For SyncSwap Range liquidity, choose the narrowest price interval that can contain the pair’s expected trading during your management window, and widen it only when the extra coverage is worth the lower capital efficiency.

Set and manage that position in the SyncSwap liquidity interface.

SyncSwap is a decentralized exchange whose Aqua Pool design lets liquidity providers place capital inside a chosen price interval instead of spreading it across the entire curve. That changes the decision from “how much should I deposit?” to “where will trades actually happen, and how often can I adjust the position?”

What the range changes

Inside your lower and upper prices, your liquidity is active and can earn swap fees. As trades move the pool price upward, the contract gradually converts one token into the other while crossing price ticks. Near the lower boundary, the position is mostly the base asset; near the upper boundary, it is mostly the quote asset.

Once price leaves the interval, that liquidity stops earning new fees. A position below the market is effectively held in one token, while a position above it is held in the other. If price later re-enters the interval, the liquidity becomes active again. This is why a narrow range can earn more per dollar during quiet trading but can also spend long periods doing nothing.

The relevant calculation is not headline APR. Your rough net result is:

fees earned while active − gas − repositioning costs − the cost of ending with a different token mix.

That last term is the practical form of impermanent loss. Concentrated liquidity does not merely pay you for holding two assets; it continuously sells one into strength and buys the other into weakness as price travels through your band.

Choose the interval by use case

• Stablecoin pair: Use a tight band around the intended peg if you can monitor it. A wide interval wastes capital on prices where trading is unlikely, but a depeg can move the position out of range quickly.
• Correlated assets: For pairs such as ETH and a liquid ETH derivative, use a wider band than a stablecoin pair. Correlation reduces ordinary movement, but redemption, bridge, or staking events can break it.
• Volatile token: Start wider and accept lower concentration. A narrow band only makes sense when recent volume is strong enough to compensate for frequent repositioning.
• Directional view: Use a one-sided range when the goal is to accumulate below the market or distribute above it. That behaves like a gradual range order, not neutral market making.
• Little time to manage: Prefer a broad interval or SyncSwap’s full-range style of liquidity. It gives up efficiency but reduces the chance of paying to repair an inactive position.

Use pool data, not a preset percentage

Before choosing bounds, record four numbers: current pool price, recent trading volume, active liquidity near that price, and the pool’s fee data. Aqua Pool fees can be dynamic, with minimum and maximum values affected by its fee parameters, so a fee tier copied from another pool is not a reliable forecast.

Compare volume with the liquidity competing inside your proposed band. A pool with high total value locked but little volume may produce less for you than a smaller pool with persistent trading. Likewise, a very narrow interval can look attractive until its fee share is divided among many other positions.

Use the pool’s own quote direction. If the interface expresses ETH/USDC, the range is USDC per ETH; reversing the pair reverses the apparent boundaries. This simple mistake can place a position entirely away from the market.

As an illustration, if ETH is trading at $2,000, a $1,900–$2,100 band is suitable only for an LP willing to manage a roughly 10% total price corridor. A $1,500–$2,500 band offers more survival room but concentrates less capital around current trades. The right choice depends on whether the expected fees during the review period exceed the cost of adjusting when price escapes.