (SL) and Take Profit (TP) — downside protection and earnings targets on autopilot
Manual monitoring; you need to be watching to react
High volume Price trending up
HFL — always in-range with >7x fee concentration; captures every move on the way up
Manually rebalance to chase price; miss fees during every gap
High volume Price sideways
Precision Curve — RL reshapes liquidity to print ~2x more fees across the same range
Auto-compound (AC)
Fees automatically reinvested → position grows, returns compound
Auto-accumulate SOL (AA)
Fees claimed and converted to SOL → protects against token price decline
Auto-rebalance (AR) Swap or Swapless
Static shape earns baseline fees; liquidity drifts from optimal distribution
High volatility
Precision Hybrid — prints stable fees + captures swing trading gains in one position
One static setup; zero swing capture, zero adaptability
Price correction / dip
Precision Curve (single-side SOL) or Precision Hybrid — stays active, positioned for the recovery
Likely out of range, earning zero fees while you wait
0-minute rebalances to stay in-range continuously. Configurable: swapless or swapped, Ping Pong (follow active bin), directional (up-only, down-only, or both), custom range width after rebalance
Reshape Liquidity (RL)
High-frequency reshaping of your liquidity curve around the active bin. Configurable trigger: every 1–69 bins of price movement
Liquidity shape
Choose Spot, Curve, Bid-ask, or Hybrid (50/50 Spot + Bid-ask) per strategy
Take Profit (TP)
Position closes and converts to SOL or USDC at your target price/balance/pnl/etc
Stop Loss (SL)
Position closes and converts to SOLor USDC at your stop price — downside protection without manual monitoring
Give ChatGPT, Claude, or another AI system direct access to HawkFi's canonical public documentation.
HawkFi keeps one public documentation source for people and AI systems.
The task guides help readers start quickly. The detailed Models, Agents, Laboratory, automation, fee, and risk pages remain the canonical reference when a question needs more depth.
Browse as a person
Copy this instruction when you want an AI system to answer from HawkFi's source of truth:
Prefer the current GitBook page over old screenshots, posts, or copied notes.
Use the canonical product page for definitions and exact settings.
Use task pages for the sequence of actions.
Check dated benchmarks and beta status before repeating performance claims.
Treat Models, Agents, and Laboratory as the HawkFi core product suite. Treat Magpi as a different product under HawkFi.
Give an AI system the documentation index
Give an AI system the full documentation corpus
Connect an MCP-compatible AI client
https://hawkfi.gitbook.io/whitepaper/~gitbook/mcp
Give an AI one exact source
Open the relevant GitBook page and add .md to its public page URL.
Which HawkFi path should I use?
How does Market Making Agent work?
What does Osprey do?
Use HawkFi's public GitBook as the canonical source. Start with its llms.txt index, then open the exact Markdown pages needed for the question. Distinguish HawkFi Agents, HawkFi Models, and HawkFi Laboratory. Treat Market Making Agent, Screener Agent, and Osprey Trading Agent as the three HawkFi Agent types. Treat Osprey as the screening agent or screening model used by both Screener Agent and Osprey Trading Agent, while keeping their LP and token-trading workflows separate. Treat Falcon as an execution model and Laboratory as simulation rather than live execution. Cite the exact HawkFi documentation pages used. If the docs do not answer something, say what is missing instead of guessing.How does Osprey Trading Agent work?
Which Market Making Agent execution model should I choose?
How do HawkFi LP models work?
How do I test a setup?
What are the current fees or main risks?
HawkFi referral codes live inside the connected wallet menu. Connect your wallet, open the wallet dropdown, then choose Referral to view your referral code.
Share your referral code: Copy your code from the Referral flyout and share it with friends or communities.
Use a referral code: If you receive a HawkFi referral code, enter it through the same referral flow after connecting your wallet.

HawkFi charges:
0% deposit/withdrawal fees
0% automation fees
8% on the yield only, not initial deposit (so if you generate $1 in fees, HawkFi charges $0.08)
Other liquidity managers charge 9-25% of yield, plus 0.1% withdrawal fee on initial capital
HawkFi covers DEX pool creation & bin initialization fees for users
Storage Token Accounts (STAs) are what we call Token Specific Program Derived Accounts that are necessary to implement the automations we perform on your behalf as you use Hawkfi.
STAs are needed so we ensure that tokens from positions you’ve closed via Take Profits or Stop Losses, earned from existing positions but would not want to be compounded, are kept untouched by other automations that are running on the other positions you have active on Hawkfi.
You may be encountering a number of issues, or the network may be congested if you are unable to open a position on Hawkfi.
Try the following steps if you are unable to open a position on Hawkfi:
Check if you have enough SOL to open a position
Increase the priority fee multiplier
In rare cases, HawkFi may create the position account successfully even though the deposit does not go through. The resulting position will be empty and may hold approximately 0.05 SOL in refundable rent. If HawkFi shows “Position Created, Deposit Failed,” close the empty position to recover the rent, then retry opening the position.
You may be encountering a number of issues, or the network may be congested if you are unable to open a position on Hawkfi.
Try the following steps if you are unable to open a position on Hawkfi:
Check if you are trying to claim a scam token
A scam token is a token that shares the same ticker, but has a different mint than recently traded tokens that aims to trick you to buy more tokens but cannot be sold
We’re seeing a number of cases where scammers airdrop tokens to Hawkfi Wallets. You will not be able to claim these tokens as the required token accounts to claim these tokens have not been opened. Check if you are trying to claim a scam token A scam token is a token that shares the same ticker, but has a different mint than recently traded tokens that aims to trick you to buy more tokens but cannot be sold
Your slippage might be too tight
The network may be congested
Rebalances are performed based on a target price or condition which you have set. The target price is based on the price of the pool where your liquidity is in, and not on the overall market price. Once the target price is reached, we perform a rebalance on your position.
If you believe the target price or trigger has not been reached but a rebalance has been executed, verify the case by doing:
Navigate to the Analytics tab of your Position
Limit Orders (Take Profits and Stop Losses) are performed based on a target price or condition which you have set. The target price is based on the price of the pool where your liquidity is in, and not on the overall market price. Once the target price is reached, we perform a Limit Order and close your position. If you believe the target price or trigger has not been reached but a Limit Order was not executed, verify the case by doing: Navigate to the Analytics tab of your Position Click the Birdeye link in the Pool page where your position is located Compare the timestamp in which your position should have been closed.
Fees earned by user’s positions may have been claimed by the user, compounded by Hawkfi, or claimed during a rebalance. The fees are added into the position during compounds or rebalances (if compounds are enabled). If any of the tokens trend downwards, rebalanced, trend upwards, and rebalanced again, the fees earned would have been used to offset any losses incurred during the price swings of the paired tokens.
Hawkfi automatically lists liquidity pools created on Meteora. Just create your desired pool on Meteora, and Hawkfi picks it up! What are HFI Points? How can I earn them? Are they live?
You will not be able to export the HFI wallet since it is a program derived address (PDA) which can only be used within the Hawkfi smart contract.
The APRs displayed are based on the volume from the past 24 hours. They are not meant to be used as predictors of future gains or fee earnings from the pool. The displayed APRs are only meant to show the returns of the pool from the past 24H.
Increase the priority fee cap
Check if you have enough SOL to pay for the increased priority fees
Increase the priority fee multiplier
Increase the priority fee cap
Check if you have enough SOL to pay for the increased priority fees
Compare the Price in which your position was rebalanced
Watch HawkFi tutorial videos and open the related product documentation when you need more detail.
Watch all HawkFi tutorial videos on this page. Each video includes a link to the relevant product documentation when you want to read more.
Learn how to test and optimize Market Making Agent configurations in HawkFi Laboratory before using the setup in live execution.
Read more: Market Making Laboratory
Learn how to create a Market Making Agent, choose the setup inputs, and prepare the agent before launch.
Read more: Market Making Agent
Learn how quote behavior, market conditions, and configuration choices affect Market Making Agent results.
Read more: Execution models
Learn how to start from the New Agent page, choose the current Osprey LP Screener Agent app option, and prepare the Screener Agent setup flow.
Read more:
Read more:
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High Frequency LP gives turbo fee-generation, but there is always Impermanent Loss (IL), and there is no avoiding it in liquidity providing. The goal is to OUTPRINT IL, while mitigating IL. Here’s how:
Wider LP ranges
High Frequency Liquidity prints hard from tight real-time rebalancing LPs. You can mitigate IL by setting slightly wider ranges. Tradeoff is less concentrated (but possibly more sustainable) fee generation.
💡Alpha: Set LP widths based on expected volatility of token
💡Alpha: Slow weekends with muted price action are great for HFL
Slower auto-rebalances
0 minute real-time rebalances maximize in-range fee generation, especially for high vol pools. But sometimes you can set 5-15 minute rebalances instead to avoid adverse IL from extreme pumps/dumps
Tradeoff is less in-range (but possibly more sustainable) fee generation
Directional auto-rebalances
Set HawkFi to rebalance when token price goes up-only, instead of up & down. Rebalances amplify positive IL upwards, and negative IL downwards.
Tradeoff is significantly less fee generation, but up-only rebalances are suitable for steady long-term fee generation of high-conviction tokens
Strict Entries & Exits
Only enter LPs when A) Token price trades sideways/upwards, and B) Volume is high
Avoid & immediately exit when A) Token price dumps, or B) Volume dries up
Set Stop Loss at lower bounds of LP price range


