Nabla — live LVR dashboard

TVL — protocol liquidity

LVR by time horizon — weighted bps across all swaps

Negative = LP profited. Front-loaded signal (big at t+5s, fades) = oracle latency arb. Back-loaded (grows) = informed trading.

sender leaderboard

cumulative trader PnL over time

PnL distribution at t+60s (bps per swap)

backstop P&L attribution

Decomposes backstop TVL change into LVR (backstop share of spread income − adverse selection), inventory P&L (price moves on pool surpluses), and net deposits. Identity: ΔTVL = backstop_LVR + Inventory + Net Deposits, where backstop_LVR = spread income − protocol fee (→ treasury) − LP fee (→ swap-pool LPs).

recent swaps

surge-fee keeper simulation (live, no on-chain writes)