Liquidity Lab
Estimate exitability before position sizing
This tool uses estimated volume, visible depth, and reference slippage to show how execution quality can degrade as size rises. Results are estimates unless fed by live venue data.
Simulation inputs
Run a basic what-if using GET parameters so scenarios remain shareable.
Slippage
Estimated average execution slippage.
1.04%
Market impact
Estimated impact of the order on price discovery.
0.83%
Suggested max size
Conservative size based on visible liquidity inputs.
$1,260,000.00
Warning level
Higher warnings mean lower exit confidence.
Execution diagnostics
Useful for sizing staged exits or avoiding false comfort from thin liquidity.
0.06% of estimated daily spot volume
2.98% of visible depth
0.63% of pool liquidity