Slippage & Order Book Impact Calculator
Walk real BTC and ETH spot order-book levels to estimate fills, price impact, fees and a static opposite-direction trade.
Your financial inputs stay in this browser and are excluded from analytics.
Enter assumptions and calculate to see a result.
Your next step
Check liquidity before placing an order
Your position size and stop distance are a plan. Explore order-book liquidity to assess execution conditions and potential slippage.
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Results depend on your inputs and the assumptions shown by this calculator. Reference links explain the model; they do not supply a live price feed. Fees, execution and changing market conditions can affect actual outcomes.
Methodology and assumptions
Buy walks asks; sell walks bids. Midpoint cost already includes half-spread and depth impact. Fees are separate; do not add the spread twice.
Fees are charged in USD on filled notional. Enter your venue tier; this is not a live fee quote.
Receive time measures retrieval freshness. Individual level times are updates, not a book-wide exchange timestamp. Only 100 levels per side are available.
Reuses the same snapshot for the filled base quantity. This is not a future exit prediction; prices, liquidity and fees can change.
VWAP = Σ(pᵢ × qᵢ) / Σqᵢ
Frequently asked questions
Does the snapshot guarantee execution?
Reuses the same snapshot for the filled base quantity. This is not a future exit prediction; prices, liquidity and fees can change.
How are fees and spread counted?
Buy walks asks; sell walks bids. Midpoint cost already includes half-spread and depth impact. Fees are separate; do not add the spread twice.