xyz:AAOIequity & other · growth mode on · 10× max
Over 43 days of 20-level order-book snapshots, xyz:AAOI quoted a median spread of 4.96 bps in US regular hours with $77k resting within 25 bps of mid. A $25k market order paid about 13.99 bps in regular hours and 15.25 bps on weekends, when depth within 25 bps fell to $12k. Taker fee is 0.90 bps with growth mode on; funding averaged +16.00% annualised over the last 30 days.
by sessionNew York time · medians over 43 days
| session | snaps | spread | p90 | top | depth ±10 | depth ±25 | depth ±50 | $5k | $25k | $100k | $100k fills | $250k fills |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| US regular 9:30–16:00 | 1,717 | 4.96 | 11.50 | $77k | 13.99 | 24.90 | 22% | 6% | ||||
| US extended 4–9:30, 16–20 | 2,514 | 3.95 | 9.87 | $42k | 16.97 | 42.13 | 14% | 0% | ||||
| Overnight 20–4 | 1,748 | 3.88 | 6.81 | $60k | 12.86 | 35.16 | 12% | 1% | ||||
| Weekend / holiday | 3,033 | 3.85 | 6.81 | $12k | 15.25 | 30.48 | 1% | 0% |
bps unless stated · RTH 9:30–16:00 · extended 4:00–9:30 and 16:00–20:00 · overnight 20:00–4:00 on weekdays · weekend runs Friday 20:00 to Monday 4:00 and includes NYSE holidays · slip = mean of the buy and sell side of a market order walking the visible 20 levels · fills = share of snapshots the size fits inside those levels · "—" = not fillable in the median snapshot
slippage curve
hour of week
weekly · spread
weekly · depth ±25 bps
per round trip = 2 × median slippage + 2 × taker fee · funding uses the 30-day mean hourly rate, annualised, charged for a position held all day · slippage between tested sizes is interpolated on a log scale · ignores maker rebates, impact that persists after your fill, and fee tiers
9,012 snapshots · 2026-08-18 16:48 → 2026-09-30 18:21 UTC (43.1 days) · size decimals 2 · raw: /data/xyz/AAOI.json · method and caveats: methodology