Every Uniswap v4 hook, live
Every hook attached to at least one Uniswap v4 pool, explained in plain English, with safety checks and the pools that use it.
AgeHookChainPermissionsPools
7mo
OrketHookA Uniswap v4 hook for prediction market pools that applies VALS-formula fees (based on trade size, liquidity, and a signed volatility parameter σ from a trusted oracle) to every swap. Fees are taken from the collateral token via BeforeSwapDelta and distributed to share-token holders through a YieldDistributor; LP positions and yields are tracked across add/remove liquidity events.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
7mo
OrketHookUniswap v4 hook for prediction market YES/NO pools implementing VALS (Volatility-Adjusted Liquidity Sensitivity) dynamic fees. Requires a backend-signed sigma value in hookData for every swap; captures fees via beforeSwapReturnsDelta and distributes them to share token holders through a YieldDistributor. Blocks swaps and liquidity operations when the market is resolved or disputed.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
7mo
OrketHookPrediction market pool hook implementing VALS dynamic fees: charges each swap a fee based on trade size, liquidity, and a backend-signed toxic velocity parameter (sigma), routing fees to share token holders via a YieldDistributor. Tracks LP positions and updates YES/NO outcome prices after each swap.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
7mo
OrketHookUniswap v4 hook for binary prediction market pools (YES/NO) that implements VALS dynamic fees, computing fees as e^[λ·(Δx/L)·σ]−1 using a backend-signed volatility parameter (σ). Fees are routed to a YieldDistributor rather than LPs; swaps require a valid signed sigma payload in hookData and revert if the market is resolved or disputed.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
7mo
OrketHookUniswap v4 hook for prediction market pools (YES/NO outcome tokens) that implements VALS (Volatility-Adjusted Liquidity Sensitivity) dynamic pricing. Requires a backend-signed sigma parameter per swap to compute an exponential fee captured from the USDC collateral side and distributed to share holders via a YieldDistributor; swaps are blocked when the market is resolved or disputed.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
7mo
OrketHookA Uniswap v4 hook for prediction market YES/NO pools that computes a VALS dynamic fee per swap (e^[λ·(Δx/L)·σ]−1) from a backend-signed volatility parameter, captures it via beforeSwapReturnsDelta, and routes it to a YieldDistributor rather than LPs. Swaps require a valid ECDSA-signed sigma struct in hookData.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
7mo
OrketHookA Uniswap v4 hook for prediction market pools that applies a VALS (Volatile Automated Liquidity Sensitivity) fee on every swap. The fee is computed as e^[λ × (Δx/L) × σ] − 1 using a sigma value supplied via ECDSA-signed hookData, and is redirected to prediction market share holders via a YieldDistributor rather than to LPs.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookUniswap v4 hook for prediction market YES/NO pools implementing VALS (Volatility-Adjusted Liquidity Sensitivity) dynamic fees. Each swap requires a backend-signed sigma parameter; fees are computed via e^[λ*(Δx/L)*σ]−1 and extracted from the collateral token via beforeSwap delta, then routed to a YieldDistributor for share holders. Also tracks LP positions and updates market prices after each pool operation.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookA Uniswap v4 hook for prediction market pools (YES/NO share tokens) implementing a VALS formula fee: fees are computed from trade size, pool liquidity, and a signed toxic-velocity parameter (sigma) provided per-swap via hookData. Captured fees are routed to a YieldDistributor for share token holders rather than LPs. Also tracks LP virtual balances and updates pool prices for yield accounting.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookA prediction market hook for Uniswap v4 pools (YES/NO outcome shares vs collateral). Implements VALS (Volatility-Adjusted Liquidity Sensitivity) fees calculated as e^[λ*(Δx/L)*σ]-1, where σ is a per-swap toxic-velocity parameter supplied as a signed off-chain oracle message. Fees are captured from the collateral token via BeforeSwapDelta and routed to a YieldDistributor rather than to LPs.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookA Uniswap v4 hook for binary prediction market pools that requires a backend-signed VALS sigma parameter on every swap. Computes a dynamic exponential fee from trade size, liquidity, and toxic velocity, extracting it from the collateral token and forwarding it to a YieldDistributor. Tracks LP virtual balances and updates YES/NO outcome prices after each swap.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookPrediction market hook implementing VALS (Volatility-Adjusted Liquidity System) fees. Requires a backend-signed sigma parameter per swap; fees are calculated as e^[λ*(Δx/L)*σ] and routed to share token holders via a YieldDistributor rather than to LPs. Blocks swaps when the market is resolved or disputed. Tracks LP virtual balances and updates YES/NO share token prices after each swap.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookUniswap v4 hook for binary prediction market pools. Implements VALS dynamic fees (e^[λ·(Δx/L)·σ]-1) based on trade size, liquidity, and oracle-signed toxic velocity (σ), redirecting fees to share token holders via a YieldDistributor. Blocks swaps when the market is resolved or disputed, tracks LP positions, and requires a backend-signed sigma in hookData for every swap.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookPrediction market pool hook implementing VALS (Volatility-Adjusted Liquidity Scaling) fees. Requires a backend-signed toxic-velocity parameter (σ) via ECDSA in hookData for every swap; fees are computed as e^[λ*(Δx/L)*σ]-1, captured via BeforeSwapDelta, and forwarded to a YieldDistributor for prediction market share holders.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookUniswap v4 hook for prediction market AMM pools implementing VALS fees (exponential formula e^[λ·(Δx/L)·σ]−1) captured via beforeSwap delta and distributed to shareholders. Every swap requires a valid ECDSA-signed volatility parameter from a designated signer; swaps are blocked when the market is resolved or disputed.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookPrediction market hook implementing VALS (Volatility-Adjusted Liquidity Sensitivity) fees for YES/NO share token pools. Every swap requires a signed sigma parameter in hookData; the hook computes an exponential fee from trade size, liquidity, and the signed toxic-velocity value, takes the fee from the USDC (collateral) side via BeforeSwapDelta, and distributes it to share token holders through a YieldDistributor contract. Swaps are blocked when the market is resolved or disputed.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookA Uniswap v4 hook for binary prediction market pools (YES/NO outcomes) that applies VALS dynamic fees — calculated as e^[λ × (Δx/L) × σ] − 1 — using ECDSA-signed off-chain sigma parameters. Fees are routed to a YieldDistributor for share holders, not LPs.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookUniswap v4 hook for binary prediction market pools (YES/NO) that applies VALS dynamic fees using a signed off-chain sigma parameter. Fees are computed as e^[λ·(Δx/L)·σ] − 1, captured from the USDC collateral side of swaps via beforeSwapReturnsDelta, and forwarded to a YieldDistributor for share token holders. Blocks trading when the market is resolved or disputed.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookUniswap v4 hook for prediction market pools that implements a VALS (Variable Automated Liquidity Sensitivity) fee formula. Each swap requires a signed off-chain sigma (toxic-velocity) parameter; fees are computed as e^[λ·(Δx/L)·σ]−1, captured via BeforeSwapDelta, and forwarded to a YieldDistributor rather than to LPs. Also gates swaps and liquidity on market resolution/dispute state.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookUniswap v4 hook for prediction market pools that gates swaps on a backend-signed VALS (Volatility-Adjusted Liquidity Spread) sigma parameter per swap. Computes an exponential fee (e^[λ·(Δx/L)·σ]−1) captured via BeforeSwapDelta and routed to share token holders through a YieldDistributor, while tracking LP positions and updating YES/NO prediction market prices after each pool action.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookA Uniswap v4 hook for binary prediction market pools that computes VALS dynamic fees (e^[λ·Δx/L·σ]−1) per swap using a backend-signed toxic-velocity parameter, routing collected USDC fees to a YieldDistributor for share token holders. Requires valid signed hookData (SignedSigma) on every swap; reverts if absent, expired, or replayed.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookPrediction market hook implementing VALS (Volatility-Adjusted Liquidity Sensitivity) dynamic fee pricing for YES/NO token pools. Captures fees from swaps based on trade size, liquidity, and a cryptographically signed toxic-velocity parameter (sigma), routing fees to a YieldDistributor rather than LPs.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookA Uniswap V4 hook for prediction market pools implementing the VALS (Volatile-Adjusted Liquidity Spread) fee formula. Each swap requires a backend-signed sigma (toxic velocity) parameter; fees are calculated as e^[λ*(Δx/L)*σ]−1 and routed to a YieldDistributor rather than to LPs. Swaps and liquidity additions are blocked when the prediction market is resolved or disputed.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookUniswap v4 hook for prediction market pools implementing VALS (Volatility-Adjusted Liquidity Sensitivity) fees. Calculates fees as e^[λ*(Δx/L)*σ]-1 using an off-chain ECDSA-signed toxic velocity parameter (σ); every swap must supply a valid SignedSigma in hookData. Fees are captured via BeforeSwapDelta and forwarded to a YieldDistributor for share holders.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookUniswap v4 hook for binary prediction market pools implementing VALS (Volatility-Adjusted Liquidity Sensitivity) fees. Each swap requires a signed off-chain sigma value to compute an exponential fee (e^[λ·(Δx/L)·σ]−1); collected USDC fees are routed to a YieldDistributor for share holders rather than LPs. Blocks swaps and adding liquidity when the market is resolved or disputed.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookUniswap v4 hook for binary prediction market pools that applies a VALS (Volatility-Adjusted Liquidity Sensitivity) fee per swap. Fees are computed via e^[λ*(Δx/L)*σ] using trade size, pool liquidity, and a backend-signed toxic-velocity parameter (σ), then redirected to share-token holders via a YieldDistributor instead of LPs. Liquidity and swaps are blocked when the market is resolved or disputed.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookPrediction market hook that applies VALS (Volatility-Adjusted LP-Sensitive) dynamic fees on swaps via signed off-chain sigma parameters. USDC fees are captured through BeforeSwapDelta and routed to a YieldDistributor for share token holders, with LP positions tracked and pool prices updated after each swap.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookHook for binary prediction market YES/NO pools implementing VALS dynamic fee pricing (e^[λ·(Δx/L)·σ]−1) with off-chain ECDSA-signed sigma values. Swap fees are captured via BeforeSwapDelta and routed to a YieldDistributor for share holders; the hook also checkpoints yield and updates market prices after each swap.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookUniswap v4 hook for prediction market YES/NO share pools. Implements VALS dynamic fees (e^[λ*(Δx/L)*σ]-1) based on off-chain signed toxic velocity parameters; fees are taken from the collateral (USDC) side and forwarded to a YieldDistributor rather than LPs. Requires a backend-signed SignedSigma in hookData for every swap.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookA Uniswap v4 hook for prediction market pools that implements VALS (Volatility-Adjusted Liquidity Sensitivity) fees. Each swap requires a backend-signed sigma parameter; the hook computes an exponential fee based on trade size, pool liquidity, and toxic velocity, then captures the fee via BeforeSwapDelta and routes it to a YieldDistributor for share holders rather than LPs.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookPrediction market pool hook using the VALS formula to compute a per-swap fee based on a cryptographically signed toxic velocity parameter (σ). Fees are taken from the collateral token via BeforeSwapDelta and redistributed to share token holders through a YieldDistributor rather than to LPs. Swaps are blocked when the market is resolved or disputed.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
8mo
OrketHookA prediction market hook implementing VALS (Volatility-Adjusted Liquidity-Sensitive) fees. Each swap requires a fresh ECDSA-signed volatility parameter (sigma) from a trusted signer; the fee is computed as e^(λ·Δx/L·σ)−1 and forwarded to a YieldDistributor for share holders rather than LPs. Swaps and liquidity additions are blocked when the market is resolved or disputed.
Arbitrum
beforeAddLiqafterAddLiqafterRemoveLiqbeforeSwap+2
2
12mo
TokiHookA Uniswap V4 custom curve hook implementing Pendle-style fixed-rate yield trading for Principal Tokens. Executes the full AMM swap in beforeSwap using a custom curve and returns a BeforeSwapDelta. Swaps are gated by a per-pool maturity expiry (block.timestamp) and an optional curator-controlled pause. Supports optional ERC4626 vault rehypothecation for LP yield enhancement.
Arbitrum
afterInitbeforeAddLiqbeforeSwapswapDelta
2
17mo
LimitOrderHookRecords the pool tick before each swap using transient storage, then after the swap calls a LimitOrderManager to execute any limit orders whose tick range was crossed. Supports dynamic LP fee updates via a permissioned FEE_MANAGER_ROLE.
Arbitrum
beforeSwapafterSwap
2
19mo
BlackListHookA Uniswap v4 hook that restricts swaps to a single trusted router and blocks blacklisted addresses from swapping in specified pools. The pool owner can add or remove addresses from the per-pool blacklist; any swap attempted through a router other than the trusted router is rejected.
Arbitrum
beforeSwap
2
20mo
FedzHookA Uniswap v4 hook for a stablecoin pool that restricts swaps and liquidity operations to the current active player in an external time-slot system (checked via tx.origin), and reverts any swap whose post-execution price falls below a configurable depeg threshold.
Arbitrum
beforeAddLiqbeforeRemoveLiqbeforeSwapafterSwap
2
42d
LimitOrderHookA Uniswap v4 Hook that enables on-chain limit orders on supported liquidity pools.
Users can set a target price, and when the pool price reaches the specified price, the Hook automatically executes the order. This enables users to place limit orders directly on Uniswap v4.
Arbitrum
afterInitafterSwap
1
55d
GlueHookA permissionless Uniswap v4 hook that runs a per-pool token buyback after every swap, spending pooled secondary funds to purchase a designated main token. Spend is sized by fee and liquidity depth, paced by a time-bucketed rate limit, and gated on a time-weighted reference tick. An optional auto-compounding LP program can split harvested fees into compound, burn (via Glue Protocol), and recipient delivery legs.
Arbitrum
beforeInitafterSwap
1
57d
GlueHookGlueHook implements an automated buy-back pump for Uniswap v4 pools. After each swap on a funded pool, it uses a secondary-token pot to purchase the designated main token and distributes the proceeds to configured recipients. It also auto-harvests LP program fees and optionally auto-compounds them into the hook-managed liquidity position.
Arbitrum
beforeInitafterSwap
1
57d
flETHHooksA constant-sum 1:1 custom-curve hook for ETH/flETH pools. In beforeSwap, it takes the full input from the PoolManager, wraps or unwraps ETH via the flETH contract, and settles the output back — bypassing concentrated liquidity entirely. Direct liquidity addition is blocked; only zero-fee ETH/flETH pools are permitted.
Arbitrum
beforeInitbeforeAddLiqbeforeSwapswapDelta
1
2mo
DawnHookA Uniswap v4 hook for the Lumen platform implementing a time-decaying buy fee: starts at 99% at launch and drops 1% per second, settling at the creator-fixed rate (≤5%) after 98 seconds. Fees are taken in the pool's paired asset and split among the platform treasury, creator, and token holders.
Arbitrum
beforeInitbeforeAddLiqbeforeSwapafterSwap+2
1
2mo
LaunchHookProbeSingleton hook for pools created by LaunchFactory that takes a fixed trading fee (set at creation, capped at 5%) always on the stock currency (currency0). Fees are split between a platform treasury (30%), a creator recipient, and token holders. Only a designated locker may add liquidity. Supports Beam (1% fixed fee) and Prism (variable fee) launch modes.
Arbitrum
beforeInitbeforeAddLiqbeforeSwapafterSwap+2
1
2mo
PortoriumSingle-pool hook that charges an exact-input swap fee (1–2%, read from an external Forum oracle with a 1% fallback) in the input currency. When ROME is the input, the fee is burned immediately; when ETH is the input, it accumulates as ERC-6909 claims until anyone calls tribute(), which sends half to a fixed treasury (aerarium) and uses the rest to buy and burn ROME.
Arbitrum
beforeInitbeforeSwapswapDelta
1
2mo
FeeHookTakes a configurable fee (between 1% and 10%, owner-reducible only, never raiseable) on every swap via afterSwap. Reserve-currency fees are deposited into a FeeVault; non-reserve (token) fees are burned. The fee is charged on the unspecified currency and returned via afterSwapReturnDelta.
Arbitrum
afterSwapafterSwapDelta
1
2mo
PhoenixV4ReturnDeltaHookA return-delta hook for the Phoenix PXT/USDC pool that collects fees by adjusting swap deltas. Buys are charged a USDC skim; sells burn ~1.85% of PXT and skim USDC at a base rate, escalating to a penalty rate for large sells within a rolling window. Sell access is gated by a timestamp-based unlock and an anti-bot boolean cleared by the owner post-launch.
Arbitrum
beforeAddLiqafterAddLiqbeforeSwapafterSwap+2
1
2mo
PillHookCollects a flat 1% toll on the ETH leg of all swap forms (exact-in/exact-out, both directions) in a single deployer-pinned pool. Toll accumulates as ERC-6909 claims in the PoolManager and is withdrawable to a fixed vault address via permissionless collect(). The fee rate can only be lowered, never raised, by the deployer.
Arbitrum
beforeSwapafterSwapswapDeltaafterSwapDelta
1
2mo
BallHookBurns 1% of every exact-input swap: when $BALL is the input, tokens are burned immediately; when ETH is the input, it is held as an ERC-6909 claim until anyone calls the permissionless `roll()` function to buy and burn $BALL. No owner; parameters are immutable constants.
Arbitrum
beforeInitbeforeSwapswapDelta
1
2mo
GlueHookA Uniswap v4 buyback-and-burn hook with auto-compounding LP fee programs. On sells of the configured "main" token it absorbs the sell at pool execution price from a secondary-token pot (shield, via beforeSwap delta). On buys it spends the pot to buy more main (pump, via nested swap in afterSwap). LP programs auto-harvest fees inside swaps, splitting into compound, buyback, burn, and recipient shares.
Arbitrum
beforeInitbeforeSwapafterSwapswapDelta
1
2mo
MyNewHookA dynamic-fee Uniswap v4 hook that adjusts LP fees based on realized tick volatility measured across four timeframes (5m/15m/30m/1h) with EWMA smoothing. Fees range from 0.01% to 2.00% across four continuous regimes with no cliffs.
Arbitrum
afterInitbeforeSwap
1
3mo
GlueHookUniswap v4 hook implementing a per-pool buyback-and-burn mechanism. On sells of the designated main token, a pot absorbs a portion at the pool's exact execution price (shield, via beforeSwap delta). On buys, pot funds purchase more of the main token and deliver it to a configured recipient or burn address (pump, via afterSwap nested swap). Optionally manages an auto-compounding hook-held LP position whose fees are split between compounding, buyback, and burn.
Arbitrum
beforeInitbeforeSwapafterSwapswapDelta
1