TradingLimitsV2

In Mento V3, FPMM pools enforce per-token net-flow limits to bound adverse flow over time. The TradingLimitsV2 library is used by the pool to apply these limits after each swap. (TradingLimits v1 applied to Mento V2; V3 uses TradingLimitsV2.)

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Checking limits (code example)

You do not call TradingLimitsV2 directly; the FPMM applies it after every swap. To inspect the current config and state for a token (e.g. for a UI or to debug a reverted swap), use the pool’s view:

IFPMM pool = IFPMM(poolAddress);
(address token0, address token1) = pool.tokens();

(
    ITradingLimitsV2.Config memory config,
    ITradingLimitsV2.State memory state
) = pool.getTradingLimits(token0);  // or token1

// config.limit0, config.limit1 => caps (e.g. 5-min and 1-day)
// state.netflow0, state.netflow1 => current net flow in the windows
// If a swap would push netflow over the limit, the swap reverts

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Behavior

• L0 — Short-term limit over a 5-minute rolling window: net flow of the token in that window must stay within the configured bounds (e.g. -limit0 <= netflow0 <= limit0).

• L1 — Medium-term limit over a 1-day rolling window: net flow over the day must stay within the configured bounds.

Each pool token can have its own config (limit0, limit1). If a swap would cause either limit to be exceeded, the swap reverts. Limits are applied after the swap amounts are determined; fee is deducted from inflow before updating net flow.

This protects the pool and the protocol from large one-sided flow in a short period (e.g. oracle lag or manipulation) while still allowing normal trading.

Contract: mento-protocol/mento-core — contracts/libraries/TradingLimitsV2.sol

For how TradingLimitsV2 is configured and used on a pool, see TradingLimitsV2 in Dive Deeper.