Market Microstructure & Cost Intelligence
Calculate your real trading costs. Combine fee, spread, slippage, and funding into a single all-in cost. Compare exchanges and find the cheapest option.
Key Features
Put your trading costs under the microscope and optimize them
Total Cost Calculator
Calculate the real cost of a trade. Combine Fee + Spread + Slippage + Funding into a single percentage.
- ✓Maker/taker fee calculation
- ✓Bid-ask spread measurement
- ✓Slippage estimation by size
- ✓Funding rate impact (futures)
Exchange Comparison
How much does the same trade cost on different exchanges? Compare Binance vs OKX vs Bybit vs Kraken.
- ✓Side-by-side cost comparison
- ✓Best/worst exchange highlighting
- ✓Annual savings projection
- ✓VIP tier recommendations
Fee Structure Analysis
Analyze exchange fee structures in detail. Calculate VIP tiers, discount tokens (BNB, OKB), and volume-based rebates.
- ✓VIP tier fee schedules
- ✓Discount token (BNB/OKB) impact
- ✓Volume-based rebates
- ✓Maker rebate tracking
Spread & Slippage
Measure bid-ask spread and slippage at different order sizes. See the real cost for $10K, $100K, $1M trades.
- ✓Real-time spread monitoring
- ✓Slippage by order size
- ✓Liquidity depth analysis
- ✓Best execution strategies
Funding Rate Tracking
Track funding rates for perpetual futures. Calculate the impact of positive/negative funding on trade costs.
- ✓8-hour funding rate tracking
- ✓Cumulative funding cost
- ✓Long/short pressure analysis
- ✓Funding arbitrage opportunities
Market Efficiency Score
Calculate the market efficiency score (0-100) for each exchange and coin pair.
- ✓Composite efficiency score (0-100)
- ✓Liquidity rating
- ✓Spread tightness
- ✓Execution quality measurement
All-in Cost Example
Cost breakdown for a $100,000 BTC trade
Exchange Comparison
Cost comparison across different exchanges for a $100,000 BTC trade
How It Works?
3 steps to perform Market Microstructure analysis
Data Collection
Real-time orderbook data, fee schedules, funding rates, and historical spreads are collected. Data is pulled from all exchanges simultaneously.
Cost Calculation
All-in cost is calculated for your order size. Fee + spread + slippage + funding components are combined to find the real cost.
Optimization
The cheapest exchange is identified, VIP tier upgrade ROI is calculated, and execution strategy recommendations are provided. Annual savings projection is displayed.
Optimize Your Trading Costs
Calculate your real trading costs, compare exchanges, and save thousands of dollars annually by using the cheapest option on every trade.
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