$LUMA/USDC
Simulation runMakingMODENORMAL
VENUESynthetic DLMM
PRICE0.01003
MAKER CAPITAL$919,859
DEPLOYED$357,692
±1% DEPTH$15.7K / $58.6K
INVENTORY26 / 74
NET MM P&L+$119.4K
NEXT STRATEGY REVIEW00:01:00
Risk status
NORMAL
Limits from mandate LUMA-001 · hash 1e6a3673d867…
Loss limits measure market-making P&L vs a HODL benchmark
Loss limits measure market-making P&L vs a HODL benchmark
Inventory limit
25.8%TARGET 50%
SOFT 38%–62%HARD 20%–80%
Daily loss · market making
0.00%LIMIT 5.00%
vs HODL benchmark, since UTC day start
Max drawdown · market making
3.25%LIMIT 15.00%
breach → circuit break, manual reset
Absolute drawdown
0.84%LIMIT 60.00%
includes token price; breach → defensive
Oracle deviation
0.15%LIMIT 2.00%
venue vs independent oracle
Turnover · 24h
2%LIMIT 100%
swap notional + net new deployment
Re-ranges · 24h
2LIMIT 16
Reserve
61%LIMIT 10%
minimum undeployed capital
Circuit breakers
| Breaker | Status | On trigger | Clears | Trips |
|---|---|---|---|---|
| ORACLE STALE | ● ARMED | No new risk | Auto | 0 |
| ORACLE DEVIATION | ● ARMED | Withdraw to vault | Auto | 0 |
| MAX DAILY LOSS | ● ARMED | Defensive | Next UTC day | 0 |
| MAX DRAWDOWN | ● ARMED | Withdraw to vault | Manual reset | 0 |
| MAX ABSOLUTE DRAWDOWN | ● ARMED | Defensive | Auto | 0 |
| EXTREME VOLATILITY | ● ARMED | No new risk | Auto | 1 |
| ABNORMAL POOL STATE | ● ARMED | No new risk | Auto | 0 |
| UNSUPPORTED TOKEN CHANGE | ● ARMED | Withdraw to vault | Manual reset | 0 |
| INVENTORY HARD LIMIT | ● ARMED | Defensive | Auto | 2 |
| EXECUTION FAILURE RATE | ● ARMED | No new risk | Auto | 0 |
| VAULT INVARIANT | ● ARMED | Halt all actions | Manual reset | 0 |
| VENUE SECURITY INCIDENT | ● ARMED | Withdraw to vault | Manual reset | 0 |
| QUOTE DEPEG | ● ARMED | Withdraw to vault | Auto | 0 |
Breaker history
D08 09:31:00INVENTORY HARD LIMIT CLEARED
D08 01:55:00INVENTORY HARD LIMIT TRIGGERED
D07 21:45:00INVENTORY HARD LIMIT CLEARED
D07 16:23:00EXTREME VOLATILITY CLEARED
D07 14:57:00INVENTORY HARD LIMIT TRIGGERED
D07 14:57:00EXTREME VOLATILITY TRIGGERED
Invariants · verified from the public ledger
PASSledger hash chain verifies357 entries
PASSonly approved instruction kinds executed207 executed actions
PASSno swap against own liquidity23 swaps
PASSaccounting identity holdsresidual -3.25e-9
PASSno risk-increasing action under a no-new-risk conditionledger replay clean