Threat model - Knot

The policy boundary

Liquidity providers in participating pools. KNOT prevents one member from giving a taker a quote that is better than the federation’s aggregate curve while retaining the member’s own curve as the other boundary.

Explicitly not the target

An oracle, intent classifier, or universal sandwich defense. The rule does not know the external fair price or why a trader arrived. The dataset in this repository does not justify calling raw reserve divergence toxic flow.

Attack surface

Vector	Status
Constructed cross-pool round trip	Lower in the documented fixture. +13.5843 becomes -0.0298
Trade splitting	No advantage. Sliced output is marginally worse than one large trade
Same-member sandwich	Reduced, not eliminated. Balanced fixture: +0.393701 with KNOT vs +1.803279 plain. Skewed fixture: -1.347578
JIT liquidity	Two-stage lock. Fresh deposits cannot affect a quote before maturity; activated shares then wait another window before transfer or exit
Repeated extraction fixture	Bound holds in the tested sequence. The fixed-size quote tightens as reserves move
Reserve manipulation	Fuzzed, 10,000-run high-depth campaign, no underflow, aggregate never drifts
Coalition of members	Partially open, see Limits
Non-member pool	Outside the boundary. A pool for the same pair can exist without joining
Fee/rebase/callback token	Unsupported and negative-tested. KNOT does not adapt hostile token semantics

Permissions

Knot enables beforeSwapReturnDelta, which Uniswap’s own v4 security framework rates this permission as the highest-risk class. This is unavoidable for a custom curve: the hook replaces the pricing function, which is the flag’s intended legitimate use. It means the hook is in the highest-scrutiny tier and should be read accordingly.

Control	Implementation
Reserve mutation	Restricted to registered members
Membership	Owner-gated, bounded member cap
Reentrancy	Guards on federation mutations and public LP activation, cancellation and refund entry points; activation completes local effects before calling the federation
Rounding	Both directions round against the taker