---
title: "Slippage / execution-cost curves"
method: GET
path: "/prediction/markets/{market_id}/execution-cost"
tags: ["prediction"]
---

# Slippage / execution-cost curves

`GET /prediction/markets/{market_id}/execution-cost`

## Request

- Base URL: `https://kresmion.com/v1`
- URL: `https://kresmion.com/v1/prediction/markets/{market_id}/execution-cost`
- Auth: HTTP bearer

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.

## Path parameters

- `market_id` string, required

## Query parameters

- `notional` string[], nullable: Order size(s) in USDC — repeatable and/or comma-separated (default 100,1000,10000).
- `hours` integer: Look-back window in hours (max 7 days).

## Headers

- `authorization` string, nullable

## Response `200`

Successful Response

- object

## Other responses

- `422`: Validation Error

---

[API](https://skmtc.dev/kresmion/apis/kresmion-api.md) · [All operations](https://skmtc.dev/kresmion/apis/kresmion-api/llms.txt) · [OpenAPI document](https://skmtc.dev/kresmion/apis/kresmion-api/revisions/a94962dddccb?raw)