Liquidity Depth Analyzer
DEX liquidity analysis and slippage estimation for MEV trading.
When to Use
- Implementing swap execution
- Selecting optimal routes
- Sizing positions for trades
- Calculating price impact
- Validating arbitrage profitability
Workflow
Step 1: Check Liquidity Depth
Verify depth >= 3x trade size.
Step 2: Calculate Price Impact
Ensure impact < 0.5% (50 bps).
Step 3: Validate Profit After Slippage
Confirm profit survives slippage tolerance.
Core Rule
Never execute without knowing:
- Available liquidity at current price
- Price impact for your size
- Whether profit survives slippage
Key Formulas
price_impact_bps = |1 - (in/out) / spot| × 10000 minAmountOut = expected × (1 - slippage_bps / 10000)
Config
const config = {
max_price_impact_bps: 50, // 0.5%
max_slippage_bps: 100, // 1%
min_depth_multiplier: 3, // depth >= 3x trade
};
Abort Reasons
| Code | Action | |------|--------| | NO_POOL | Find alternative route | | LOW_DEPTH | Reduce size or split | | HIGH_PRICE_IMPACT | Reduce size | | LOW_PROFIT | Skip opportunity |