When a CLMM position is created, the fee tier used in swaps doesn’t account in any way for the liquidity balance in the pool
Therefore, regardless of the liquidity position’s asset balance, the fee will be the same (considering the dynamic component, of course)
As an LP, I want to charge higher fees for the swap, when my liquidity is out of balance, but the pool’s price is still within the position’s range.
This means that when the asset distribution is worse than, for example, 80/20 or 75/25, I’d like to charge more to reduce my exposure to the price moving out of the position’s range. This applies only to trades that worsen my liquidity’s balance. For “healing” trades it stays the same.
This could work similar to the dynamic fees:
Let’s assume that I provide liquidity in a pool with 0.16% fee tier.
If my position’s asset ration is worse than 80/20, my position should charge x2 or x3 of base fee tier of a pool, so up to 0.48% without considering the volatility-based fees component.
Combined with dynamic fees and token_out fees (please see the previous topic for it) this allows me as LP to reduce my DV and would result in me providing liquidity in slightly narrower ranges, improving swap rates for end-users most of the time, while penalising them during high volatility periods, which is fair.