Slippage / execution-cost curves
Modeled execution cost for taking liquidity in one market, derived from the STORED order-book snapshots (pm_orderbook_snapshots) — no live CLOB call. For each snapshot in the window and each notional USDC size, we walk the persisted top-5 ask levels (a buy) and bid levels (a sell), take a partial fill on the level that crosses the size, and report the fill VWAP plus slippage_bps = 10000*(vwap-mid)/mid (negative on the sell side, which fills below mid). When the stored top-5 depth cannot cover the size we NEVER extrapolate: that point is depth_exhausted with a null slippage. meta.summary carries the window median and p90 slippage per notional per side. Each point also carries the venue taker fee_bps at the fill price and total_cost_bps = |slippage_bps| + fee_bps. Book coverage is the top ~150 live markets by 24h volume plus the pinned 2026 midterm markets; collection began 2026-07-16. Structural cost data, not advice.
Request
- Base URL: https://kresmion.com/v1
- URL: https://kresmion.com/v1/prediction/markets/{market_id}/execution-cost
- Auth: HTTP bearer
Path parameters
Query parameters
Order size(s) in USDC — repeatable and/or comma-separated (default 100,1000,10000).
Look-back window in hours (max 7 days).
Headers
Response
Successful Response
Changes
No recorded changes to this operation across all 1 revision of this API.