I don't quite understand the inbound liquidity headroom. If I max out 0.04 BTC do I still get headroom, or only at lower amounts?

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yeah me too. We have to give them more time to make this a better experience, they are still in Beta.

I think the reason is that being in Beta, they want to limit a bit the abuse of using this new service. Is understandable.

Recently I tried to do a splicing, expanding the channel with another deposit and I couldn't do it. Always I get error that invoice cannot be paid.

That means, they are running low on liquidity or do not want beta users to abuse the liquidity.

Let's wait for the final version.