get_execution_cost
What a given trade size actually costs to execute right now, walked through the live order books of Bybit and OKX. Every other tool here reports where price is; this one reports the price YOU would get at YOUR size. Returns, per requested notional and separately for buying and selling: the average fill price, slippage against mid in basis points AND in dollars, the spread, the depth sitting within 1% of mid, and which venue is cheapest for that size. The floor is half the spread; anything above it is the size eating through levels. A size the book cannot absorb comes back as "filled": false with the amount that could actually be filled, never an extrapolated price. This is the number that decides whether a correct thesis still makes money after costs.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| coin | Yes | Coin symbol, e.g. "BTC", "ETH", "SOL". The USDT perpetual is read. | |
| sizesUsd | No | Trade sizes to price, in US dollars. Defaults to 10000, 50000 and 250000. At most five. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| coin | Yes | ||
| venues | Yes | ||
| bandPct | No | Half-width of the depth band around mid, in percent. | |
| cheapest | Yes | Per requested size, the venue with the lowest slippage among those that can fill it. | |
| sizesUsd | Yes | ||
| unavailable | Yes | Venues with no usable book for this coin. Never dropped silently. | |
| unavailableDetail | No | The same venues with the reason each one failed, so a missing venue is diagnosable. |