0xngmi(@0xngmi):We just created a new metric for exchanges: realized perp slippage 1. We take a snapshot of the orderbook right before market orders execute 2. Calculate the slippage at which it should fill ($0.94 on Binance) 3. Compare against actual slippage on the fill (actually $1.63)

0xngmi

@0xngmi

Building a transparent defi dashboard at @defillama. Would rather be right than make money

参加 March 2021

325 フォロー中 195.3K ファン

0xngmi@0xngmi

2026.09.16 00:35

We just created a new metric for exchanges: realized perp slippage 1. We take a snapshot of the orderbook right before market orders execute 2. Calculate the slippage at which it should fill ($0.94 on Binance) 3. Compare against actual slippage on the fill (actually $1.63)