CostDepth

How CostDepth measures fees, spread and slippage

Fees

Each exchange has a typed config with VIP 0 maker and taker rates, the source URL and the date checked. Rates come from the official fee page or the exchange's own API. A rate not yet confirmed is marked “checking” and is never guessed. Token discounts, VIP tiers and funding are not in the total.

Spread and slippage

Mid price is the average of best bid and best ask. A buy of N USDT walks the asks from the best price until N is spent; the cost is N minus the coins received times mid. A sell of N USDT (valued at mid) walks the bids; the cost is N minus the proceeds. Contract books are converted to coins first. If the visible book cannot fill the order, the result says “beyond visible depth”. “Post-only (maker)” assumes the order rests on the book and fills as maker: no spread cost, maker fee. A limit order that fills at once pays the taker fee and the spread, like a market order. “Open and close” adds both sides and doubles the fee.

Sampling

Pages read the live book when they load and refresh it about every minute. Separately, every 5 minutes a job walks each BTC and ETH book for $1k, $5k, $10k, $50k, $100k, $500k, $1M and folds the result into hourly averages kept for 7 days. Charts interpolate between those sizes for the amount you type. When an endpoint fails, the last good value is shown with its time.

Sources

Limits

Public books show a fixed number of levels and no hidden orders, and prices move between the read and your order. Hourly spread + slippage (column avg_slippage_bps, fees not included) is downloadable as CSV. This is fee and cost data, not advice.