How it Works
Understanding our methodology for calculating execution costs.
LiquidView is built by the team behind FundingView
Use this data to execute funding arbitrage strategies and earn passive yield.
1. Real-time Snapshots
We take a snapshot of the order book for every supported exchange every 30 seconds. This ensures that our data is always fresh and reflects the current state of market liquidity.
2. Slippage Calculation
For each snapshot, we simulate market orders of various sizes ($1k, $10k, $100k). We calculate the slippage by comparing the average execution price against the mid-market price. This tells you how much price impact your trade would have.
3. Customizable Fee Integration
To give you the true cost of execution, we add taker fees to the slippage. Since fees vary based on your trading tier and volume, you can customize them in Settings to match your actual rates.
Default Fees
CustomizeMany exchanges offer reduced fees for high-volume traders (VIP tiers). Adjust your fees in Settings to get accurate execution costs.
4. Historical Aggregation
We aggregate these data points over different time periods (1h, 6h, 24h, 1 week) to show you the Average Execution Cost. This helps you identify which exchange consistently offers the best liquidity for your trade size.
The Formula
All values are expressed in basis points (bps). 1 bps = 0.01%