Compare price slippage between exchanges
Last updated
Last updated
Price slippage measures how liquid a market is by measuring the gap between the expected and actual price of a marker order. When markets drop and there are large sell-offs, slippage often increases and it becomes harder to buy or sell at your desired price. This varies by exchange, trading pair, and time of day. Using Kaiko's data, we can measure potential BTC slippage across exchanges for different trade sizes. This provides valuable insight for market traders looking to minimize losses.
| Paramater | Value |
|---|---|
|
|
| spot |
| btc-usd |
Here's an example of a cURL string request using the values above:
When you receive your response, search for the following fields to find the data you need:
timestamp
ask_slippage
bid_slippage
Order Book Snapshots are available through the API with a 1-month rolling window. While this means you can't recreate the example shown above, the instant live data meets most trading and analysis needs.
Use (slippage) with the following parameters to replicate this chart.
