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Depth ladders
How much of an asset clears at each price level.
A ladder buckets resting liquidity by distance from the oracle price. Each level carries the incremental liquidity inside that band and the running total once the band is consumed.
Publishing the ladder rather than only the derived number is a deliberate choice: a caller can walk it themselves and reproduce `exit_gap_pct` for any size. A measurement you can only take on trust is not much of a measurement.
The ladder is also where a thin book announces itself visually. A book that holds has weight spread across bands; a book that does not has almost everything inside five basis points and nothing behind it.
The shape of the answer
"levels": [
{ "bps": 5, "usd": 612000, "cumulative_usd": 612000, "price": 4817.59 },
{ "bps": 25, "usd": 471000, "cumulative_usd": 1631000, "price": 4807.95 },
{ "bps": 100, "usd": 318000, "cumulative_usd": 2351000, "price": 4771.80 },
{ "bps": 800, "usd": 222000, "cumulative_usd": 3120000, "price": 4434.40 }
]What this rests on