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General Guidelines

Start Small

  • Begin with small position sizes when using a new market
  • Familiarize yourself with how swaps, borrowing, and liquidity interact
  • Scale positions gradually as you gain confidence

Understand the Market You Interact With

Before interacting with a market:
  • Review available liquidity
  • Check the pool’s Collateral Factor (CF)
  • Consider asset volatility and correlation
  • Observe current utilization levels

Stay Informed

Recommended actions:
  • Follow official Omnipair communication channels
  • Monitor protocol updates and parameter changes
  • Participate in community discussions where relevant

Trading Best Practices

Slippage Awareness

Set appropriate slippage:
  • Small trades: 0.5-1% slippage
  • Medium trades: 1-2% slippage
  • Large trades: 2-5% slippage (or split into smaller trades)
Recommended Actions:
  • Always review price impact before confirming
  • Be cautious in low-liquidity or volatile markets

Market Selection

Best Practices:
  • Prefer deeper markets for larger trades
  • Be cautious when trading long-tail assets with limited liquidity
  • Avoid trading during extreme volatility unless intentional

Liquidity Provision Best Practices

Choosing Markets

When providing liquidity, consider:
  • Historical trading activity
  • Borrowing demand (which drives interest accrual)
  • Asset volatility and correlation
  • Your desired risk and exposure duration

Managing LP Positions

What to Monitor:
  • Pool utilization
  • Fee and interest accumulation
  • Changes in pool composition
Mitigation Strategies:
  • Avoid over-allocating to a single market
  • Reassess positions as utilization changes
  • Prefer markets where both swap and borrowing demand exist

Understanding Impermanent Loss

What to Expect:
  • IL occurs when asset prices diverge
  • More pronounced in volatile or uncorrelated pairs
Mitigation:
  • Choose more correlated assets where possible
  • Consider shorter LP durations in volatile markets
  • IL is partially offset through combined swap fees and borrowing interest

Borrowing Best Practices

Collateral Management

Best Practices:
  • Avoid borrowing at maximum capacity
  • Maintain a healthy buffer above minimum requirements
  • Monitor collateral value relative to borrowed assets
Mitigation:
  • Add collateral early rather than reacting late
  • Reduce debt during periods of rising volatility

Utilization Awareness

What to Monitor:
  • Rising utilization increases interest rates
  • High utilization can reduce withdrawal flexibility
Mitigation:
  • Monitor utilization trends before borrowing
  • Repay or resize positions if utilization spikes
  • Prefer borrowing in markets with balanced supply and demand

Leveraging Best Practices

Position Sizing

Best Practices:
  • Start with low leverage
  • Increase exposure incrementally rather than in one loop
  • Ensure you understand how recursion affects position size

Managing Positions

What to Monitor:
  • Borrowed amount relative to collateral
  • Remaining collateral headroom
  • Changes in market utilization
Mitigation:
  • Add collateral early instead of reacting near limits
  • Repay portions of debt to reduce exposure
  • Gradually unwind positions rather than exiting in a single transaction

Adjusting and Exiting Positions

Plan Ahead:
  • Define conditions under which you will reduce or close leverage
  • Avoid adjusting positions during extreme volatility
  • Be aware that higher utilization can affect execution when unwinding
Mitigation:
  • Close leverage incrementally where possible
  • Monitor pool conditions before large adjustments
  • Keep sufficient liquidity available to repay borrowed assets

Security and Interaction Safety

Wallet Security

Best Practices:
  • Use reputable Solana wallets
  • Secure private keys and recovery phrases
  • Avoid interacting with unverified links

Transaction Review

Always Verify:
  • Token pairs and amounts
  • Slippage settings
  • Expected outputs before confirmation
Best Practices:
  • Pause before signing any transaction
  • Reject transactions that do not match your intent

Common Mistakes to Avoid

Overextending Positions

Avoid:
  • Maxing out borrowing or leverage capacity
  • Assuming all markets behave similarly
  • Ignoring pool-specific market dynamics

Reactive Decision-Making

Best Practices:
  • Plan position sizes and exit paths in advance
  • Avoid emotional responses to short-term price movement