WOOFi Swap is a market maker's book run as a pool: one contract on Base holding WETH, cbBTC and USDC, filling every trade at the price WOO's desk posts on chain moments before, with no curve of its own deciding what the next unit costs.

The price is not discovered by the trade. The desk writes each asset's price, its spread and a slippage coefficient into the Wooracle, the pool quotes an input at that price less the spread and less a slippage that grows with the size of the trade, and every fill moves the posted price by exactly the slippage it paid. A price older than the oracle's freshness window, or one that strays too far from Chainlink's, is not served at all, and each trade is capped by the pool's reserves and the desk's own limits on size.

A posted price only helps the flow that actually takes it. The ETH sold through a pool at a worse rate than a market maker was standing behind for the same size. The rotation from BTC into ETH that crossed the dollar twice when one trade would have done it. The rebalance that waited for a person when the price was already there.

The pool's posted state sits in the routing graph beside every other indexed venue, priced exactly as the contract prices it, so a swap touching WETH, cbBTC or USDC on Base is compared against it automatically and fills there whenever the desk's price beats the market, and it runs when a condition is met rather than when someone is at the keyboard.

A dollar balance rotated into ETH the moment it crosses a mark. BTC traded for ETH in a single step at the desk's cross. A swap floored at the pool's own quote, read the moment it is built.

The flow that already trades size on Base reaches for quoted liquidity first, because for a fixed size the best price is often the one a market maker is standing behind.