Liquidity depth at threshold
Available liquidity at 1%, 2%, and 5% price impact: per pool, per chain. Not TVL. Not volume. The actual depth curve that determines execution cost at a given notional size.
Cross-chain liquidity intelligence
Osmosis measures pool depth and routing slippage across chains in real time, so your research desk stops doing it by hand.
| Chain | Pool | Depth @1% | Depth @2% | Est. Slip |
|---|---|---|---|---|
| Osmosis | ATOM/USDC | $4.2M | $6.8M | 0.41% |
| Ethereum | ETH/USDC | $18.1M | $31.4M | 0.18%best |
| Arbitrum | ARB/USDC | $2.9M | $4.6M | 0.73% |
| Polygon | MATIC/USDC | $1.4M | $2.3M | 1.12% |
| Cosmos | OSMO/ATOM | $3.1M | $5.2M | 0.56% |
The problem
Every week, someone on your team opens five block explorer tabs and starts copying pool data into a spreadsheet. By the time the cells are formatted and the cross-chain comparison is assembled, the data is stale and the morning is gone.
Osmosis replaces that workflow. We index on-chain pool state continuously and compute the depth metrics your research stack actually needs.
What we compute
Available liquidity at 1%, 2%, and 5% price impact: per pool, per chain. Not TVL. Not volume. The actual depth curve that determines execution cost at a given notional size.
Given a notional trade size, Osmosis estimates expected slippage across routing paths (direct, bridged, and multi-hop), so you can compare routes before execution, not after.
Rate of change in pool depth between measurement intervals. Not just a snapshot, but the direction and speed of liquidity movement. Catches depth decay before it affects your execution window.
Osmosis DEX (Cosmos), Ethereum mainnet (Uniswap v3, Curve), Arbitrum, and Polygon. Depth computed at the pool level across all covered chains in a single structured feed.
How it works
Osmosis continuously indexes pool state across supported DEX protocols: no manual exports, no stale snapshots. The data layer rebuilds itself on each block.
For each pool, Osmosis computes the full depth curve at configurable notional thresholds and estimates routing slippage for any trade size you need to model.
Structured data via browser dashboard, CSV export for your models, or REST API for programmatic access. Choose the delivery method that fits your workflow.
Use cases
Research analysts query structured depth data for any covered chain-pair and get output ready for their models. No block explorer exports, no reformatting broken CSVs on Monday morning.
Research desk workflowTreasury analysts get real-time routing slippage estimates at configurable notional sizes before execution decisions, not post-trade. Rebalancing and cross-chain allocation planning with actual depth data.
Treasury workflowResearch pilot
We are working with a small group of research desks during our launch window. If your team is doing cross-chain liquidity analysis today, we want to talk.
Enterprise or custom coverage enquiries: [email protected]