How to investigate a jump in a swap-size quote ladder
Investigate abrupt changes in a size-by-size swap quote by separating route, state, fee and liquidity-boundary explanations.
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How unequal pool sizes affect the value of additional liquidity
Compare the execution contribution of differently sized pools without treating every listed liquidity source as equally valuable.
Liquidity on another network does not deepen a local pool
Explain why capital reported on another network is not automatically available to deepen a local swap quote.
Measure liquidity within a one-percent price band
Calculate capacity before a pool’s marginal output rate moves by a defined percentage and distinguish it from average-fill impact.
Measure stablecoin swap cost in token units and market value
Report stablecoin swap results against nominal parity and relative market value without confusing their different economic meanings.
Read a concentrated-liquidity distribution before a large swap
Read the axes and range boundaries of a concentrated-liquidity chart before using it to infer trade capacity.
Read pool reserves as quantities before interpreting dollar liquidity
Read token reserves and their units before converting pool liquidity into dollars or estimating trade capacity.
Record enough liquidity data to reproduce a quote assessment
Record pool identity, state, range data and quote assumptions needed to reproduce a liquidity-capacity assessment.
Relate swap size to the reserve you are adding to
Relate swap size to the input-side reserve and calculate its effect in a clearly scoped fee-free constant-product model.
Report liquidity as a capacity range instead of one headline number
Report depth at several explicit execution-cost limits instead of presenting one undefined liquidity-capacity number.
Stress-test a swap budget after a hypothetical liquidity withdrawal
Build an explicit reduced-liquidity scenario table and show how a fixed swap budget responds while the starting price is held constant.
The average fill price is not the pool's ending price
Calculate average swap execution and the pool’s ending marginal price from one reserve change, showing why they differ.
Virtual reserves do not mean tokens are available without limit
Use a worked concentrated-liquidity example to distinguish virtual curve reserves from actual tokens available within a price range.
What a gap between liquidity ranges means for a swap quote
Interpret a sparse or empty interval between liquidity ranges without assuming every pool or router handles it identically.
What does the next portion of your trade cost?
Calculate the execution rate of an added trade portion from two matching quotes and distinguish it from the whole trade’s average rate.
When can a higher-fee pool give a better execution price?
Compare a lower-fee shallow pool with a higher-fee deeper pool by calculating output at the same input size.
When can waiting between smaller swaps change the result?
Identify the state changes needed for delayed smaller swaps to obtain better execution and show why waiting does not guarantee replenishment.
Why a quote can worsen after liquidity providers withdraw
Explain how a proportional liquidity withdrawal can worsen a swap quote even when the initial reserve ratio remains unchanged.
Why a slightly larger swap can suddenly receive a much worse rate
Explain why a small increase in requested swap size can move execution beyond a dense liquidity range.
Why a token's liquidity must be checked pool by pool
Distinguish token-wide liquidity totals from the specific pool and state actually used by a quote.
Why buying and selling the same token can face different depth
Compare buy-side and sell-side depth using equal economic sizes and identify when liquidity distribution creates directional asymmetry.
Why liquidity outside the current range cannot fill your next swap
Explain why an out-of-range position can hold valuable tokens without supplying liquidity at the current swap price.
Why liquidity split across fee tiers is not one interchangeable pool
Explain why pools for the same pair but different fee tiers have separate liquidity and cannot be priced as one blended reserve total.
Why low-impact stablecoin pricing can disappear on a large trade
Explain why a stable-pool curve can quote near parity for small trades and deteriorate materially as a larger trade drains one side.
Why LP-token value is not a usable swap-size limit
Distinguish the value of an LP ownership claim from the quantity a trader can swap at an acceptable execution price.
Why moving through liquidity boundaries can affect swap gas
Explain why crossing initialized liquidity boundaries can add work to a swap and why a fixed per-tick dollar rule is unreliable.
Why total value locked does not tell you how much you can swap
Understand why headline liquidity value does not determine the output available for a particular trade size or direction.
Why two dollar stablecoins may not swap one for one
Separate a stablecoin’s target peg from the market exchange rate and from fees in a size-specific swap quote.
Why two interfaces can report different price-impact percentages
Explain how benchmark choice, fee inclusion, price orientation and rounding can produce different displayed impact percentages.
A familiar swap interface can still request an unfamiliar spender
Verify the transaction even on a familiar domain because a compromised interface can request different permissions or destinations.
