diff --git a/packages/asset-swapper/CHANGELOG.json b/packages/asset-swapper/CHANGELOG.json
index 0a03df5f06..c6b3f7f75b 100644
--- a/packages/asset-swapper/CHANGELOG.json
+++ b/packages/asset-swapper/CHANGELOG.json
@@ -37,6 +37,10 @@
             {
                 "note": "Fix optimization of buy paths",
                 "pr": 2655
+            },
+            {
+                "note": "Fix depth buy scale",
+                "pr": 2659
             }
         ]
     },
diff --git a/packages/asset-swapper/src/swap_quoter.ts b/packages/asset-swapper/src/swap_quoter.ts
index 8bb7281fd7..08d9ab83f3 100644
--- a/packages/asset-swapper/src/swap_quoter.ts
+++ b/packages/asset-swapper/src/swap_quoter.ts
@@ -454,7 +454,11 @@ export class SwapQuoter {
             return [
                 ...dexQuotes,
                 nativeOrders.map((o, i) => {
-                    const scaleFactor = orderFillableAmounts[i].div(o.takerAssetAmount);
+                    // When sell order fillable amount is taker
+                    // When buy order fillable amount is maker
+                    const scaleFactor = orderFillableAmounts[i].div(
+                        side === MarketOperation.Sell ? o.takerAssetAmount : o.makerAssetAmount,
+                    );
                     return {
                         input: (side === MarketOperation.Sell ? o.takerAssetAmount : o.makerAssetAmount)
                             .times(scaleFactor)