slippage
Calculate expected execution price and price impact for a specified crypto or equity order size using the stored order book.
Instructions
Expected execution price and slippage for a size, against the stored book.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| side | Yes | ||
| size | Yes | ||
| symbol | Yes | ||
| size_unit | No | ||
| asset_class | No | Which market answers. Inferred from the symbol's source when omitted. |