Live execution cost: what a market order really costs
get_slippageCalculate live slippage costs in basis points for $10K–$5M market orders across 8 major perpetuals and identify thin order books.
Instructions
Call this when the user asks how much slippage a trade of a given size would face, how thick the books are, or which major perp market is thinnest right now. Returns live cost ladders in basis points for $10K to $5M market orders across 8 major perpetuals, both sides, from the full visible order book. Excludes fees; null = the book cannot absorb that size.
Input Schema
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No arguments | |||