get_execution_cost

io.github.dopionut-jpg/crypto-data-market-analysis · Verify this server

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.