get_execution_cost
Calculate per-exchange execution costs for crypto orders, including spread, slippage, and depth-walk impact, to compare trading venues by real cost.
Instructions
当用户询问买卖点差、滑点、订单簿深度、大单冲击成本、市价单实际成交成本、各所吃单执行成本对比时使用。Use when the user asks about bid-ask spread, slippage, order-book depth, market impact, or the real execution cost of a marketable order across exchanges. Returns per-exchange one-way execution cost in bps and USD for a specific order size (default $10,000): full spread, crossing cost (half spread), depth-walk slippage beyond the top level, total one-way cost, levels consumed, and fill status. spreadMode=bundled (default) uses offline typical-spread baselines by venue and pair class (majors/large-cap/mid-alt) instantly; spreadMode=live fetches the real top-100 order book per venue independently via ccxt and VWAP-walks it — failures fall back to bundled baselines (listed in failures), shallow books keep the measured cost with a warning. Spot requests use the spot market (e.g. kucoin rather than kucoinfutures). Requires country for compliance filtering unless exchanges are given explicitly.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| pair | No | 交易对,默认 BTC/USDT;支持 ETH/USDT、SOL-USDT 等。山寨币点差按内置档位放大(mid-alt ×3),live 模式按真实订单簿 | |
| side | No | 方向,默认 buy;buy 吃卖盘、sell 吃买盘,live 时两侧深度可能不同 | |
| country | No | ISO 3166-1 alpha-2 国家代码;传入后按合规可用性过滤交易所(EEA 居民查 USDT 报价对会附稳定币区域可用性警告) | |
| purpose | No | 市场类型,默认 futures(永续);spot 自动解析各所现货市场与符号 | |
| language | No | 输出语言:en=英文(默认),zh=中文。仅影响 advice/warnings/tradeoffs/reasons 等叙述性文字,数值、字段名与错误码不受影响 | |
| exchanges | No | 只查询指定交易所(如 ['binance','kraken']);默认返回全部 9 家(合约比较不含 Coinbase) | |
| spreadMode | No | bundled=内置典型点差基准(默认,秒回、零滑点);live=实时订单簿前100档 VWAP 行走,含真实滑点,单所失败回退 bundled 并记入 failures | |
| tradeSizeUsd | No | 单笔市价单规模(USD),默认 10000($1万)。滑点对规模高度敏感,大单务必传真实值,如 50000、250000 |