Price Slippage
You can also get Price Slippage from the Full Aggregationendpoint.
What is this endpoint for?
This endpoint returns the average price slippage for the requested period. Read more about how the aggregation period works here: Order Book Aggregations.
Endpoint
Parameters
Parameter | Required | Description |
---|---|---|
| Yes | |
| Yes | |
| Yes | |
| No | See Pagination |
| No | Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens. |
| No | The interval parameter is suffixed with |
| No | Number of snapshots to return data for. (default: 10, max: 100). See Pagination Automatically included in continuation tokens. |
| No | Return the data in ascending |
| No | Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens. |
| No | Order size (in quote asset) for which to calculate the percentage of slippage.
Default: |
| No | Price point for which to calculate slippage from. Either from the mid price ( |
Fields
Field | Description |
---|---|
| The timestamp at which the interval begins. |
| The average percentage of price slippage for a market buy order over a specified interval. |
| The average percentage of price slippage for a market sell order over a specified interval. |
Request example
Response example
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