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Liquidity-depth & slippage estimation endpoint #84

Description

@Miracle656

Background

Bots need more than a spot price — they need to know how much a given trade size will move the price. A depth/slippage endpoint answers "what price for size X?".

What to build

From order-book / AMM pool data, expose an endpoint that returns expected execution price and slippage for a requested trade size, plus available depth at price levels.

Key files

  • src/pricing/depth.ts (new)
  • src/api/rest.ts

Acceptance criteria

  • Returns execution price + slippage for a given size
  • Depth levels reflect real pool/book state
  • Unit tests for slippage math against known curves

Drips Wave · Complexity: Advanced · 200 points


End of catalog (232 issues)


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Stellar WaveIssues in the Stellar wave programarea:apiREST / GraphQL APIarea:pricingBest-route / mathdifficulty:advancedMulti-day projecthelp wantedExtra attention is neededpoints:200Advanced tier — 200 Wave points

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