Build a quote ladder to inspect executable market depth

A quote ladder records receiving amounts for several input sizes from comparable starting conditions. It reveals how average execution changes and how expensive each additional portion becomes. It does not require executing the quotes.

Construct the ladder

Here is a hypothetical set of same-state, fee-inclusive quotes, excluding separately paid gas:

Between the first two rows, an additional 400 input produces 396.2 output, an incremental rate of 0.9905. Between the last two, another 500 produces 484, a rate of 0.968. The average of the largest trade conceals how much worse its final portion is.

Control the collection

Use the same assets, network, direction and fee treatment. Preserve quote times and routes. Where the interface switches pools or methods, mark that change rather than treating the ladder as one unchanged curve.

Execution price is specific to the input and output amounts. A ladder makes that size dependence visible.

Read capacity from an explicit constraint

If your chosen requirement is an average rate of at least 0.99, the example shows that 500 satisfies it and 1,000 does not. It brackets capacity between those tested sizes; it does not identify the exact maximum. Additional quotes can narrow the bracket.

Do not sum ladder outputs as a sequential execution plan. Each row represents an alternative trade from its stated starting state. Gas can be added in a separate net-cost ladder, but keep the raw execution quantities so liquidity effects remain distinguishable from independent transaction costs.