Entry cost

DATA markets

Type a position size; every exchange is repriced against its live order book.

Asset

Cheapest round trip on $10kMEXC24.2 bp

You pay, in and out−$24

Second cheapest costs+$17 more

Venues that fill it6of 9

Margin at 20x$500

Exchange	Price	Taker / maker	Half-spread	Buy (long)	Sell (short)	Round trip	In $	Measured up to	Margin at max lev	Median 24h	Median 7d	p10-p90 7d
MEXC DATA_USDT · live order book, 15 min agocheapest	0.2018	0.020%/0.010%	4.94 bp	10.7 bp	13.5 bp	24.2 bp	−$24	$1.4M	$500 20x	21.4 bp	25.2 bp	19.8-29.6 bp
Lighter DATA · live order book, 15 min ago	0.2022	0.000%/0.000%	9.87 bp	21.3 bp	20.3 bp	41.5 bp	−$42	$266K	$1,000 10x	23.0 bp	20.2 bp	12.8-31.2 bp
OKX DATA-USDT-SWAP · live order book, 3 min ago	0.2019	0.050%/0.020%	7.43 bp	29.7 bp	22.3 bp	52.0 bp	−$52	$230K	$500 20x	43.2 bp	42.3 bp	37.6-47.6 bp
Bitget DATAUSDT · live order book, 21 min ago	0.2023	0.060%/0.020%	7.39 bp	35.7 bp	46.4 bp	82.1 bp	−$82	$111K	$200 50x	56.1 bp	57.7 bp	48.0-74.2 bp
Bybit DATAUSDT · live order book, 22 min ago	0.2023	0.055%/0.020%	2.46 bp	36.1 bp	66.0 bp	102.1 bp	−$102	$31K	$500 20x	66.7 bp	65.0 bp	45.2-80.7 bp
KuCoin DATAUSDTM · live order book, 6 min ago	0.2022	0.060%/0.020%	17.34 bp	272.3 bp	340.3 bp	612.5 bp	−$613	$39K	$333 30x	520.1 bp	517.7 bp	446.8-705.0 bp
Gate DATA_USDT	0.2021	0.075%/0.020%	—	below $100k OI and volume: not sampled
BloFin DATA-USDT	0.2018	0.060%/0.020%	—	below $100k OI and volume: not sampled
Extended DATA-USD	0.2021	0.025%/0.000%	—	below $100k OI and volume: not sampled

Slippage is the average fill price of a market order walking the book against the mid; the half-spread is part of it. A size between two measured points is interpolated and marked ~. Fees are each exchange's base taker tier, before volume tiers and token discounts. Exchanges that fill at an oracle price (GMX, Avantis, Jupiter) charge price impact by formula and are not modeled. RFQ exchanges (Variational) quote only $1k, $100k and $1M. The calculator runs from $1k to $5M.