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

가입 March 2021

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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)