liquidity-depth-analyzer

name	liquidity-depth-analyzer
description	DEX liquidity analysis and slippage estimation for MEV trading. Use when implementing swaps, route selection, or position sizing. Triggers on: liquidity, slippage, price impact, depth, AMM math, Uniswap, Curve.

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.

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Core Rule

Never execute without knowing:

1. Available liquidity at current price
2. Price impact for your size
3. 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