Trade sizes are random around the average (a few whales, many small fills). A presale seller dumps 5–25% of the remaining presale bag.
Market cap over trades ▲ buy · ▼ sell · dashed = launch
Trade log
#
Side
Who
USD
Tokens
Fill price
MC after
Move
Price impact tables
Each row is one trade on its own, not stacked.
Single buy
Buy
Tokens out
% supply
Avg fill
MC after
Move
Single sell
Sell for
Tokens in
% supply
Avg fill
MC after
Move
Road to market cap
Net buying needed (buys minus sells) to reach each MC.
Target MC
Price
Net $ in
Pool $ then
× vs base
Presale unlock
Presale holders selling part of their remaining bag in one go.
Sold
Tokens
$ out
Their ROI
MC after
Move
Model: a full-range constant-product pool, tokens × usd = k, so price = usd / tokens = usd² / k. The fee is taken from the trade input and paid out to the LP position rather than added to pool depth, the way concentrated-liquidity DEXs on Sui handle fees. Market cap here is fully diluted (price × total supply). A DEX position set to a narrow range instead of full range would move less per dollar inside that range and run out of liquidity past its edge. The sim ignores MEV, other pools and the Sui/USD price itself: the $ side is treated as a stable value.