# Dynamic Spread (Double sided) Double-Sided Dynamic Spread implements smart market making to ensure profitability through cost-basis tracking and two-sided exponential auctions that adjust to market movements. ### How It Works 1. Provides continuous two-way liquidity through exponential price auctions 2. Dynamic spread sizes adapt automatically to market conditions 3. Auction parameters adjust based on time and market volatility ### Key Benefits * **Guaranteed Profitable Spreads:** Cost-basis accounting ensures profitable rotations * **Efficient Volatility Capture:** Optimized for cyclical market movements * **Manipulation Resistance:** Maintains complete control over offered prices * **Adaptive Trade Sizing:** Larger sizes at wider spreads, smaller at tighter spreads ### Ideal Use Cases * Token pairs with correlation but temporary inefficiencies * Markets requiring manipulation resistance * Sustainable long-term market making across different conditions * Pairs like staked/unstaked versions or synthetic/native assets ### Technical Parameters * Initial allocation of both assets * Spread range parameters * Volatility response settings * Cost basis tracking preferences * Exit speed configuration (fast or slow) --- # Agent Instructions: Querying This Documentation If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question. Perform an HTTP GET request on the current page URL with the `ask` query parameter: ``` GET https://h20finance.gitbook.io/h20-docs/strategies/dynamic-spread-double-sided.md?ask= ``` The question should be specific, self-contained, and written in natural language. The response will contain a direct answer to the question and relevant excerpts and sources from the documentation. Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.