liquidity-depth-analyzerlisted

# 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:** 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 ```typescript 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 |