Inputs
Minute order-book snapshots (100 levels per side) for five venues from ArcDelta, order notional.
Outputs
Spread, slippage curve from $1k to $1M, median and stressed (p90) cost, taker fee and round-trip cost per venue, best venue.
Evidence
The trailing two-hour median predicted the cost one hour later with a median error of 6.6% ($10k) to 9.3% ($500k). Version 1.1 band: on the held-out day, 23 October, 79.8% of future costs fell inside the p10–p90 band against an 80% target (the old band 65.7%); BTC and ETH are still under-covered.
Limits
Only visible depth: hidden liquidity and queue position are unknown. Fees are standard taker tiers.
API
GET /labs/execution-cost?symbol=BTCUSDT¬ional=100000
Minimum data: One order-book snapshot per venue; two hours for the median.
Any account can run models within its plan quota; the standard liquidation map is free. Pricing →