majiayu000 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
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 |