0xngmi
@0xngmi
Building a transparent defi dashboard at @defillama.
Would rather be right than make money
加入 March 2021
325 正在关注 195.3K 粉丝
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)
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